Evaluating influential nodes for the Chinese energy stocks based on jump volatility spillover network
Year of publication: |
2022
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Authors: | Huang, Chuangxia ; Zhao, Xian ; Deng, Yunke ; Yang, Xiaoguang ; Yang, Xin |
Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 78.2022, p. 81-94
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Subject: | Chinese energy stock market | Complex network | Entropy weight TOPSIS | High-frequency data | Jump volatility | Volatilität | Volatility | China | Aktienmarkt | Stock market | Energiewirtschaft | Energy sector | Börsenkurs | Share price | Spillover-Effekt | Spillover effect | Entropie | Entropy |
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