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A novel multiscale forecasting model for crude oil price time series 期刊论文
TECHNOLOGICAL FORECASTING AND SOCIAL CHANGE, 2021, 卷号: 173, 页码: 15
Authors:  Li, Ranran;  Hu, Yucai;  Heng, Jiani;  Chen, Xueli
Favorite  |  View/Download:44/0  |  Submit date:2022/04/02
Crude oil price forecasting  Decomposition-ensemble method  Support vector machine  Multiscale strategy  Complexity analysis  
A New Two-Stage Approach with Boosting and Model Averaging for Interval-Valued Crude Oil Prices Forecasting in Uncertainty Environments 期刊论文
FRONTIERS IN ENERGY RESEARCH, 2021, 卷号: 9, 页码: 11
Authors:  Huang, Bai;  Sun, Yuying;  Wang, Shouyang
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crude oil prices forecasting  forecast combination  interval-valued time series  model averaging  vector L2-boosting  
Forecasting crude oil price intervals and return volatility via autoregressive conditional interval models 期刊论文
ECONOMETRIC REVIEWS, 2021, 卷号: 40, 期号: 6, 页码: 584-606
Authors:  He, Yanan;  Han, Ai;  Hong, Yongmiao;  Sun, Yuying;  Wang, Shouyang
Favorite  |  View/Download:57/0  |  Submit date:2021/10/26
ACI model  interval-valued crude oil prices  range  trading strategy  volatility forecast  
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
Authors:  Jiang, Yong;  Wang, Gang-Jin;  Ma, Chaoqun;  Yang, Xiaoguang
Favorite  |  View/Download:55/0  |  Submit date:2021/04/26
Oil price shocks  Stock returns  Credit regimes  Structure threshold VAR  Nonlinear impulse response functions  
A multi-granularity heterogeneous combination approach to crude oil price forecasting 期刊论文
ENERGY ECONOMICS, 2020, 卷号: 91, 页码: 9
Authors:  Wang, Jue;  Zhou, Hao;  Hong, Tao;  Li, Xiang;  Wang, Shouyang
Favorite  |  View/Download:73/0  |  Submit date:2021/01/14
Crude oil Price  Forecast combination  Feature selection  Multi-granularity  Artificial bee colony  
Forecasting crude oil price with multilingual search engine data 期刊论文
PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS, 2020, 卷号: 551, 页码: 14
Authors:  Li, Jingjing;  Tang, Ling;  Wang, Shouyang
Favorite  |  View/Download:89/0  |  Submit date:2020/06/30
Big data  Multilingual search engine index  Crude oil price forecasting  Google Trends  Artificial intelligence  
Crude oil price analysis and forecasting: A perspective of "new triangle" 期刊论文
ENERGY ECONOMICS, 2020, 卷号: 87, 页码: 14
Authors:  Lu, Quanying;  Li, Yuze;  Chai, Jian;  Wang, Shouyang
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Crude oil  Dynamic Bayesian structural time series model  Google trend  Kalman filtering  Spike and slab prior  Bayesian model average  
Text-based crude oil price forecasting: A deep learning approach 期刊论文
INTERNATIONAL JOURNAL OF FORECASTING, 2019, 卷号: 35, 期号: 4, 页码: 1548-1560
Authors:  Li, Xuerong;  Shang, Wei;  Wang, Shouyang
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Oil price forecasting  Financial markets  Online news  Text analysis  Convolutional neural network  
Attention Matters: An Exploration of Relationship Between Google Search Behaviors and Crude Oil Prices 期刊论文
JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY, 2019, 卷号: 32, 期号: 5, 页码: 1438-1459
Authors:  Li Xin;  Zhang Xun;  Wang Shouyang;  Ma Jian
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Asymmetric response  crude oil prices  Google search  investor attention  Markov switching autoregressive model  
Market inefficiencies associated with pricing oil stocks during shocks 期刊论文
ENERGY ECONOMICS, 2019, 卷号: 81, 页码: 661-671
Authors:  Qiao, Kenan;  Sun, Yuying;  Wang, Shouyang
Favorite  |  View/Download:123/0  |  Submit date:2020/01/10
Crude oil shocks  Interval-valued factor pricing models  Market efficiency  Oil stocks  Quantile regression