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National development banks and loan contract terms: Evidence from syndicated loans 期刊论文
JOURNAL OF INTERNATIONAL MONEY AND FINANCE, 2023, 卷号: 130, 页码: 24
Authors:  Gong, Di;  Xu, Jiajun;  Yan, Jianye
Favorite  |  View/Download：45/0  |  Submit date：2023/02/07
National development banks  Syndicated loans  Contract terms  
Is refined oil price regulation a "shock absorber" for crude oil price shocks? 期刊论文
ENERGY POLICY, 2023, 卷号: 173, 页码: 15
Authors:  Zhang, Qi;  Hu, Yi;  Jiao, Jianbin;  Wang, Shouyang
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Refined oil price regulation  Oil price  Asymmetries  China  
The relationship between geopolitical risk and crude oil prices: evidence from nonlinear and frequency domain causality tests 期刊论文
SPANISH JOURNAL OF FINANCE AND ACCOUNTING-REVISTA ESPANOLA DE FINANCIACION Y CONTABILIDAD, 2022, 页码: 23
Authors:  Jiang, Yong;  Ren, Yi-Shuai;  Yang, Xiao-Guang;  Ma, Chao-Qun;  Weber, Olaf
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Geopolitical risk  oil prices  nonlinear analysis  Granger causality  frequency domain  
Financial hedging in two-stage sustainable commodity supply chains 期刊论文
EUROPEAN JOURNAL OF OPERATIONAL RESEARCH, 2022, 卷号: 303, 期号: 2, 页码: 803-818
Authors:  Wang, Moran;  Guo, Xiaolong;  Wang, Shouyang
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Risk analysis  Financial hedging  Index-based price contract  Sustainable supply chain management  Competition  
Pricing arithmetic Asian and Amerasian options: A diffusion operator integral expansion approach 期刊论文
JOURNAL OF FUTURES MARKETS, 2022, 页码: 25
Authors:  Ding, Kailin;  Cui, Zhenyu;  Yang, Xiaoguang
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American Asian options  Asian option  diffusion operator integral  series expansion  
Market volatility, market skewness, and the cross-section of expected returns in Chinese equity markets 期刊论文
APPLIED ECONOMICS, 2022, 页码: 17
Authors:  Liu, Qing;  Wang, Shouyang;  Sui, Cong
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Volatility risk  risk-neutral skewness  options  cross-sectional regression  asymmetry  
Adjusted-range self-normalized confidence interval construction for censored dependent data 期刊论文
ECONOMICS LETTERS, 2022, 卷号: 220, 页码: 5
Authors:  Sun, Jiajing;  Hong, Yongmiao;  Linton, Oliver;  Zhao, Xiaolu
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Adjusted-range  Censored dependent data  Empirical likelihood  Self-normalization  Survival analysis  
Sensitivity-based Conditional Value at Risk (SCVaR): An efficient measurement of credit exposure for options 期刊论文
NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE, 2022, 卷号: 62, 页码: 19
Authors:  Shi, Ruoshi;  Zhao, Yanlong;  Bao, Ying;  Peng, Cheng
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Counterparty credit exposure  VaR  CVaR  Sensitivity  Greeks  
Heterogeneity dependence between oil prices and exchange rate: Evidence from a parametric test of Granger causality in quantiles 期刊论文
NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE, 2022, 卷号: 62, 页码: 15
Authors:  Jiang, Yong;  Ren, Yi-Shuai;  Narayan, Seema;  Ma, Chao-Qun;  Yang, Xiao-Guang
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Heterogeneity dependence  Oil price  Exchange rate  Granger causality in quantiles  
New insights and augmented Lagrangian algorithm for optimal portfolio liquidation with market impact 期刊论文
INTERNATIONAL TRANSACTIONS IN OPERATIONAL RESEARCH, 2022, 页码: 25
Authors:  Xu, Fengmin;  Li, Xuepeng;  Dai, Yu-Hong;  Wang, Meihua
Favorite  |  View/Download：28/0  |  Submit date：2023/02/07
augmented Lagrangian algorithm  equity and liability  optimal portfolio liquidation  price impact