文献类型：期刊文献

英文题名：Visibility graph analysis of the grains and oilseeds indices

作者：Liu, Hao-Ran[1];Li, Ming-Xia[2,3];Zhou, Wei-Xing[1,3,4]

机构：[1]East China Univ Sci & Technol, Sch Business, Shanghai 200237, Peoples R China;[2]East China Univ Sci & Technol, Sch Sports Sci & Engn, Shanghai 200237, Peoples R China;[3]East China Univ Sci & Technol, Res Ctr Econophys, Shanghai 200237, Peoples R China;[4]East China Univ Sci & Technol, Sch Math, Shanghai 200237, Peoples R China

年份：2024

卷号：650

外文期刊名：PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS

收录：;EI(收录号：20243216812120);WOS:【SCI-EXPANDED(收录号:WOS:001290467700001)】；

基金：This work was supported by the National Natural Science Foundation of China (72171083) , the Shanghai Outstanding Academic Leaders Plan, and the Fundamental Research Funds for the Central Universities, China.

语种：英文

外文关键词：Econophysics; GOI indices; Visibility graph; Structural properties

摘要：The Grains and Oilseeds Index (GOI) and its sub-indices of wheat, maize, soyabeans, rice, and barley are daily price indexes reflect the price changes of the global spot markets of staple agro-food crops. In this paper, we carry out a visibility graph (VG) analysis of the GOI and its five sub-indices. Our findings reveal that the degree distributions of the VGs, except for rice, exhibit exponentially truncated power-law tails, while the rice VG conforms to a power-law tail. The average clustering coefficients of the six VGs are quite large (>0.5) and exhibit a nice power-law relation with respect to the average degrees of the VGs. For each VG, the clustering coefficients of nodes are inversely proportional to their degrees for large degrees and are correlated to their degrees as a power law for small degrees. All six VGs exhibit small-world characteristics. The degree-degree correlation coefficients show that the VGs for maize and soyabeans indices exhibit weak assortative mixing patterns, while the other four VGs are weakly disassortative. The average nearest neighbor degree functions have similar patterns, and each function shows a more complex mixing pattern that decreases for small degrees, increases for mediate degrees, and decreases again for large degrees.