Chen, Xiaoci; Huo, Guanyu; Cao, Gaojie - In: Journal of Business Economics and Management (JBEM) 24 (2023) 4, pp. 712-731
transformations between them as edges, a weighted directed complex network is constructed to represent the linked volatility of the … LME and SHFE nickel futures indices time series. The complex network is applied to analyse the network characteristics and … obtain the inner pattern of the linked fluctuations. The results show that the complex network of time series linked …