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A Causality Analysis of Societal Risk Perception and Stock Market Volatility in China 期刊论文
JOURNAL OF SYSTEMS SCIENCE AND SYSTEMS ENGINEERING, 2018, 卷号: 27, 期号: 5, 页码: 613-631
Authors:  Xu, Nuo;  Tang, Xijin
Favorite  |  View/Download:13/0  |  Submit date:2018/11/16
Societal risk perception  stock market volatility  Baidu Index  Granger causality test  multiple linear regressions  
A Hybrid Approach for Studying the Lead-Lag Relationships Between China's Onshore and Offshore Exchange Rates Considering the Impact of Extreme Events 期刊论文
JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY, 2018, 卷号: 31, 期号: 3, 页码: 734-749
Authors:  Wei, Yunjie;  Wei, Qi;  Wang, Shouyang;  Lai, Kin Keung
Favorite  |  View/Download:11/0  |  Submit date:2018/07/30
CNH  CNY  EMD  lead-lag relationship  onshore and offshore markets  
Econometric testing on linear and nonlinear dynamic relation between stock prices and macroeconomy in China 期刊论文
PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS, 2018, 卷号: 493, 页码: 107-115
Authors:  Sumuya, Borjigin;  Yang, Yating;  Yang, Xiaoguang;  Sun, Leilei
Favorite  |  View/Download:8/0  |  Submit date:2018/07/30
Stock prices  Macroeconomy  Relation  
ahybridapproachforstudyingtheleadlagrelationshipsbetweenchinasonshoreandoffshoreexchangeratesconsideringtheimpactofextremeevents 期刊论文
journalofsystemsscienceandcomplexity, 2018, 卷号: 31, 期号: 3, 页码: 734
Authors:  Wei Yunjie;  Wei Qi;  Wang Shouyang;  Lai Kin Keung
Favorite  |  View/Download:7/0  |  Submit date:2020/01/10
akelmbasedensemblelearningapproachforexchangerateforecasting 期刊论文
journalofsystemsscienceandinformation, 2018, 卷号: 000, 期号: 004, 页码: 289
Authors:  Wei Yunjie;  Sun Shaolong;  Lai Kin Keung;  Abbas Ghulam
Favorite  |  View/Download:6/0  |  Submit date:2020/01/10
cointegrationandcausalityrelationshipbetweenstockmarketmoneymarketandforeignexchangemarketinpakistan 期刊论文
journalofsystemsscienceandinformation, 2017, 卷号: 000, 期号: 001, 页码: 1
Authors:  Abbas Ghulam;  Bhowmik Roni;  Koju Laxmi;  Wang Shouyang
Favorite  |  View/Download:2/0  |  Submit date:2020/01/10
Linear and nonlinear Granger causality investigation between carbon market and crude oil market: A multi-scale approach 期刊论文
ENERGY ECONOMICS, 2015, 卷号: 51, 页码: 300-311
Authors:  Yu, Lean;  Li, Jingjing;  Tang, Ling;  Wang, Shuai
Favorite  |  View/Download:5/0  |  Submit date:2018/07/30
Bivariate empirical mode decomposition  Nonlinear Granger causality test  Multi-scale analysis  Carbon market  Crude oil market  
testinglinearandnonlineargrangercausalityincsi300futuresandspotmarketsbasedonnewconceptsofnonlinearpositivenegativespillover 期刊论文
journalofsystemsscienceandcomplexity, 2014, 卷号: 27, 期号: 4, 页码: 729
Authors:  Zhou Pu;  Lu Fengbin;  Wang Shouyang
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Did speculative activities contribute to high crude oil prices during 1993 to 2008? 期刊论文
JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY, 2009, 卷号: 22, 期号: 4, 页码: 636-646
Authors:  Zhang, Xun;  Lai, Kin Keung;  Wang, Shouyang
Favorite  |  View/Download:4/0  |  Submit date:2018/07/30
Crude oil prices  Diks-Panchenko test  Hiemstra-Jones test  nonlinear Granger causality test  speculative activities  
didspeculativeactivitiescontributetohighcrudeoilpricesduring1993to2008 期刊论文
journalofsystemssciencecomplexity, 2009, 卷号: 22, 期号: 4, 页码: 636
Authors:  Xun ZHANG;  Kin Keung LAI;  Shouyang WANG
Favorite  |  View/Download:2/0  |  Submit date:2020/01/10