英文标题：
《Interactions between financial and environmental networks in OECD
  countries》
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作者：
Franco Ruzzenenti, Andreas Joseph, Elisa Ticci, Pietro Vozzella,
  Giampaolo Gabbi
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最新提交年份：
2015
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英文摘要：
  We analyse a multiplex of networks between OECD countries during the decade 2002-2010, which consists of five financial layers, given by foreign direct investment, equity securities, short-term, long-term and total debt securities, and five environmental layers, given by emissions of N O x, P M 10 SO 2, CO 2 equivalent and the water footprint associated with international trade. We present a new measure of cross-layer correlations between flows in different layers based on reciprocity. For the assessment of results, we implement a null model for this measure based on the exponential random graph theory. We find that short-term financial flows are more correlated with environmental flows than long-term investments. Moreover, the correlations between reverse financial and environmental flows (i.e. flows of different layers going in opposite directions) are generally stronger than correlations between synergic flows (flows going in the same direction). This suggests a trade-off between financial and environmental layers, where, more financialised countries display higher correlations between outgoing financial flows and incoming environmental flows from lower financialised countries, which could have important policy implications. Five countries are identified as hubs in this finance-environment multiplex: The United States, France, Germany, Belgium-Luxembourg and the United Kingdom.
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中文摘要：
我们分析了2002-2010十年期间经合组织国家之间的多重网络，包括五个金融层，由外国直接投资、股权证券、短期、长期和总债务证券给出，以及五个环境层，由氮氧化物、磷10二氧化硫、二氧化碳当量和与国际贸易相关的水足迹给出。基于互易性，我们提出了一种新的跨层相关性度量方法。为了评估结果，我们基于指数随机图论实现了该度量的零模型。我们发现，与长期投资相比，短期金融流量与环境流量的相关性更大。此外，反向金融流和环境流（即不同层次流向相反的流）之间的相关性通常强于协同流（流向相同的流）之间的相关性。这表明了金融和环境层面之间的权衡，在金融化程度越高的国家，金融化程度越低的国家流出的金融流与流入的环境流之间的相关性越高，这可能会产生重要的政策影响。五个国家被确定为这种金融环境的枢纽：美国、法国、德国、比利时、卢森堡和英国。
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分类信息：

一级分类：Quantitative Finance        数量金融学
二级分类：General Finance        一般财务
分类描述：Development of general quantitative methodologies with applications in finance
通用定量方法的发展及其在金融中的应用
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一级分类：Physics        物理学
二级分类：Physics and Society        物理学与社会
分类描述：Structure, dynamics and collective behavior of societies and groups (human or otherwise). Quantitative analysis of social networks and other complex networks. Physics and engineering of infrastructure and systems of broad societal impact (e.g., energy grids, transportation networks).
社会和团体（人类或其他）的结构、动态和集体行为。社会网络和其他复杂网络的定量分析。具有广泛社会影响的基础设施和系统（如能源网、运输网络）的物理和工程。
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