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  1. COVID-19 Lockdown Unravels the Complex Interplay between Environmental Conditions and Human Activity.Sebastian Raimondo, Barbara Benigni & Manlio De Domenico - 2022 - Complexity 2022:1-14.
    During the COVID-19 epidemic, draconian countermeasures forbidding nonessential human activities have been adopted in several countries worldwide, providing an unprecedented setup for testing and quantifying the current impact of humankind on climate and for driving potential sustainability policies in the postpandemic era from a perspective of complex systems. In this study, we consider heterogeneous sources of environmental and human activity observables, considered as components of a complex socioenvironmental system, and apply information theory, network science, and Bayesian inference to analyze their (...)
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  • Multi-Frequency Information Flows between Global Commodities and Uncertainties: Evidence from COVID-19 Pandemic.Emmanuel Asafo-Adjei, Siaw Frimpong, Peterson Owusu Junior, Anokye Mohammed Adam, Ebenezer Boateng & Robert Ofori Abosompim - 2022 - Complexity 2022:1-32.
    Owing to the adverse impact of the COVID-19 pandemic on world economies, it is expected that information flows between commodities and uncertainties have been transformed. Accordingly, the resulting twisted risk among commodities and related uncertainties is presumed to rise during stressed market conditions. Therefore, investors feel pressured to find safe haven investments during the pandemic. For this reason, we model a mixture of asymmetric and non-linear bi-directional causality between global commodities and uncertainties at different frequencies through the information flow theory. (...)
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  • The Impact of COVID-19 Crisis on Stock Markets’ Statistical Complexity.Bogdan Dima, Stefana Maria Dima & Roxana Ioan - 2022 - Complexity 2022:1-15.
    The spread of the COVID-19 pandemic has severely impacted all aspects of social and economic life, including the evolution of stock markets. Thus, we advance a methodological framework suitable for assessing 2020 year-long shifts in markets’ statistical complexity, and we apply such framework to ten major international developed or emerging stock markets. Our research reveals that this crisis had considerably altered markets’ evolutionary patterns. The network description of markets’ multivocal transmission of complex responses changed in 2020, European and Asian markets (...)
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