Generalized coefficients of clustering in (un)directed and (un)weighted networks: an application to systemic risk quantification for cryptocoin markets
From MaRDI portal
Publication:6551765
DOI10.1016/j.cnsns.2024.108046zbMATH Open1541.91258MaRDI QIDQ6551765
Unnamed Author, A. N. M. Salman, Khreshna Syuhada
Publication date: 7 June 2024
Published in: Communications in Nonlinear Science and Numerical Simulation (Search for Journal in Brave)
Applications of graph theory (05C90) Financial networks (including contagion, systemic risk, regulation) (91G45)
Cites Work
- Unnamed Item
- TENET: tail-event driven network risk
- Speculative bubbles in bitcoin markets? An empirical investigation into the fundamental value of bitcoin
- An optimization model for minimizing systemic risk
- Statistical analysis of weighted networks
- Higher order clustering coefficients in Barabási-Albert networks
- The evolution of the cryptocurrencies market: a complex networks approach
- Cryptocurrency price analysis with ordinal partition networks
- Crypto price discovery through correlation networks
- Systemic risk assessment through high order clustering coefficient
- Network tail risk estimation in the European banking system
- On the network topology of variance decompositions: measuring the connectedness of financial firms
- Risk quantification and validation for Bitcoin
- Graph Theory
- Financial Network Systemic Risk Contributions
- Extreme risk spillover network: application to financial institutions
- Collective dynamics of ‘small-world’ networks
- Comparison of Different Generalizations of Clustering Coefficient and Local Efficiency for Weighted Undirected Graphs
- Digraphs
- A General Framework for Weighted Gene Co-Expression Network Analysis
- Risk spillover network structure learning for correlated financial assets: a directed acyclic graph approach
- A Time-Varying Network for Cryptocurrencies
This page was built for publication: Generalized coefficients of clustering in (un)directed and (un)weighted networks: an application to systemic risk quantification for cryptocoin markets