Risk Spillover and Transfer Entropy in Complex Financial Networks
A special issue of Entropy (ISSN 1099-4300). This special issue belongs to the section "Complexity".
Deadline for manuscript submissions: 15 September 2025 | Viewed by 1836
Special Issue Editors
Interests: financial network; climate finance; international trade network; econophysics; statistical physics
Interests: risk spillover; financial network; portfolio optimization; financial market
Interests: financial analysis; topological data analysis; time series; econophysics; complex networks; nonlinear dynamics
Special Issue Information
Dear Colleagues,
Understanding and managing systemic risk in complex financial networks is crucial for maintaining financial stability and preventing cascading effects during periods of financial distress. The interconnectedness and interdependencies among financial institutions and markets can lead to the propagation and amplification of risks across the system. Identifying the channels through which risks are transmitted and quantifying the magnitude of risk spillover is vital for effective risk management and regulatory policies. Transfer entropy, and other measures derived from statistical theory, has emerged as a powerful tool to capture the directional flow of risks and information within complex networks. This Special Issue aims to explore and showcase the latest advancements in the analysis of risk spillover using transfer entropy (also include other statistical methods) in complex financial networks.
The objective of this Special Issue is to bring together cutting-edge research on the application of transfer entropy to understanding risk spillover in complex financial networks. We invite original research articles, reviews, and conceptual papers addressing various aspects related to risk spillover, transfer entropy, interconnectedness, and systemic risk in financial systems. Contributions may include, but are not limited to, the following topics:
- Development and refinement of transfer entropy models and other statistical measures for capturing risk spillover.
- Risk transmission channels and pathway identification using transfer entropy and other statistical measures in complex financial networks.
- The role of key nodes and institutions in risk spillover within financial networks.
- Empirical studies on risk transmission and spillover effects in different financial markets.
- Applications of transfer entropy and other statistical measures in risk monitoring, early warning systems, and systemic risk assessment.
We welcome researchers from various disciplines, including finance, economics, network science, and complex systems, to contribute to this Special Issue. The papers will undergo a rigorous peer-review process to ensure the scientific rigor and quality of the published articles.
In conclusion, this Special Issue on "Risk Spillover and Transfer Entropy in Complex Financial Networks" aims to advance the knowledge and understanding of risk transmission and systemic risk in financial systems using transfer entropy analysis. By examining risk spillover dynamics and quantifying information flows, we aim to provide insights that can enhance the resilience and stability of financial networks.
Dr. Longfeng Zhao
Prof. Dr. Gang-Jin Wang
Dr. Chun-Xiao Nie
Prof. Dr. Lin Chen
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
- risk spillover
- systemic risk
- complex financial networks
- transfer entropy
- interconnectedness
- interdependencies
- financial stability
- risk management
- regulatory policies
Benefits of Publishing in a Special Issue
- Ease of navigation: Grouping papers by topic helps scholars navigate broad scope journals more efficiently.
- Greater discoverability: Special Issues support the reach and impact of scientific research. Articles in Special Issues are more discoverable and cited more frequently.
- Expansion of research network: Special Issues facilitate connections among authors, fostering scientific collaborations.
- External promotion: Articles in Special Issues are often promoted through the journal's social media, increasing their visibility.
- e-Book format: Special Issues with more than 10 articles can be published as dedicated e-books, ensuring wide and rapid dissemination.
Further information on MDPI's Special Issue policies can be found here.
