#2652. Time-varying causality inference of different nickel markets based on the convergent cross mapping method

March 2027publication date
Proposal available till 30-05-2025
4 total number of authors per manuscript5500 $

The title of the journal is available only for the authors who have already paid for
Journal’s subject area:
Law;
Sociology and Political Science;
Economics and Econometrics;
Management, Monitoring, Policy and Law;
Places in the authors’ list:
place 1place 2place 3place 4
FreeFreeFreeFree
2350 $1200 $1050 $900 $
Contract2652.1 Contract2652.2 Contract2652.3 Contract2652.4
1 place - free (for sale)
2 place - free (for sale)
3 place - free (for sale)
4 place - free (for sale)

Abstract:
The article analyzes the time-varying characteristics of the causal relationship between spot prices, futures prices and stock prices in the nickel markets through the structural characteristics of the constructed network. The results show that the variety of causality patterns decreases with increasing timescale.
Keywords:
Causality; Complex network; Convergent cross mapping; Nickel prices; Time-varying

Contacts :
0