AIMS Mathematics,
Journal Year:
2023,
Volume and Issue:
9(1), P. 896 - 917
Published: Dec. 5, 2023
<abstract><p>An
empirical
investigation
was
held
regarding
whether
topological
properties
associated
with
point
clouds
formed
by
cryptocurrencies'
prices
could
contain
information
on
(locally)
explosive
dynamics
of
the
processes
involved.
Those
are
financial
bubbles.
The
Phillips,
Shi
and
Yu
<sup>[<xref
ref-type="bibr"
rid="b33">33</xref>,<xref
rid="b34">34</xref>]</sup>
(PSY)
timestamping
method
as
well
notions
Topological
Data
Analysis
(TDA)
like
persistent
simplicial
homology
landscapes
were
employed
a
dataset
consisting
time
series
daily
closing
Bitcoin,
Ethereum,
Ripple
Litecoin.
note
provides
some
evidence
that
TDA
be
useful
in
detecting
If
robust,
such
an
conclusion
opens
interesting
paths
further
research.</p></abstract>
Southern Economic Journal,
Journal Year:
2024,
Volume and Issue:
unknown
Published: Dec. 10, 2024
Abstract
We
construct
a
new
daily
measure
of
uncertainty
about
economic
policy
for
Korea.
The
(EPU)
index
is
extracted
from
the
reporting
in
major
Korean
newspapers.
then
investigate
how
EPU
affects
Kimchi
premium,
which
ratio
Bitcoin
price
Korea
to
that
United
States,
adjusted
exchange
rate.
Our
findings
indicate
an
increase
Korea's
makes
more
expensive
Korea,
while
U.S.
dollar
strengthens
against
won.
stronger
appreciation
outweighs
prices,
thereby
lowering
premium.
Similarly,
has
comparable
but
weaker
effects.
almost
entirely
offsets
higher
relative
resulting
no
significant
impact
on
premium
changes
EPU.
In
addition,
results
suggest
tends
rise
with
increased
trading
volume
decreases
as
increases
States.
also
document
positively
associated
volatility
it
not
significantly
related
This
paper
examines
the
co-jump
transmission
in
36
commodity
futures
returns
using
network
models.
Specifically,
it
analyses
co-jumping
behavior
both
static
and
time-varying
settings,
considering
overall
markets
various
groups
separately,
which
helps
us
understand
dynamic
changes
dependencies
at
sector
levels
across
time.
The
main
results
reveal
that
heterogeneity
exists
among
commodities
but
is
generally
more
apparent
within
each
group,
co-jumps
vary
over
Gold
exerts
strongest
influence,
with
many
being
influenced
by
jumps
gold
returns.
During
COVID-19
outbreak
Russia-Ukraine
war,
Energy
group
ranks
highest
terms
of
centrality.
Some
Agricultural
Metals
such
as
Lumber,
Nickel
Palladium
show
a
higher
centrality
ranking
after
conflict.
Our
empirical
analysis
highlights
portfolio
implications
an
additional
examination
shows
information
from
contains
highly
statistically
forecasting
power
for
US
stock
market
volatility.
AIMS Mathematics,
Journal Year:
2023,
Volume and Issue:
9(1), P. 896 - 917
Published: Dec. 5, 2023
<abstract><p>An
empirical
investigation
was
held
regarding
whether
topological
properties
associated
with
point
clouds
formed
by
cryptocurrencies'
prices
could
contain
information
on
(locally)
explosive
dynamics
of
the
processes
involved.
Those
are
financial
bubbles.
The
Phillips,
Shi
and
Yu
<sup>[<xref
ref-type="bibr"
rid="b33">33</xref>,<xref
rid="b34">34</xref>]</sup>
(PSY)
timestamping
method
as
well
notions
Topological
Data
Analysis
(TDA)
like
persistent
simplicial
homology
landscapes
were
employed
a
dataset
consisting
time
series
daily
closing
Bitcoin,
Ethereum,
Ripple
Litecoin.
note
provides
some
evidence
that
TDA
be
useful
in
detecting
If
robust,
such
an
conclusion
opens
interesting
paths
further
research.</p></abstract>
