کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
---|---|---|---|---|
7379152 | 1480129 | 2016 | 12 صفحه PDF | دانلود رایگان |
عنوان انگلیسی مقاله ISI
Study on the contagion among American industries
ترجمه فارسی عنوان
بررسی مشکالت در میان صنایع آمریکایی
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کلمات کلیدی
انتقال آنتروپی، جریان اطلاعات، اطلاعات متقابل، شبکه همبستگی،
موضوعات مرتبط
مهندسی و علوم پایه
ریاضیات
فیزیک ریاضی
چکیده انگلیسی
Using a sliding window to scan through every industry index from 2 Jan 2003 to 26 Dec 2013 and transfer entropy to investigate information flow among sectors, we figure out corresponding industry's transfer entropy matrix in every given window. Next, a further analysis of information flow's variations between industries is carried out. Finally, we also use daily trading volumes of each group to carefully analyze trading volume correlation between sectors. The obtained facts are as follows. First, as crisis intensified, the amount of information flow between industries continues to grow and finally reaches a peak over full-outbreak periods. Second, Financial sector always has large output transfer entropy, and before January 2007, the main information flow is from Financial sector to Non-Daily consumption, Energy, Raw material and Industrial sectors while around 12 April 2007, it has changed from Energy, Raw material and Industrial groups to Telecom, Daily consumption, Public utilities and Health care industries. Thus, Financial industry is the arch-criminal and it seriously affects Non-Daily consumption, Energy, Raw material and Industrial groups. Later, Telecom, Daily consumption, Health care and Public utilities industries are all plunged into the crisis, and financial crisis sweeps all the industries eventually. Besides, we also find that trading volume correlation is the fundamental reason of crisis propagation.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Physica A: Statistical Mechanics and its Applications - Volume 444, 15 February 2016, Pages 601-612
Journal: Physica A: Statistical Mechanics and its Applications - Volume 444, 15 February 2016, Pages 601-612
نویسندگان
Yang Chunxia, Zhu Xueshuai, Jiang Luoluo, Hu Sen, Li He,