Superhighways and roads of multivariate time series shock transmission: application to cryptocurrency, carbon emission and energy prices (Q2690902)

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scientific article; zbMATH DE number 7664356
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    Superhighways and roads of multivariate time series shock transmission: application to cryptocurrency, carbon emission and energy prices
    scientific article; zbMATH DE number 7664356

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      Superhighways and roads of multivariate time series shock transmission: application to cryptocurrency, carbon emission and energy prices (English)
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      17 March 2023
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      forecast error variance decomposition
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      maximal spanning tree
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      infinite incipient percolation cluster
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      cryptocurrency market
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      carbon emissions
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      energy market
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