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

Table 3

Statistical properties of realized jumps for some energy stocks.

Stock code	Mean	Maximum	Minimum	Standard deviation	Skewness	Kurtosis	ADF ( value)
601857.SH	0.0471	0.5721	0.0000	0.0824	2.3704	10.6442	≤0.0000
601898.SH	0.0604	0.7949	0.0000	0.1051	2.6145	13.6347	≤0.0000
601918.SH	0.0823	1.0694	0.0000	0.1354	2.3204	11.7368	≤0.0000
…	…	…	…	…	…	…	…
000059.SZ	0.0488	1.1677	0.0000	0.1179	4.0722	27.6676	≤0.0000
000096.SZ	0.0861	1.4636	0.0000	0.1526	3.4660	22.6176	≤0.0000
000159.SZ	0.0993	1.5125	0.0000	02004	3.3232	17.1421	≤0.0000