IST02-IST03 JSE-Eskom Infrastructure-Coupled Financial Network Dataset
收藏DataCite Commons2026-05-04 更新2026-05-07 收录
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https://zenodo.org/doi/10.5281/zenodo.20008530
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资源简介:
Hypergraph edge-weight time series linking 87 JSE-listed securities to 34 Eskom transmission grid nodes (January 2015 to December 2025, T=2870 trading days, 340 hyperedges). Supports IST-02 CASCADEnt/VORTEX and IST-03 PHYSAN research series by Prof. N.D. Moroke, North-West University, South Africa.
This dataset supports the paper "Infrastructure-Induced Geometric Compression in an Emerging Financial Market" (Moroke, 2026, Emerging Markets Review, under review).
Contents:- eskom_stages_2015_2026.csv: Daily peak load-shedding stage (integer 0–6) for South Africa, 1 January 2015 to 30 April 2026. Sources: Eskom published schedules, CSIR energy reports, EskomSePush archive.- eskom_stages_trading_days.csv: Business-day version of the above, forward-filled for weekends and public holidays.- jse_panel.csv: Daily adjusted closing prices for 15 JSE Top40 securities, January 2015 to April 2026 (Yahoo Finance).- shredi_combined.csv: Final merged analysis dataset — 7 asset return series plus Eskom stage and regime classification, N=2,838 trading days.- shredi_7asset_pipeline.py: Complete reproducible Python pipeline producing all results in the paper.- shredi_all_results.json: All numerical results from pipeline.- build_eskom_zenodo.py: Script to rebuild the Eskom stage series from documented public record.
提供机构:
Zenodo
创建时间:
2026-05-04



