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Abrupt Transition in Stock Prices Among China 's New Energy Vehicle Industry

https://doi.org/10.2139/ssrn.3973311
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Outgoing claims: the papers this work cites, builds on, or argues with.

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Can value-added tax incentives of new energy industry increase firm's profitability? Evidence from financial data of China's listed companies
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The roles of political risk and crude oil in stock market based on quantile cointegration approach: A comparative study in China and US
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Trade policy uncertainty and corporate innovation evidence from Chinese listed firms in new energy vehicle industry
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The impact of extreme events on energy price risk
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The macro effects of GPR and EPU indexes over the global oil market—Are the two types of uncertainty shock alike?
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Policy impact of new energy vehicles promotion on air quality in Chinese cities
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Pattern identification for wind power forecasting via complex network and recurrence plot time series analysis
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Purchasing intentions of Chinese citizens on new energy vehicles: How should one respond to current preferential policy?
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Resilience assessment of the lithium supply chain in China under impact of new energy vehicles and supply interruption
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Policy cognition of potential consumers of new energy vehicles and its sensitivity to purchase willingness
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Mathematical methods for modelling price fluctuations of financial times series
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Nonlinear dynamics and recurrence plots for detecting financial crisis
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Research on energy stock market associated network structure based on financial indicators
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Can new energy vehicles subsidy curb the urban air pollution? Empirical evidence from pilot cities in China
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Who buys New Energy Vehicles in China? Assessing social-psychological predictors of purchasing awareness, intention, and policy
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Nonlinear analysis of bivariate data with cross recurrence plots
inferredcites →https://doi.org/10.1038/s41467-017-02456-6openalex-extracted
Abrupt transitions in time series with uncertainties
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The application of complex network time series analysis in turbulent heated jets
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Chaotic behavior in Malaysian stock market: A study with recurrence quantification analysis
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Concept drift detection on social network data using cross-recurrence quantification analysis
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Multidimensional Cross-Recurrence Quantification Analysis (MdCRQA) – A Method for Quantifying Correlation between Multivariate Time-Series
inferredcites →https://doi.org/10.1080/0952813x.2019.1620870openalex-extracted
Prediction of stock movement using phase space reconstruction and extreme learning machines
inferredcites →https://doi.org/10.1103/physreve.89.013313openalex-extracted
Characterization of local complex structures in a recurrence plot to improve nonlinear dynamic discriminant analysis
inferredcites →https://doi.org/10.1109/tbme.2010.2063704openalex-extracted
Multiscale Recurrence Quantification Analysis of Spatial Cardiac Vectorcardiogram Signals
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The Next Oil Crisis Looms Large--and Perhaps Close
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Recurrence Plots of Dynamical Systems
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MULTISCALED CROSS-CORRELATION DYNAMICS IN FINANCIAL TIME-SERIES
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Lack of Critical Slowing Down Suggests that Financial Meltdowns Are Not Critical Transitions, yet Rising Variability Could Signal Systemic Risk
inferredcites →https://doi.org/10.3390/su10124827openalex-extracted
Exploring Driving Forces of Sustainable Development of China’s New Energy Vehicle Industry: An Analysis from the Perspective of an Innovation Ecosystem
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The Evolution of China’s New Energy Vehicle Industry from the Perspective of a Technology–Market–Policy Framework

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inferred← citeshttps://doi.org/10.1177/0958305x221137565openalex-snapshot
Economic policy uncertainty and firm performance: Evidence from the energy-intensive industry in China
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