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A Credit Risk Contagion Intensity Model of Supply Chain Enterprises under Different Credit Modes 期刊论文
SUSTAINABILITY, 2022, 卷号: 14, 期号: 20, 页码: 26
作者:  Wang, Yuhao;  Shen, Jiaxian;  Pan, Jinnan;  Chen, Tingqiang
收藏  |  浏览/下载:32/0  |  提交时间:2023/02/07
supply chain finance  trade credit financing  bank credit financing  credit default  contagion intensity  
Research on imbalance between supply and demand in China's natural gas market under the double-track price system 期刊论文
ENERGY POLICY, 2021, 卷号: 155, 页码: 11
作者:  Chai, Jian;  Zhang, Xiaokong;  Lu, Quanying;  Zhang, Xuejun;  Wang, Yabo
收藏  |  浏览/下载:113/0  |  提交时间:2021/10/26
Natural gas  Double-track price system  Imbalance  NARDL  China  
Estimation of market prices of risks in the GARCH diffusion model 期刊论文
ECONOMIC RESEARCH-EKONOMSKA ISTRAZIVANJA, 2018, 卷号: 31, 期号: 1, 页码: 15-36
作者:  Wu, Xinyu;  Zhou, Hailin;  Wang, Shouyang
收藏  |  浏览/下载:157/0  |  提交时间:2018/07/30
Market prices of risks  GARCH diffusion model  option pricing  efficient importance sampling  maximum likelihood  particle filter