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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  
An extreme bias-penalized forecast combination approach to commodity price forecasting 期刊论文
INFORMATION SCIENCES, 2022, 卷号: 615, 页码: 774-793
Authors:  Zhang, Yifei;  Wang, Jue;  Yu, Lean;  Wang, Shouyang
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Forecast combination  Elastic net  Extreme bias  Weight-sparsity  Artificial bee colony algorithm  
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
Favorite  |  View/Download:102/0  |  Submit date:2023/02/07
Heterogeneity dependence  Oil price  Exchange rate  Granger causality in quantiles  
A novel multiscale forecasting model for crude oil price time series 期刊论文
TECHNOLOGICAL FORECASTING AND SOCIAL CHANGE, 2021, 卷号: 173, 页码: 15
Authors:  Li, Ranran;  Hu, Yucai;  Heng, Jiani;  Chen, Xueli
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Crude oil price forecasting  Decomposition-ensemble method  Support vector machine  Multiscale strategy  Complexity analysis  
A New Two-Stage Approach with Boosting and Model Averaging for Interval-Valued Crude Oil Prices Forecasting in Uncertainty Environments 期刊论文
FRONTIERS IN ENERGY RESEARCH, 2021, 卷号: 9, 页码: 11
Authors:  Huang, Bai;  Sun, Yuying;  Wang, Shouyang
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crude oil prices forecasting  forecast combination  interval-valued time series  model averaging  vector L2-boosting  
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
Authors:  Chai, Jian;  Zhang, Xiaokong;  Lu, Quanying;  Zhang, Xuejun;  Wang, Yabo
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Natural gas  Double-track price system  Imbalance  NARDL  China  
Forecasting crude oil price intervals and return volatility via autoregressive conditional interval models 期刊论文
ECONOMETRIC REVIEWS, 2021, 卷号: 40, 期号: 6, 页码: 584-606
Authors:  He, Yanan;  Han, Ai;  Hong, Yongmiao;  Sun, Yuying;  Wang, Shouyang
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ACI model  interval-valued crude oil prices  range  trading strategy  volatility forecast  
Do credit conditions matter for the impact of oil price shocks on stock returns? Evidence from a structural threshold VAR model 期刊论文
INTERNATIONAL REVIEW OF ECONOMICS & FINANCE, 2021, 卷号: 72, 页码: 1-15
Authors:  Jiang, Yong;  Wang, Gang-Jin;  Ma, Chaoqun;  Yang, Xiaoguang
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Oil price shocks  Stock returns  Credit regimes  Structure threshold VAR  Nonlinear impulse response functions  
Why the Effects of Oil Price Shocks on China's Economy are Changing 期刊论文
ENERGY JOURNAL, 2020, 卷号: 41, 期号: 6, 页码: 107-132
Authors:  Wang, Shouyang;  Zhang, Xun;  Zhao, Lin
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Oil price shocks  Macroeconomy  China  Dynamic stochastic general equilibrium model  Time varying