Trading Risk Spillover Mechanism of Rare Earth in China: New Perspective Based on Time-Varying Connectedness Approach

Trading Risk Spillover Mechanism of Rare Earth in China: New Perspective Based on Time-Varying Connectedness Approach

Our research contributes a new point of view on China’s rare earth dynamic risk spillover measurement; this was performed by combining complex network and multivariate nonlinear Granger causality to construct the time-varying connectedness complex network and analyze the formation mechanism using th...

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Bibliographic Details
Main Authors: Rendao Ye, Jincheng Gong, Xinting Xia
Format: Article
Language:English
Published: MDPI AG 2023-03-01
Series:Systems
Subjects:
TVP-VAR-SV
complex network
multivariate nonlinear causality
impulse response
Online Access:https://www.mdpi.com/2079-8954/11/4/168

Internet

https://www.mdpi.com/2079-8954/11/4/168

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