Study on international energy market and geopolitical risk contagion based on complex network

Better to give than to receive: Predictive directional measurement of volatility spillovers

Francis X. Diebold, Kamil Yılmaz · International Journal of Forecasting · 2011 · 5.5K citations

Social Sciences, Economics, Finance +17

On the network topology of variance decompositions: Measuring the connectedness of financial firms

Francis X. Diebold, Kamil Yılmaz · Journal of Econometrics · 2014 · 4.4K citations

Business, Economics, Finance +17

Catastrophic cascade of failures in interdependent networks

Sergey V. Buldyrev, Roni Parshani, Gerald Paul et al. · Nature · 2010 · 4.4K citations · Full text

Engineering, Systems Engineering, Distributed Systems +13

Measuring Geopolitical Risk

Dario Caldara, Matteo Iacoviello · American Economic Review · 2022 · 3.2K citations

Social Sciences, International Relations, Political Science +17

Measuring Systemic Risk

Viral V. Acharya, Lasse Heje Pedersen, Thomas Philippon et al. · Review of Financial Studies · 2016 · 1.8K citations · Full text

Business, Economics, Finance +17