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中国科学院数学与系统科学研究院机构知识库
KMS Of Academy of mathematics and systems sciences, CAS
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A survey of supply chain operation and finance with Fintech: Research framework and managerial insights
期刊论文
INTERNATIONAL JOURNAL OF PRODUCTION ECONOMICS, 2022, 卷号: 247, 页码: 9
Authors:
Li, Jian
;
He, Zhou
;
Wang, Shouyang
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View/Download:5/0
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Submit date:2022/06/21
Supply chain finance
Fintech
Investment element
Operation capacity
Examining the role of China's outward direct investment in realizing carbon neutrality: empirical evidence from Belt and Road countries
期刊论文
INTERNATIONAL JOURNAL OF EMERGING MARKETS, 2022, 页码: 21
Authors:
Jiang, Qingyan
;
Yang, Cuihong
;
Wu, Jie
;
Xia, Yan
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View/Download:14/0
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Submit date:2022/04/29
Outward direct investment
Carbon emission effect
Input-output model
Spatial Durbin model
Evaluating influential nodes for the Chinese energy stocks based on jump volatility spillover network
期刊论文
INTERNATIONAL REVIEW OF ECONOMICS & FINANCE, 2022, 卷号: 78, 页码: 81-94
Authors:
Huang, Chuangxia
;
Zhao, Xian
;
Deng, Yunke
;
Yang, Xiaoguang
;
Yang, Xin
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View/Download:21/0
  |  
Submit date:2022/04/02
Complex network
Chinese energy stock market
High-frequency data
Jump volatility
Entropy weight TOPSIS
Optimal model averaging for divergent-dimensional Poisson regressions
期刊论文
ECONOMETRIC REVIEWS, 2022, 页码: 31
Authors:
Zou, Jiahui
;
Wang, Wendun
;
Zhang, Xinyu
;
Zou, Guohua
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View/Download:18/0
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Submit date:2022/04/29
Asymptotic optimality
consistency
divergent dimension
model averaging
Poisson regression
Asset selection based on high frequency Sharpe ratio
期刊论文
JOURNAL OF ECONOMETRICS, 2022, 卷号: 227, 期号: 1, 页码: 168-188
Authors:
Wang, Christina Dan
;
Chen, Zhao
;
Lian, Yimin
;
Chen, Min
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View/Download:15/0
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Submit date:2022/04/29
Asset selection
High frequency Sharpe ratio
Ultrahigh dimensional
Serial correlation
Sure screening property
Blockchain competition: The tradeoff between platform stability and efficiency
期刊论文
EUROPEAN JOURNAL OF OPERATIONAL RESEARCH, 2022, 卷号: 296, 期号: 3, 页码: 1084-1097
Authors:
Jiang, Shangrong
;
Li, Yuze
;
Wang, Shouyang
;
Zhao, Lin
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View/Download:12/0
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Submit date:2022/04/02
Game theory
Blockchain
Platform competition
Empirical analysis
Volatility communicator or receiver? Investigating volatility spillover mechanisms among Bitcoin and other financial markets
期刊论文
RESEARCH IN INTERNATIONAL BUSINESS AND FINANCE, 2022, 卷号: 59, 页码: 14
Authors:
Jiang, Shangrong
;
Li, Yuze
;
Lu, Quanying
;
Wang, Shouyang
;
Wei, Yunjie
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View/Download:14/0
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Submit date:2022/04/02
Volatility spillover
Financial property
TVP-VAR model
Variational mode decomposition
Hypotheses testing
Contribution of China's online car-hailing services to its 2050 carbon target: Energy consumption assessment based on the GCAM-SE model
期刊论文
ENERGY POLICY, 2022, 卷号: 160, 页码: 13
Authors:
Wu, Tian
;
Wang, Shouyang
;
Wang, Lining
;
Tang, Xiao
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View/Download:12/0
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Submit date:2022/04/02
Online car-hailing
Carbon emissions
Energy consumption
Regulatory stringency
Global change assessment model
Artificial bee colony-based combination approach to forecasting agricultural commodity prices
期刊论文
INTERNATIONAL JOURNAL OF FORECASTING, 2022, 卷号: 38, 期号: 1, 页码: 21-34
Authors:
Wang, Jue
;
Wang, Zhen
;
Li, Xiang
;
Zhou, Hao
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View/Download:12/0
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Submit date:2022/04/02
Agricultural commodity price
Forecast combination
Semi-heterogeneous combination
Artificial bee colony algorithm
Denoising technique
Kernel Averaging Estimators
期刊论文
JOURNAL OF BUSINESS & ECONOMIC STATISTICS, 2021, 页码: 13
Authors:
Zhu, Rong
;
Zhang, Xinyu
;
Wan, Alan T. K.
;
Zou, Guohua
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View/Download:21/0
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Submit date:2022/04/02
Asymptotic optimality
Cross-validation
Kernel estimation
Model average
Nonparametric regression