COVID-19 as Information Transmitter to Global Equity Markets: Evidence from CEEMDAN-Based Transfer Entropy Approach

COVID-19 as Information Transmitter to Global Equity Markets: Evidence from CEEMDAN-Based Transfer Entropy Approach

This study provides an analysis of chaotic information transmission from the COVID-19 pandemic to global equity markets in a novel denoised frequency domain entropy framework. The current length of the pandemic data offers the opportunity to examine its role in the asymmetric behaviour patterns of i...

Full description

Bibliographic Details
Main Authors:	Peterson Owusu Junior, Siaw Frimpong, Anokye M. Adam, Samuel K. Agyei, Emmanuel N. Gyamfi, Daniel Agyapong, George Tweneboah
Format:	Article
Language:	English
Published:	Hindawi Limited 2021-01-01
Series:	Mathematical Problems in Engineering
Online Access:	http://dx.doi.org/10.1155/2021/8258778

Similar Items

Can Global Economic Policy Uncertainty Drive the Interdependence of Agricultural Commodity Prices? Evidence from Partial Wavelet Coherence Analysis
by: Siaw Frimpong, et al.
Published: (2021-01-01)

Co-movement of real exchange rates in the West African Monetary Zone
by: Peterson Owusu Junior, et al.
Published: (2017-01-01)

Connectedness of cryptocurrencies and gold returns: Evidence from frequency-dependent quantile regressions
by: Peterson Owusu Junior, et al.
Published: (2020-01-01)

Economic Policy Uncertainty and Stock Returns of Africa: A Wavelet Coherence Analysis
by: Emmanuel Asafo-Adjei, et al.
Published: (2020-01-01)

How does South Africa's real estate investment trusts integrate with major global REITs markets? A time-frequency approach
by: Kola Ijasan, et al.
Published: (2021-11-01)

Research of Planetary Gear Fault Diagnosis Based on Permutation Entropy of CEEMDAN and ANFIS
by: Moshen Kuai, et al.
Published: (2018-03-01)

Pretreatment and Wavelength Selection Method for Near-Infrared Spectra Signal Based on Improved CEEMDAN Energy Entropy and Permutation Entropy
by: Xiaoli Li, et al.
Published: (2017-07-01)

CEEMDAN-Based Permutation Entropy: A Suitable Feature for the Fault Identification of Spiral-Bevel Gears
by: Lingli Jiang, et al.
Published: (2019-01-01)

Fault Diagnosis of Planetary Gear Based on Fuzzy Entropy of CEEMDAN and MLP Neural Network by Using Vibration Signal
by: Chen Xi-Hui, et al.
Published: (2017-01-01)

Multistep Degradation Tendency Prediction for Aircraft Engines Based on CEEMDAN Permutation Entropy and Improved Grey–Markov Model
by: Wei Jiang, et al.
Published: (2019-01-01)

A Denoising Method of Ship Radiated Noise Signal Based on Modified CEEMDAN, Dispersion Entropy, and Interval Thresholding
by: Guohui Li, et al.
Published: (2019-05-01)

Composite Multi-Scale Basic Scale Entropy Based on CEEMDAN and Its Application in Hydraulic Pump Fault Diagnosis
by: Xiaolin Liu, et al.
Published: (2021-01-01)

Susceptibility of Stock Market Returns to International Economic Policy: Evidence from Effective Transfer Entropy of Africa with the Implication for Open Innovation
by: Anokye M. Adam
Published: (2020-08-01)

A Hybrid Energy Feature Extraction Approach for Ship-Radiated Noise Based on CEEMDAN Combined with Energy Difference and Energy Entropy
by: Yuxing Li, et al.
Published: (2019-02-01)

A New Underwater Acoustic Signal Denoising Technique Based on CEEMDAN, Mutual Information, Permutation Entropy, and Wavelet Threshold Denoising
by: Yuxing Li, et al.
Published: (2018-07-01)

Quantifying the Information Flow between Ghana Stock Market Index and Its Constituents Using Transfer Entropy
by: Prince Mensah Osei, et al.
Published: (2020-01-01)

A Combined Model Based on CEEMDAN, Permutation Entropy, Gated Recurrent Unit Network, and an Improved Bat Algorithm for Wind Speed Forecasting
by: Tao Liang, et al.
Published: (2020-01-01)

Time-varying world integration of the African stock markets: a Kalman Filter approach
by: Anokye M. Adam, et al.
Published: (2015-10-01)

Validity of Purchasing Power Parity in BRICS under a DFA Approach
by: Emmanuel Numapau Gyamfi, et al.
Published: (2017-02-01)

A New Feature Extraction Method for Ship-Radiated Noise Based on Improved CEEMDAN, Normalized Mutual Information and Multiscale Improved Permutation Entropy
by: Zhe Chen, et al.
Published: (2019-06-01)

Heat Transfer Efficiency Prediction of Coal-Fired Power Plant Boiler Based on CEEMDAN-NAR Considering Ash Fouling
by: Yuanhao Shi, et al.
Published: (2021-07-01)

A CEEMDAN and XGBOOST-Based Approach to Forecast Crude Oil Prices
by: Yingrui Zhou, et al.
Published: (2019-01-01)

Price Volatility of Hogs and Tracing of the Event in China: Based on CEEMDAN Method
by: Li, H., et al.
Published: (2022)

Runoff Prediction and Analysis Based on Improved CEEMDAN-OS-QR-ELM
by: Yang Liu, et al.
Published: (2021-01-01)

Fault Diagnosis of Gas Pressure Regulators Based on CEEMDAN and Feature Clustering
by: Shen Tian, et al.
Published: (2019-01-01)

Drought Prediction Method Based on an Improved CEEMDAN-QR-BL Model
by: Yang Liu, et al.
Published: (2021-01-01)

Noise Reduction Method of Underwater Acoustic Signals Based on CEEMDAN, Effort-To-Compress Complexity, Refined Composite Multiscale Dispersion Entropy and Wavelet Threshold Denoising
by: Guohui Li, et al.
Published: (2018-12-01)

Financial inclusion and physical health functioning among aging adults in the sub-Saharan African context: Exploring social networks and gender roles
by: Razak M. Gyasi, et al.
Published: (2021-01-01)

Financial inclusion and physical health functioning among aging adults in the sub-Saharan African context: Exploring social networks and gender roles.
by: Razak M Gyasi, et al.
Published: (2021-01-01)

Forecasting the Heat Load of Residential Buildings with Heat Metering Based on CEEMDAN-SVR
by: Xiaoyu Gao, et al.
Published: (2020-11-01)

Fault diagnosis of rolling bearing based on improved CEEMDAN and distance evaluation technique
by: Feng Ding, et al.
Published: (2017-02-01)

Improved CEEMDAN and PSO-SVR Modeling for Near-Infrared Noninvasive Glucose Detection
by: Xiaoli Li, et al.
Published: (2016-01-01)

Short-term wind speed prediction based on CEEMDAN-PE and QGA-BP
by: Zhao Hui, et al.
Published: (2018-12-01)

A CEEMDAN-Assisted Deep Learning Model for the RUL Estimation of Solenoid Pumps
by: Ugochukwu Ejike Akpudo, et al.
Published: (2021-08-01)

On the global integration of REITs market returns: A multiresolution analysis
by: Kola Ijasan, et al.
Published: (2019-01-01)

Crude oil price prediction using CEEMDAN and LSTM-attention with news sentiment index
by: Hu Zhenda
Published: (2021-01-01)

Non-contact incipient fault diagnosis method of fixed-axis gearbox based on CEEMDAN
by: Vanraj, et al.
Published: (2017-01-01)

Short-Term Load Forecasting with Improved CEEMDAN and GWO-Based Multiple Kernel ELM
by: Taiyong Li, et al.
Published: (2020-01-01)

Crude oil price forecasting by CEEMDAN based hybrid model of ARIMA and Kalman filter
by: Aamir, M., et al.
Published: (2018)

Noise Source Identification Method for a Carpet Tufting Machine Based on CEEMDAN-AIC
by: Wang Haohui, et al.
Published: (2021-01-01)