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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| English | 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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