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We analyze the relationships between biodiesel, ethanol and related fuels and agricultural commodities with a use of minimal spanning trees and hierarchical trees and Granger causality. We construct this trees for different frequencies (weekly, monthly and quarterly). We find that in short-term,...
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in 2004-05 to statistically analyze the relative impact of firm level factors, inter-firm networks, and ties to non …-firm organizations and institutions. While inter-firm networks are vital to upgrading, institutions bring value to firms in helping … graduate them to more sophisticated inter-firm networks. Second, linkages to institutions appear especially helpful to the …
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. Measures of complex networks are built based on the closing prices of stocks of the main companies traded on the Mexican Stock …
Persistent link: https://www.econbiz.de/10013065480
Anecdotal evidence suggests the existence of specific choke points in the global trade network revealed especially after natural disasters (e.g. hard drive components and Thailand flooding, Japanese auto components post-Fukushima, etc.). Using a highly disaggregated international trade database...
Persistent link: https://www.econbiz.de/10012960577
This paper evaluates the effect of energy trading networks on the volatility of coal, oil, natural gas, and electricity …. This research conducts a longitudinal analysis using a time series of static coal trading networks to generate a dynamic …
Persistent link: https://www.econbiz.de/10012894081
There is no universally accepted definition of a cluster. Experts in different regions of the world, however, have defined cluster as per respective national economies. Porter (2003) defines a cluster as a 'geographically proximate group of interconnected companies, suppliers, service providers...
Persistent link: https://www.econbiz.de/10013017252
-dimensional payments and exposure data for financial oversight requires methods for detecting anomalous networks. To detect an anomalous … networks created through simulations of intraday payments, detecting anomalous payments networks is feasible and promising for …
Persistent link: https://www.econbiz.de/10012545517
We develop a convex-optimization clustering algorithm for heterogeneous financial networks, in the presence of … the inliers. We test the performance of the algorithm on semi-synthetic heterogenous networks reconstructed to match … rates compared to existing algorithms. For overlapping portfolio networks, we uncover a clustering structure supporting …
Persistent link: https://www.econbiz.de/10014255007