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. 2023 Oct 17;9(11):e21094. doi: 10.1016/j.heliyon.2023.e21094

Table 7.

Connectedness table for Return.

d_csp500 d_cspa d_cspe35 d_spas d_spe35 d_sps5 d_ovx d_gvz d_vix d_soil d_sgold FROM
d_csp500 23.94 2.61 9.53 3.97 9.08 23.29 4.24 2.94 16.03 3.58 0.81 76.06
d_cspa 12.11 24.43 10.43 14.16 8.61 11.88 2.89 2.3 8.82 3.27 1.1 75.57
d_cspe35 12.39 5.24 27.57 5.83 17.15 12.16 3.61 2.54 9.09 3.53 0.89 72.43
d_spas 10.36 15.18 9.43 28.97 8.15 10.73 2.81 2.22 7.84 3.16 1.15 71.03
d_spe35 12.48 3.91 17.92 5.63 28.68 12.54 3.14 2.57 9.22 2.74 1.17 71.32
d_sps5 23.45 2.61 9.35 4.15 9.12 24.1 4.17 2.86 15.74 3.71 0.74 75.9
d_ovx 7.86 1.88 5.52 2.62 4.5 7.71 46.37 4.94 8.87 8.78 0.95 53.63
d_gvz 6.04 1.69 4.38 2.02 4.36 5.83 5.49 52.85 8.94 2.4 6 47.15
d_vix 18.6 2.37 7.91 3.58 7.67 18.12 5.52 4.91 27.8 2.76 0.77 72.2
d_soil 7.02 2.24 5.47 2.93 3.93 7.25 9.56 2.24 4.55 52.16 2.63 47.84
d_sgold 2.36 2.4 2.32 1.74 2.94 2.18 1.52 7.72 1.87 3.86 71.1 28.9
TO 112.68 40.14 82.25 46.61 75.52 111.7 42.95 35.24 90.96 37.78 16.19 692.03
Inc.Own 136.62 64.57 109.82 75.57 104.2 135.8 89.33 88.08 118.76 89.95 87.3 cTCI/TCI
NET 36.62 −35.43 9.82 −24.43 4.2 35.8 −10.67 −11.92 18.76 −10.05 −12.7 69.20/62.91
NPT 10 2 7 1 6 9 5 3 8 4 0