Risk Transmission of Trade Price Fluctuations from a Nickel Chain Perspective: Based on Systematic Risk Entropy and Granger Causality Networks

Xuanru Zhou, Shuxian Zheng, Hua Zhang, Qunyi Liu, Wanli Xing, Xiaotong Li, Yawen Han, Pei Zhao. Risk Transmission of Trade Price Fluctuations from a Nickel Chain Perspective: Based on Systematic Risk Entropy and Granger Causality Networks. Entropy, 24(9):1221, 2022. [doi]

Abstract

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