Jumping Risk Communities in the Energy Industry: An Empirical Analysis Based on Time-Varying Complex Networks

Table 2

Statistical properties of realized volatility for some energy stocks.

Stock code	Mean	Maximum	Minimum	Standard deviation	Skewness	Kurtosis	ADF ( value)
601857.SH	0.2028	0.7310	6.17E − 05	0.0851	1.9145	8.8743	≤0.0000
601898.SH	0.2793	1.0872	0.0001	0.1155	2.5710	13.5124	≤0.0000
601918.SH	0.3438	1.2864	0.0000	0.1426	1.9979	9.3526	≤0.0000
…	…	…	…	…	…	…	…
000059.SZ	0.2990	1.4772	0.0002	0.1411	2.8378	17.5631	≤0.0000
000096.SZ	0.3120	1.6058	0.0004	0.1690	2.7712	14.7394	≤0.0000
000159.SZ	0.3668	1.7750	0.0002	0.2311	2.8914	13.5160	≤0.0000