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Market inefficiencies associated with pricing oil stocks during shocks 期刊论文
ENERGY ECONOMICS, 2019, 卷号: 81, 页码: 661-671
作者:  Qiao, Kenan;  Sun, Yuying;  Wang, Shouyang
收藏  |  浏览/下载:234/0  |  提交时间:2020/01/10
Crude oil shocks  Interval-valued factor pricing models  Market efficiency  Oil stocks  Quantile regression  
Time-varying coefficient vector autoregressions model based on dynamic correlation with an application to crude oil and stock markets 期刊论文
ENVIRONMENTAL RESEARCH, 2017, 卷号: 152, 页码: 351-359
作者:  Lu, Fengbin;  Qiao, Han;  Wang, Shouyang;  Lai, Kin Keung;  Li, Yuze
收藏  |  浏览/下载:158/0  |  提交时间:2018/07/30
Time-varying coefficient VAR  Dynamic lagged correlation  Granger causality  Crude oil  Stock market  
Linear and nonlinear Granger causality investigation between carbon market and crude oil market: A multi-scale approach 期刊论文
ENERGY ECONOMICS, 2015, 卷号: 51, 页码: 300-311
作者:  Yu, Lean;  Li, Jingjing;  Tang, Ling;  Wang, Shuai
收藏  |  浏览/下载:126/0  |  提交时间:2018/07/30
Bivariate empirical mode decomposition  Nonlinear Granger causality test  Multi-scale analysis  Carbon market  Crude oil market