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

DOI10.1016/J.PHYSA.2023.128581OpenAlexW4321438765MaRDI QIDQ2690902FDOQ2690902

Publication date 17 March 2023

Published in Physica A (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.physa.2023.128581

carbon emissions energy market maximal spanning tree cryptocurrency market forecast error variance decomposition infinite incipient percolation cluster

Mathematics Subject Classification ID

Statistical mechanics, structure of matter (82-XX)

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