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.
This dataset also supports the paper:
Moroke, N.D. (2026). TENSORnet: A Physics-Informed Entropy Protocol for Infrastructure-Induced Metabolic Arrest Detection in Cross-Asset Financial Networks. Computation (MDPI), under review.
The TENSORnet paper uses the JSE panel data (jse_panel.csv), Eskom load-shedding stages (eskom_stages_trading_days.csv), and the hypergraph edge-weight time series to construct the Topological Entropy Network Stress Operator and validate metabolic arrest detection across 87 JSE securities coupled to 34 Eskom transmission nodes over T=2,870 trading days (January 2015 – December 2025). Derived empirical series and replication code supporting the paper "METRIC: Trophic Cascade Governance of Resource-Constrained Layered Hypergraphs" (Moroke, 2026, Scientific Reports, under revision).
CONTENTS--------METRIC_daily_derived_series.csv — 4,018 daily observations (January 2015 – December 2025) of six derived variables computed from the JSE transaction hypergraph: Fiedler eigenvalue λ₂(t), realised volatility σ_t, Shannon entropy S(t), Von Neumann entropy S_VN(t), Trophic Collapse Index TCI(t), Betti-1 cycle count β₁(t), network density ρ(t), arrest coefficient α(t), and governance regime classification. These are the series underlying all main-text tables and figures.
01_download_jse_data.py — Python script to reconstruct the 87 JSE equity price series (2015–2025) from Yahoo Finance using yfinance. Raw prices cannot be redistributed by the authors under Yahoo Finance terms; this script allows any researcher to reconstruct the identical inputs.
02_basic_stats.py — Python script computing descriptive statistics, ADF/KPSS stationarity tests, ARCH-LM, Ljung-Box, Granger causality tests, per-ticker return statistics, correlation matrix, and four publication-quality figures (replicates paper Figure 2).
DATA SOURCES------------JSE equity prices: Yahoo Finance (via yfinance). Run 01_download_jse_data.py to reconstruct.Eskom load-shedding stages: beyarkay/eskom-calendar (
github.com) and NERSA (
nersa.org.za).SARB ZAR/USD exchange rate:
resbank.co.zasarb OTC derivative data: subject to regulatory confidentiality; aggregate statistics reported in Supplementary Table S1 of the paper.
NOTE ON MANUSCRIPT CODE------------------------The TGN-Hypergraph model code will be deposited here upon formal acceptance of the manuscript, consistent with journal policy.