Information diffusion, cluster formation and entropy-based network dynamics in equity and commodity markets
Year of publication: |
1 February 2017
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Authors: | Bekiros, Stelios ; Nguyen, Duc Khuong ; Sandoval Junior, Leonidas ; Uddin, Mohammed Gazi Salah |
Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 256.2017, 3 (1.2.), p. 945-961
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Subject: | Finance | Commodity markets | Transfer entropy | Complex network | Centrality | Entropie | Entropy | Rohstoffmarkt | Commodity market | Theorie | Theory | Unternehmensnetzwerk | Business network | Netzwerk | Network | Soziales Netzwerk | Social network | Welt | World | Informationsverbreitung | Information dissemination |
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