Concepedia
Energy Economics · 2020 · 328 citations · 29 references
Network ScienceGraph TheoryNetwork ConnectednessFinancial NetworkBusinessNetwork AnalysisGreen BondNetwork TheoryFinanceSocial Network Analysis
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A Practical Guide to Wavelet Analysis
Christopher Torrence, Gilbert P. Compo · Bulletin of the American Meteorological Society · 1998 · 14.6K citations · Full text
Climatology, Statistical Significance Tests, Engineering +13
Generalized impulse response analysis in linear multivariate models
M. Hashem Pesaran, Yongcheol Shin · Economics Letters · 1998 · 5.9K citations
Multidimensional Analysis, Multivariate Approximation, Linear Multivariate Models +3
Better to give than to receive: Predictive directional measurement of volatility spillovers
Francis X. Diebold, Kamil Yılmaz · International Journal of Forecasting · 2011 · 5.1K citations
Economics, Volatility Modeling, Financial Economics +13
Impulse response analysis in nonlinear multivariate models
Gary Koop, M. Hashem Pesaran, Simon Potter · Journal of Econometrics · 1996 · 4.9K citations
Nonlinear System Identification, Impulse Response Analysis, Nonlinear Process +3
On the network topology of variance decompositions: Measuring the connectedness of financial firms
Francis X. Diebold, Kamil Yılmaz · Journal of Econometrics · 2014 · 4.2K citations
Variance Decompositions, Financial Network Analysis, Network Science +12