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Do credit conditions matter for the impact of oil price shocks on stock returns? Evidence from a structural threshold VAR model 期刊论文
INTERNATIONAL REVIEW OF ECONOMICS & FINANCE, 2021, 卷号: 72, 页码: 1-15
作者:  Jiang, Yong;  Wang, Gang-Jin;  Ma, Chaoqun;  Yang, Xiaoguang
收藏  |  浏览/下载：165/0  |  提交时间：2021/04/26
Oil price shocks  Stock returns  Credit regimes  Structure threshold VAR  Nonlinear impulse response functions  
A New Approach for Stock Price Analysis and Prediction Based on SSA and SVM 期刊论文
INTERNATIONAL JOURNAL OF INFORMATION TECHNOLOGY & DECISION MAKING, 2019, 卷号: 18, 期号: 1, 页码: 287-310
作者:  Xiao, Jihong;  Zhu, Xuehong;  Huang, Chuangxia;  Yang, Xiaoguang;  Wen, Fenghua;  Zhong, Meirui
收藏  |  浏览/下载：219/0  |  提交时间：2019/03/11
Stock price  singular spectrum analysis  support vector machine  combined model  
Response pattern of stock returns to international oil price shocks: From the perspective of China's oil industrial chain 期刊论文
APPLIED ENERGY, 2017, 卷号: 185, 页码: 1821-1831
作者:  Li, Qiming;  Cheng, Ke;  Yang, Xiaoguang
收藏  |  浏览/下载：221/0  |  提交时间：2018/07/30
Oil price shock  China's oil sector  Industrial chain  Stock returns