Measuring information flow among international stock markets: An approach of entropy-based networks on multi time-scales

A study of lead–lag structure between international crude oil price and several financial markets

(2019) Can-Zhong Yao et al.   PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS

A Study of the Transfer Entropy Networks on Industrial Electricity Consumption

(2017) Can-Zhong Yao et al.   Entropy

Transfer Entropy for Nonparametric Granger Causality Detection: An Evaluation of Different Resampling Methods

(2017) Cees Diks et al.   Entropy

Information diffusion, cluster formation and entropy-based network dynamics in equity and commodity markets

(2017) Stelios Bekiros et al.   EUROPEAN JOURNAL OF OPERATIONAL RESEARCH

Multi-scale symbolic transfer entropy analysis of EEG

(2017) Wenpo Yao et al.   PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS

Comparison of transfer entropy methods for financial time series

(2017) Jiayi He et al.   PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS

Effective transfer entropy approach to information flow between exchange rates and stock markets

(2014) Ahmet Sensoy et al.   CHAOS SOLITONS & FRACTALS

Measures of Causality in Complex Datasets with Application to Financial Data

(2014) Anna Zaremba et al.   Entropy

Structure of a Global Network of Financial Companies Based on Transfer Entropy

(2014) Leonidas Sandoval   Entropy

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

(2014) Francis X. Diebold et al.   JOURNAL OF ECONOMETRICS

Granger Causality and Transfer Entropy Are Equivalent for Gaussian Variables

(2009) Lionel Barnett et al.   PHYSICAL REVIEW LETTERS

The application of the transfer entropy to gappy time series

(2009) C.W. Kulp et al.   PHYSICS LETTERS A