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Entropy, Risk Network and Information Theory

A special issue of Entropy (ISSN 1099-4300). This special issue belongs to the section "Multidisciplinary Applications".

Deadline for manuscript submissions: closed (30 April 2021) | Viewed by 5108

Special Issue Editors


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Guest Editor
1. Department of Economics, European University Institute (EUI), Via delle Fontanelle 18, I-50014 Florence, Italy
2. Department of Banking and Finance, FEMA, University of Malta, Msida MSD 2080, Malta
Interests: spectral and time series econometrics; nonlinear chaotic dynamics; extreme value theory; machine learning; Bayesian statistics; wavelets; Kalman filtering; DSGE modeling; behavioral economics; monetary economics; macro-financial theory; econophysics and complex systems; blockchain; fintech; big data science; artificial intelligence; chaos and econophysics; financial engineering
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Guest Editor
Division of Economics, Department of Management and Engineering (IEI), Linköping University, SE-581 83 Linköping, Sweden
Interests: commodity market; time series econometrics; applied macroeconomics and financial market integration
Special Issues, Collections and Topics in MDPI journals

Special Issue Information

Dear Colleagues,

This Special Issue aims to publish high-quality research papers in the field of systemic risk, analyzing the asymmetric nature of shocks in the economy and their implications on the financial system. Further, this Issue investigates the network structure among business cycles and financial asset classes. This Special Issue focuses on the following issues:

  1. Innovative applications on information theory;
  2. Network theory and application in economics and finance;
  3. Risk measures and network connectedness in energy markets such as oil and gas companies, renewables, and electricity markets;
  4. Entropy based on modelling on risk measures such as stocks, currency, bond, commodities, fintech, and green investments;
  5. Measuring systemic and systematic risk in the financial markets.

Entropy, Risk Network, and Information Theory is the Special Issue of Entropy of the 3rd Emerging Topics in Financial Economics, March 12-13, 2020, organized by the Economics Division of the Department of Management and Engineering at the Linköping University, Sweden. Authors are invited to submit their full papers in PDF files no later than 15 February 2020 by e-mail. E-mail: gazi.salah.uddin@liu.se

Prof. Dr. Stelios Bekiros
Prof. Gazi Salah Uddin
Guest Editors

Manuscript Submission Information

Manuscripts should be submitted online at www.mdpi.com by registering and logging in to this website. Once you are registered, click here to go to the submission form. Manuscripts can be submitted until the deadline. All submissions that pass pre-check are peer-reviewed. Accepted papers will be published continuously in the journal (as soon as accepted) and will be listed together on the special issue website. Research articles, review articles as well as short communications are invited. For planned papers, a title and short abstract (about 100 words) can be sent to the Editorial Office for announcement on this website.

Submitted manuscripts should not have been published previously, nor be under consideration for publication elsewhere (except conference proceedings papers). All manuscripts are thoroughly refereed through a single-blind peer-review process. A guide for authors and other relevant information for submission of manuscripts is available on the Instructions for Authors page. Entropy is an international peer-reviewed open access monthly journal published by MDPI.

Please visit the Instructions for Authors page before submitting a manuscript. The Article Processing Charge (APC) for publication in this open access journal is 2600 CHF (Swiss Francs). Submitted papers should be well formatted and use good English. Authors may use MDPI's English editing service prior to publication or during author revisions.

Keywords

  • Entropy
  • Network modelling
  • Systemic risk
  • Value at risk
  • Systemic risk
  • Green finance

Published Papers (1 paper)

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Review

29 pages, 2725 KiB  
Review
A Review of Micro-Based Systemic Risk Research from Multiple Perspectives
by Xiao Bai, Huaping Sun, Shibao Lu and Farhad Taghizadeh-Hesary
Entropy 2020, 22(7), 711; https://doi.org/10.3390/e22070711 - 27 Jun 2020
Cited by 3 | Viewed by 4471
Abstract
The Covid-19 pandemic has brought about a heavy impact on the world economy, which arouses growing concerns about potential systemic risk, taking place in countries and regions. At this critical moment, it makes sense to interpret the systemic risk from the perspective of [...] Read more.
The Covid-19 pandemic has brought about a heavy impact on the world economy, which arouses growing concerns about potential systemic risk, taking place in countries and regions. At this critical moment, it makes sense to interpret the systemic risk from the perspective of the financial crisis framework. By combing the latest research on systemic risks, we may arrive at some precautions relating to the current events. This literature review verifies the origin of systemic risk research. By comparing the retrieved and screened systemic literature with the relevant research on the financial crisis, more focus on the micro-foundations of systemic risk has been discovered. Besides, the measurement methods of systemic risks and the introduction of interdisciplinary methods have made the research in this field particularly active. This paper synthesizes the previous research conclusions to find the appropriate definition of systemic risk and combs the research literature of systemic risk from two lines: Firstly, conducting the division according to the sub-branch fields within the financial discipline and the relevant interdisciplinary research methods, which is helpful for scholars within and outside the discipline to have a more systematic understanding of the research in this field. Secondly predicting the research direction that can be expanded in this field. Full article
(This article belongs to the Special Issue Entropy, Risk Network and Information Theory)
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