Evidence map›Paper›PMID 36010772›Full record

ArticleEntropy (Basel, Switzerland)2022

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

Sida Feng, Qingru Sun, Xueyong Liu, Tianran Xu

Open access · goldAbstract read
In one paragraph

Article in Entropy (Basel, Switzerland), 2022. The graph could read no effect estimate from its abstract, so it casts no vote on the map. Not yet cited in PubMed.

0numbers the graph read from it
0cells of the map it votes in
0citing papers in PubMed
1.4field-weighted citation impact, top 12% of its field
1 · What the graph read from it

What it found

Each row is one number read from the abstract, on the scale the paper reported it, with its interval. Left of the dashed line favours the treatment, right favours the comparator. Under each row is the sentence it came from. New to these charts? A ten-minute tutorial.

The abstract states no effect estimate the extractor could read, or names no intervention and outcome on the map, so this paper lights no cell and moves no belief. It is still indexed, cited and linked below.

2 · The registry

The trial behind it

Trials whose registry record cites this paper, or whose number appears in the abstract. A trial that started after this paper was published is citing it as background, not reporting it.

Neither the registry nor the abstract names a trial number. If this is a trial report, that itself is worth knowing.

3 · Its place in the literature

Who cites it

0 citing papers in PubMed, 5 citations in OpenAlex.

No citing paper in PubMed yet.

4 · The record

Corrections and comments

PubMed lists nothing against this paper. Absence here is not a guarantee, only a check that was made.

5 · Who and what money

Authors and funding

4 authors at 3 institutions in 1 country.

Sida FengThe College of Economics and Management, Beijing University of Chemical Technology, Beijing 100029, China.ORCID 0000-0001-7323-472X
Qingru SunSchool of Economics, Hebei University, Baoding 071000, China.
Xueyong LiuSchool of Management and Engineering, Capital University of Economics and Business, Beijing 100070, China.
Tianran XuThe College of Economics and Management, Beijing University of Chemical Technology, Beijing 100029, China.
Beijing University of Chemical Technology · CNCapital University of Economics and Business · CNHebei University · CN

Funding

National Natural Science Foundation of China 42101176
6 · The paper itself

Abstract

Financial stocks in the industry chain interact notably because of close economic and technical relationships. Some participants pay particular attention to one industry chain and are concerned with different investment horizons. The motivation for this study is to offer more targeted information to various market participants who focus on different time scales in one industry chain from a systematic perspective by combining the GARCH-BEKK, heterogeneous network, and wavelet analysis methods. The findings are as follows: (1) For parties who prefer to take more risks to gain higher returns, scale 2 (4-8 days) is a good option, while long-term investment (32-128 days) is suitable for conservative investors. (2) In most cases, some links in the industry chain are particularly sensitive to changes in stocks in other links. (3) The influence, sensitivity, and intermediary of stocks in the industry chain on different time scales were explored, and participants could use the resulting information to monitor the market or select stocks. (4) The structures, key players, and industry chain attributes of the main transmission paths differ on multi-time scales. Risk transmission can be controlled by intercepting important spillover relations within the paths.

Indexed as

heterogeneous networkindustry chaintime scalevolatility spillover

Identifiers

PMID36010772
PMCPMC9407553
OpenAlexW4291165740

What OpenQuestion holds

Textmetadata
LicenceCC BY
Read underepoch 390

Registered trials

None linked

Read under generation 80e0d062 · epoch 390. Bibliography from PubMed, PubMed Central and OpenAlex; grants from NIH RePORTER; trial links from ClinicalTrials.gov; estimates, votes and beliefs from the OpenQuestion graph.