On the public citation graph

The dynamic volatility transmission in the multiscale spillover network of the international stock market

https://doi.org/10.1016/j.physa.2020.125144

0 signed · 73 inferred · view as graph

Inferred edges come from two machine sources: sweeps of open repository metadata (mostly SSRN and Zenodo), and a bulk OpenAlex citation snapshot. Every row below is labelled with the one it came from. Neither is a complete citation index — absence here is not evidence of absence.

Is this your work? Sign in with ORCID and put your name on the claims that are yours.

Claim with ORCID

Reference health. See whether every reference in this work resolves to a known work and none has been retracted — and get a dated CiteStamped badge you can embed.

See reference health

What this work says

Outgoing claims: the papers this work cites, builds on, or argues with.

inferredcites →https://doi.org/10.1007/s00181-017-1406-3openalex-snapshot

Volatility spillovers among global stock markets: measuring total and directional effects

inferredcites →https://doi.org/10.1007/s11071-019-04800-5openalex-snapshot

Analysis of complex time series based on EMD energy entropy plane

inferredcites →https://doi.org/10.1007/s11071-019-04974-yopenalex-snapshot

Dynamic relationship analysis between NAFTA stock markets using nonlinear, nonparametric, non-stationary methods

inferredcites →https://doi.org/10.1016/j.chaos.2016.01.023openalex-snapshot

Structure and dynamics of the global financial network

inferredcites →https://doi.org/10.1016/j.chaos.2017.03.039openalex-snapshot

Causal relationship between the global foreign exchange market based on complex networks and entropy theory

inferredcites →https://doi.org/10.1016/j.chaos.2018.06.018openalex-snapshot

Systemic importance analysis of chinese financial institutions based on volatility spillover network

inferredcites →https://doi.org/10.1016/j.ememar.2017.10.003openalex-snapshot

Extreme dependence and risk spillovers between oil and Islamic stock markets

inferredcites →https://doi.org/10.1016/j.eneco.2018.07.011openalex-snapshot

The dependence and risk spillover between crude oil market and China stock market: New evidence from a variational mode decomposition-based copula method

inferredcites →https://doi.org/10.1016/j.eneco.2019.04.007openalex-snapshot

On the relation between global food and crude oil prices: An empirical investigation in a nonlinear framework

inferredcites →https://doi.org/10.1016/j.eswa.2008.05.040openalex-snapshot

The causality of hourly price–volume relationship: An empirical study of mini Taiwan exchange futures

inferredcites →https://doi.org/10.1016/j.eswa.2015.09.002openalex-snapshot

Modeling spatial and temporal dependencies among global stock markets

inferredcites →https://doi.org/10.1016/j.ijpe.2014.12.033openalex-snapshot

Generalized optimal wavelet decomposing algorithm for big financial data

inferredcites →https://doi.org/10.1016/j.jimonfin.2006.04.007openalex-snapshot

The Copula-GARCH model of conditional dependencies: An international stock market application

inferredcites →https://doi.org/10.1016/j.physa.2016.01.035openalex-snapshot

Diffusion processes of fragmentary information on scale-free networks

inferredcites →https://doi.org/10.1016/j.physa.2016.03.034openalex-snapshot

A financial network perspective of financial institutions’ systemic risk contributions

inferredcites →https://doi.org/10.1016/j.physa.2016.06.090openalex-snapshot

Do foreign exchange and equity markets co-move in Latin American region? Detrended cross-correlation approach

inferredcites →https://doi.org/10.1016/j.physa.2016.08.043openalex-snapshot

The evolution of spillover effects between oil and stock markets across multi-scales using a wavelet-based GARCH–BEKK model

inferredcites →https://doi.org/10.1016/j.physa.2017.03.016openalex-snapshot

Features of spillover networks in international financial markets: Evidence from the G20 countries

inferredcites →https://doi.org/10.1016/j.physa.2017.12.091openalex-snapshot

Network features of sector indexes spillover effects in China: A multi-scale view

inferredcites →https://doi.org/10.1016/j.physa.2017.12.134openalex-snapshot

Information networks in the stock market based on the distance of the multi-attribute dimensions between listed companies

inferredcites →https://doi.org/10.1016/j.physa.2018.02.183openalex-snapshot

The evolutionary similarity of the co-shareholder relationship network from institutional and non-institutional shareholder perspectives

inferredcites →https://doi.org/10.1016/j.physa.2018.05.092openalex-snapshot

Dynamic linkages among global oil market, agricultural raw material markets and metal markets: An application of wavelet and copula approaches

inferredcites →https://doi.org/10.1016/j.physa.2018.09.078openalex-snapshot

Identifying influential nodes based on fluctuation conduction network model

inferredcites →https://doi.org/10.1016/j.physa.2018.09.140openalex-snapshot

The stability of Chinese stock network and its mechanism

inferredcites →https://doi.org/10.1016/j.physa.2019.03.098openalex-snapshot

The capital flow of stock market studies based on epidemic model with double delays

inferredcites →https://doi.org/10.1016/j.resourpol.2019.01.010openalex-snapshot

Causality between metal prices: Is joint consumption a more important determinant than joint production of main and by-product metals?

inferredcites →https://doi.org/10.1017/s0266466600009063openalex-snapshot

Multivariate Simultaneous Generalized ARCH

inferredcites →https://doi.org/10.1038/s41598-017-10759-3openalex-snapshot

Reconstructing complex network for characterizing the time-varying causality evolution behavior of multivariate time series

inferredcites →https://doi.org/10.1038/s41598-019-49173-2openalex-snapshot

The interconnected wealth of nations: Shock propagation on global trade-investment multiplex networks

inferredcites →https://doi.org/10.1063/1.5055069openalex-snapshot

Identifying influential spreaders in complex networks by propagation probability dynamics

inferredcites →https://doi.org/10.1063/1.5131066openalex-snapshot

Multi-scale features of volatility spillover networks: A case study of China's energy stock market

inferredcites →https://doi.org/10.1073/pnas.1614694114openalex-snapshot

Optimal deployment of resources for maximizing impact in spreading processes

inferredcites →https://doi.org/10.1073/pnas.1819449116openalex-snapshot

Hidden interactions in financial markets

inferredcites →https://doi.org/10.1080/1331677x.2018.1550001openalex-snapshot

Financial cointegration and spillover effect of global financial crisis: a study of emerging Asian financial markets

inferredcites →https://doi.org/10.1080/13504851.2018.1458183openalex-snapshot

The spillover effect of the US uncertainty on emerging economies: a panel VAR approach

inferredcites →https://doi.org/10.1080/14697688.2019.1581368openalex-snapshot

The impact of investor sentiment on crude oil market risks: evidence from the wavelet approach

inferredcites →https://doi.org/10.1088/1742-5468/ab2cccopenalex-snapshot

Detecting the interactions among firms in distinct links of the industry chain by motif

inferredcites →https://doi.org/10.1098/rsos.172092openalex-snapshot

Modelling cointegration and Granger causality network to detect long-term equilibrium and diffusion paths in the financial system

inferredcites →https://doi.org/10.1098/rspa.1927.0118openalex-snapshot

A contribution to the mathematical theory of epidemics

inferredcites →https://doi.org/10.1103/physreve.89.052801openalex-snapshot

Networks in financial markets based on the mutual information rate

inferredcites →https://doi.org/10.1103/physreve.92.052815openalex-snapshot

Detrended fluctuation analysis made flexible to detect range of cross-correlated fluctuations

inferredcites →https://doi.org/10.1103/physreve.96.052201openalex-snapshot

Direct determination approach for the multifractal detrending moving average analysis

inferredcites →https://doi.org/10.1103/physreve.96.062315openalex-snapshot

Linear and nonlinear market correlations: Characterizing financial crises and portfolio optimization

inferredcites →https://doi.org/10.1103/physreve.99.042113openalex-snapshot

Continuous cascades in the wavelet space as models for synthetic turbulence

inferredcites →https://doi.org/10.1111/j.1540-6261.1970.tb00518.xopenalex-snapshot

EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK*

inferredcites →https://doi.org/10.1155/2018/9461870openalex-snapshot

Dynamic Contagion of Systemic Risks on Global Main Equity Markets Based on Granger Causality Networks

inferredcites →https://doi.org/10.1155/2019/2946018openalex-snapshot

Nonlinear Dynamics Characteristic of Risk Contagion in Financial Market Based on Agent Modeling and Complex Network

inferredcites →https://doi.org/10.22300/0896-5803.41.3.473openalex-snapshot

Comovement of Greater China Real Estate Markets: Some Time Scale Evidence

inferredcites →https://doi.org/10.2307/2325486openalex-snapshot

Efficient Capital Markets: A Review of Theory and Empirical Work

inferredcites →https://doi.org/10.3233/aic-170720openalex-snapshot

Continuous states latency aware influence maximization in social networks

inferredcites →https://doi.org/10.32468/be.983openalex-snapshot

Volatility spillovers among global stock markets : measuring total and directional effects

inferredcites →https://doi.org/10.3390/e21030248openalex-snapshot

Structural Change and Dynamics of Pakistan Stock Market during Crisis: A Complex Network Perspective

inferredcites →https://doi.org/10.3390/math7090832openalex-snapshot

Dynamic Properties of Foreign Exchange Complex Network

inferredcites →https://doi.org/10.3390/su8060534openalex-snapshot

The Multiscale Fluctuations of the Correlation between Oil Price and Wind Energy Stock

inferredcites →https://doi.org/10.7498/aps.66.030501openalex-snapshot

An information diffusion dynamic model based on social influence and mean-field theory

What points at this work

Incoming claims: where this work appears in other papers’ reference lists and arguments.

inferred← citeshttps://doi.org/10.2139/ssrn.4621008openalex-extracted

Financial contagion and volatility spillover financial stock market: The statistical review of literature

inferred← citeshttps://doi.org/10.1007/978-3-031-36570-6_7openalex-snapshot

Financial Contagion During COVID-19 Crisis: Intraday Analysis Using VAR-VECM Models

inferred← citeshttps://doi.org/10.1007/s10776-021-00525-8openalex-snapshot

Study on the Characteristics and Evolution of International Tin Ore Trade Based on a Complex Network Perspective

inferred← citeshttps://doi.org/10.1016/j.bir.2020.12.003openalex-snapshot

Asymmetric volatility connectedness among main international stock markets: A high frequency analysis

inferred← citeshttps://doi.org/10.1016/j.chaos.2025.117312openalex-snapshot

Self-dynamics and inter-dynamics network reconstruction for characterizing the systemic risk in stock market

inferred← citeshttps://doi.org/10.1016/j.finr.2026.100095openalex-snapshot

Sectoral volatility connectedness in China’s stock market: A multiscale analysis

inferred← citeshttps://doi.org/10.1016/j.frl.2024.105371openalex-snapshot

Decomposing risk spillover effect in international stock market: A novel intertemporal network topology approach

inferred← citeshttps://doi.org/10.1016/j.intfin.2022.101626openalex-snapshot

The size of good and bad volatility shocks does matter for spillovers

inferred← citeshttps://doi.org/10.1016/j.najef.2022.101754openalex-snapshot

Multiscale features of extreme risk spillover networks among global stock markets

inferred← citeshttps://doi.org/10.1016/j.najef.2023.101973openalex-snapshot

Global stock markets risk contagion: Evidence from multilayer connectedness networks in the frequency domain

inferred← citeshttps://doi.org/10.1016/j.najef.2025.102374openalex-snapshot

Imported risk in global financial markets: Evidence from cross-market connectedness

inferred← citeshttps://doi.org/10.1016/j.ribaf.2024.102626openalex-snapshot

Asymmetry in returns and volatility between green financial assets, sustainable investments, clean energy, and international stock markets

inferred← citeshttps://doi.org/10.1108/ijoem-01-2021-0074openalex-snapshot

Good and bad high-frequency volatility spillovers among developed and emerging stock markets

inferred← citeshttps://doi.org/10.1108/rbf-01-2023-0016openalex-snapshot

The nexus between herding behavior and spillover: evidence from G7 and BRICS

inferred← citeshttps://doi.org/10.1111/infi.12450openalex-snapshot

Impact of COVID‐19 pandemic on the dependence structure and risk spillovers in global stock markets

inferred← citeshttps://doi.org/10.3390/e24081108openalex-snapshot

Spillover Network Features from the Industry Chain View in Multi-Time Scales

inferred← citeshttps://doi.org/10.3390/math9060598openalex-snapshot

Volatility Co-Movement in Stock Markets

inferred← citeshttps://doi.org/10.48001/jad.202532.111-132openalex-snapshot

A Burst Bubble In Financial Stock Market Causes Financial Contagion And Volatility Spillover: A Statistical Overview

Editorial review for independent work. ICSAC — the Institute for Complexity Science and Advanced Computing — runs a structured editorial panel for researchers publishing outside journals, and publishes on CiteStamp rails. Submission is free and goes through ORCID: icsacinstitute.org/submit.