Permutation Entropy of IMFs for Shanghai Containerized Freight Index and 12 Market Factors

An Excel dataset containing permutation entropy values for the Intrinsic Mode Functions (IMFs) of the Shanghai Containerized Freight Index (SCFI) and 12 related market factors. The data was created by Yanhui Chen and last updated on April 21, 2026, to support research on nonlinear dynamic interdependence and tail risk hedging in shipping finance. The dataset is 9.5 KB in size and shared under a CC-BY-4.0 license.

Use Cases

• Modeling tail risk dependence between shipping futures and other assets based on the described time-varying copula method.
• Analyzing nonlinear dynamic interdependence across different timescales (short, medium, long-term) as mentioned in the description.
• Investigating how extreme risk events intensify market dependence, a key finding noted in the paper.
• Building risk management portfolios for stakeholders with varying financial attributes associated with the shipping industry.

Strengths

• Dataset is small (9.5 KB), facilitating quick download and inspection.
• License is permissive (CC-BY-4.0), allowing for broad reuse and modification.
• Focuses on a specific, timely financial instrument (SCFI futures launched in August 2023).

Limitations

• Row count is unknown, which may limit suitability assessment.
• Column-level documentation is absent; field semantics must be inferred after download.
• Description metadata is limited; actual data quality requires manual inspection after download.

Provenance

Source

figshare, author Yanhui Chen.

Collection Method

Likely derived from a research study using a data decomposition–reconstruction-based time-varying copula method.

Time Range

null

Freshness

Last updated 2026-04-21 17:52:29; freshness should be verified.

Geography

Analysis centers on the Shanghai Containerized Freight Index; specific geographic coverage of factors is not stated.