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Estimating the impact of extreme events on crude oil price: An EMD-based event analysis method 期刊论文
ENERGY ECONOMICS, 2009, 卷号: 31, 期号: 5, 页码: 768-778
作者:  Zhang, Xun;  Yu, Lean;  Wang, Shouyang;  Lai, Kin Keung
收藏  |  浏览/下载:117/0  |  提交时间:2018/07/30
Crude oil price  Event analysis  Empirical mode decomposition  Impact of extreme events  
Futures price modeling under exchange rate volatility and its multi-period semi-variance portfolio selection 期刊论文
INTERNATIONAL JOURNAL OF SYSTEMS SCIENCE, 2009, 卷号: 40, 期号: 11, 页码: 1139-1148
作者:  Yan, Wei;  Li, Shurong
收藏  |  浏览/下载:129/0  |  提交时间:2018/07/30
four-factor model  multi-period semi-variance portfolio  exchange rate  futures  hybrid GA with PSO  economic systems  finance  partial differential equations  genetic algorithms