地缘政治风险和中国的5G,半导体和稀土行业之间的风险溢出
Qingqiao Huang1, Bin Wang1,2, Jing Lin3
1School of Mathematics and Statistics, Guilin University of Technology, Guilin, 541004, China.
Heliyon
|December 5, 2024
概括
地缘政治风险对中国产生重大影响
科学领域:
- 经济学 经济学 经济学
- 政治科学 政治科学是指政治学.
- 材料科学 材料科学 材料科学
背景情况:
- 溢出效应将经济冲击传递到各个实体.
- 5G,半导体和稀土是当前的地缘政治焦点.
研究的目的:
- 分析地缘政治风险 (GPR) 与中国5G,半导体和稀土行业之间的风险溢出影响.
- 为了调查这些溢出效应跨越不同的经济周期.
主要方法:
- 搜索算法优化了变量模式分解 (VMD).
- 模糊的c-means集群识别了低频和高频组件.
- 时间变量参数向量自回归 (TVP-VAR) 模拟的连接.
主要成果:
- 在GPR和三个行业之间存在重大风险溢出效应,在地缘政治事件期间加剧.
- 风险溢出动态在不同的经济周期中有所不同.
- 从短期来看,GPR是主要的风险来源;从长远来看,半导体行业显著影响GPR,5G和稀土.
结论:
- 半导体行业具有至关重要的地缘政治重要性.
- 了解这些溢出效应动态对于经济和地缘政治战略至关重要.
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