Research Article
Jumping Risk Communities in the Energy Industry: An Empirical Analysis Based on Time-Varying Complex Networks
Table 4
Jump correlation coefficient matrix from October 2016 to April 2017.
| | 601857.SH | 601898.SH | 601918.SH | … | 000059.SZ | 000096.SZ | 000159.SZ |
| 601857.SH | 1.0000 | 0.3860 | 0.2683 | … | 0.4625 | 0.3234 | 0.3725 | 601898.SH | 0.3860 | 1.0000 | 0.2589 | … | 0.2664 | 0.2192 | 0.4458 | 601918.SH | 0.2683 | 0.2589 | 1.0000 | … | 0.1162 | 0.0752 | 0.0973 | … | … | … | … | … | … | … | … | 000059.SZ | 0.4625 | 0.3234 | 0.3725 | … | 1.0000 | 0.2631 | 0.2270 | 000096.SZ | 0.2664 | 0.2192 | 0.4458 | … | 0.2631 | 1.0000 | 0.1187 | 000159.SZ | 0.1162 | 0.0752 | 0.0973 | … | 0.2270 | 0.1187 | 1.0000 |
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