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20002026
most citedDetrending moving average algorithm for multifractals

440 citations · 5k across the 111 of their papers we have counts for

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Showing 2023Show all

5 papers · 1 filter

q-fin.ST2023★ 32 cited

The impact of the Russia-Ukraine conflict on the extreme risk spillovers between agricultural futures and spots

Wei-Xing Zhou, Yun-Shi Dai, Kiet Tuan Duong +1

The ongoing Russia-Ukraine conflict between two major agricultural powers has posed significant threats and challenges to the global food system and world food security. Focusing o…

q-fin.ST2023★ 12 cited

Correlation structure analysis of the global agricultural futures market

Yun-Shi Dai, Ngoc Quang Anh Huynh, Qing-Huan Zheng +1

This paper adopts the random matrix theory (RMT) to analyze the correlation structure of the global agricultural futures market from 2000 to 2020. It is found that the distribution…

physics.soc-ph2023★ 8 cited

An interpretable machine-learned model for international oil trade network

Wen-Jie Xie, Na Wei, Wei-Xing Zhou

Energy security and energy trade are the cornerstones of global economic and social development. The structural robustness of the international oil trade network (iOTN) plays an im…

physics.soc-ph2023★ 4 cited

Economy importance and structural robustness of the international pesticide trade networks

Jian-An Li, Li Wang, Wen-Jie Xie +1

Pesticides are a kind of agricultural input, whose use can greatly reduce yield loss, regulate plant growth, effectively liberate agricultural productivity, and improve food securi…

physics.soc-ph2023★ 5 cited

Impact of shocks to economies on the efficiency and robustness of the international pesticide trade networks

Jian-An Li, Li Wang, Wen-Jie Xie +1

Pesticides are important agricultural inputs to increase agricultural productivity and improve food security. The availability of pesticides is partially achieved through internati…