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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
Favorite  |  View/Download:5/0  |  Submit date:2020/06/30
Crude oil  Dynamic Bayesian structural time series model  Google trend  Kalman filtering  Spike and slab prior  Bayesian model average  
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
Favorite  |  View/Download:13/0  |  Submit date:2020/01/10
Asymmetric response  crude oil prices  Google search  investor attention  Markov switching autoregressive model  
Asymmetric pass-through of oil prices to gasoline prices with interval time series modelling 期刊论文
ENERGY ECONOMICS, 2019, 卷号: 78, 页码: 165-173
Authors:  Sun, Yuying;  Zhang, Xun;  Hong, Yongmiao;  Wang, Shouyang
Favorite  |  View/Download:12/0  |  Submit date:2020/01/10
Asymmetry  Crude oil prices  Gasoline prices  Threshold autoregressive interval-valued  regression  Volatility  
attentionmattersanexplorationofrelationshipbetweengooglesearchbehaviorsandcrudeoilprices 期刊论文
系统科学与复杂性学报英文版, 2019, 卷号: 000, 期号: 005, 页码: 1438-1459
Authors:  Li Xin;  Zhang Xun;  Wang Shouyang;  Ma Jian
Favorite  |  View/Download:5/0  |  Submit date:2020/05/24
Time-Varying Volatility Feedback of Energy Prices: Evidence from Crude Oil, Petroleum Products, and Natural Gas Using a TVP-SVM Model 期刊论文
SUSTAINABILITY, 2018, 卷号: 10, 期号: 12, 页码: 17
Authors:  Jiang, Yong;  Ma, Chao-Qun;  Yang, Xiao-Guang;  Ren, Yi-Shuai
Favorite  |  View/Download:11/0  |  Submit date:2019/03/05
crude oil  natural gas  petroleum product  structural breaks  time-varying volatility feedback  TVP-SVM model  
Time-Varying Volatility Feedback of Energy Prices: Evidence from Crude Oil, Petroleum Products, and Natural Gas Using a TVP-SVM Model 期刊论文
SUSTAINABILITY, 2018, 卷号: 10, 期号: 12
Authors:  Jiang, Yong;  Ma, Chao-Qun;  Yang, Xiao-Guang;  Ren, Yi-Shuai
Favorite  |  View/Download:13/0  |  Submit date:2019/12/31
A hybrid transfer learning model for crude oil price forecasting 期刊论文
STATISTICS AND ITS INTERFACE, 2017, 卷号: 10, 期号: 1, 页码: 119-130
Authors:  Xiao, Jin;  Hu, Yi;  Xiao, Yi;  Xu, Lixiang;  Wang, Shouyang
Favorite  |  View/Download:9/0  |  Submit date:2018/07/30
Hybrid transfer learning model  Analog complexing  Genetic algorithm  Crude oil price forecasting  Transfer learning technique  
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
Authors:  Li, Qiming;  Cheng, Ke;  Yang, Xiaoguang
Favorite  |  View/Download:3/0  |  Submit date:2018/07/30
Oil price shock  China's oil sector  Industrial chain  Stock returns  
Analysis of crisis impact on crude oil prices: a new approach with interval time series modelling 期刊论文
QUANTITATIVE FINANCE, 2016, 卷号: 16, 期号: 12, 页码: 1917-1928
Authors:  Yang, Wei;  Han, Ai;  Hong, Yongmiao;  Wang, Shouyang
Favorite  |  View/Download:8/0  |  Submit date:2018/07/30
Interval dummy variable  Interval time series  Crisis  Crude oil prices  Speculation index  Range volatility  
How does Google search affect trader positions and crude oil prices? 期刊论文
ECONOMIC MODELLING, 2015, 卷号: 49, 页码: 162-171
Authors:  Li, Xin;  Ma, Jian;  Wang, Shouyang;  Zhang, Xun
Favorite  |  View/Download:3/0  |  Submit date:2018/07/30
Internet-based data  Google search volume index  Crude oil price  Granger causality  Trader positions