NDF and OPT daily forex derivatives network time series dataset: December 2018 to 30th October 2020.

NDF and OPT daily network time series dataset with 487 daily time points corresponding to the 3rd December 2018 to 30th October 2020. The dataset has an approximate total of 77 currencies across both NDF and OPT markets.The dataset is in an .RData format so that it can be easily loaded in R. The file contains the following R objects: "dates" , "fxcurrencies", "OPTgs" and "NDFgs". NDFgs and OPTgs are lists containing the networks saved in igraph format (igraph package igraph_1.5.1).The dataset was collected for the journal article "In these networks, each node corresponds to a currency and a link corresponds to the presence of at least one transaction between those currencies in the respective market (NDF/OPT) on each given time point.A total of 487 timepoints.The dataset was collected for the journal article "A network analysis of the structure and dynamics of FX derivatives markets", with reference:Ospina-Forero, L. and Granados, O. (2023). Structure and dynamics of fx derivatives markets: a network analysis of ndf and opt markets during the rise of the global spread of covid-19. Physica A: Statistical Mechanics and its Applications.If any of the dataset is used or referred to, please cite the paper above as well and which can be found at https://www.sciencedirect.com/science/article/pii/S0378437123001048 .

本数据集为NDF与OPT每日网络时间序列数据集，包含自2018年12月3日至2020年10月30日的共计487个日度时间点。数据集覆盖了NDF与OPT两个市场，总计涵盖77种货币。该数据集采用.RData格式存储，便于在R语言环境中轻松加载。文件内包含以下R对象：'dates'（日期），'fxcurrencies'（货币），'OPTgs'（OPT网络）以及'NDFgs'（NDF网络）。'OPTgs'与'NDFgs'为列表形式，其中存储了使用igraph格式（igraph_1.5.1版本）保存的网络。此数据集的收集旨在支持学术论文《在这些网络中，每个节点代表一种货币，而每条边则代表在特定市场（NDF/OPT）的每个时间点至少存在一笔交易关系的货币对，共计487个时间点。》的研究。数据集的收集旨在支持学术论文《FX衍生品市场的结构与动态分析》，作者：Ospina-Forero, L. 和 Granados, O. (2023)。该论文发表于《Physica A: Statistical Mechanics and its Applications》。如需使用或引用本数据集，请引用上述论文，并可通过以下链接获取：https://www.sciencedirect.com/science/article/pii/S0378437123001048。