Interconnectedness of systemic risk in the Chinese economy: the Granger causality and CISS indicator approach
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DOI: 10.1057/s41283-024-00142-8
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- Lin Xiao & Arash Sioofy Khoojine, 2024. "Dynamic Anomaly Detection in the Chinese Energy Market During Financial Turbulence Using Ratio Mutual Information and Crude Oil Price Movements," Energies, MDPI, vol. 17(23), pages 1-22, November.
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More about this item
Keywords
Systemic risk; Risk propagation; CISS indicator; Granger causality; Financial turbulence; Chinese economy;All these keywords.
JEL classification:
- B41 - Schools of Economic Thought and Methodology - - Economic Methodology - - - Economic Methodology
- C12 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Hypothesis Testing: General
- E47 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Forecasting and Simulation: Models and Applications
- G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
- G28 - Financial Economics - - Financial Institutions and Services - - - Government Policy and Regulation
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