Systemic risk and spatiotemporal dynamics of the consumer market of China

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• 作者：Minggang Wang^a ; ^b ; Lixin Tian^a ; ^{tianlx@ujs.edu.cn} ; Hua Xu^b ; ^{xuhua1590526@163.com} ; Weiyu Li^a ; Ruijin Du^c ; Gaogao Dong^c ; Jie Wang^a ; Jiani Gu^a
• 关键词：CPI ; Correlation patterns ; Complex network ; Systemic risk
• 刊名：Physica A: Statistical Mechanics and its Applications
• 出版年：2017
• 出版时间：1 May 2017
• 年：2017
• 卷：473
• 期：Complete
• 页码：188-204
• 全文大小：1687 K
• 卷排序：473

文摘

The method that converts multivariate time series into complex networks is proposed. The underlying dynamics of the consumer market of China were analyzed and visualized. The formula was designed to measure the systemic risk of the consumer market. The transmission characteristics of the consumer market of China were identified.