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Forecasting carbon prices based on real-time decomposition and causal temporal convolutional networks 期刊论文
APPLIED ENERGY, 2023, 卷号: 331, 页码: 20
Authors:  Li, Dan;  Li, Yijun;  Wang, Chaoqun;  Chen, Min;  Wu, Qi
Favorite  |  View/Download:25/0  |  Submit date:2023/02/07
Carbon price forecast  Granger forecast  Real-time decomposition  Neural Granger causality  Causal temporal convolutional network  
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
Favorite  |  View/Download:3/0  |  Submit date:2023/02/07
American Asian options  Asian option  diffusion operator integral  series expansion  
Pricing Discrete Barrier Options Under the Jump-Diffusion Model with Stochastic Volatility and Stochastic Intensity 期刊论文
COMMUNICATIONS IN MATHEMATICS AND STATISTICS, 2022, 页码: 25
Authors:  Duan, Pingtao;  Liu, Yuting;  Ma, Zhiming
Favorite  |  View/Download:8/0  |  Submit date:2023/02/07
Option pricing  Discrete barrier options  Jump-diffusion model  Stochastic volatility  Stochastic intensity  
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
Favorite  |  View/Download:5/0  |  Submit date:2023/02/07
Volatility risk  risk-neutral skewness  options  cross-sectional regression  asymmetry  

Optimal pricing and inventory control strategy for a continuous-review system with product return

期刊论文

OPERATIONS RESEARCH LETTERS, 2022, 卷号: 50, 期号: 3, 页码: 295-302
Authors:  Cao, Ping;  Yao, Dacheng
Favorite  |  View/Download:56/0  |  Submit date:2022/06/21
Inventory  Pricing  Product return  Point process demand  (s, S, p) policy  
Pricing strategies for blockchain payment service under customer heterogeneity 期刊论文
INTERNATIONAL JOURNAL OF PRODUCTION ECONOMICS, 2021, 卷号: 242, 页码: 14
Authors:  Li, Yuze;  Jiang, Shangrong;  Shi, Jianming;  Wei, Yunjie
Favorite  |  View/Download:63/0  |  Submit date:2022/04/02
Blockchain  Supply chain management  Pricing strategy  Game theory  
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
Favorite  |  View/Download:64/0  |  Submit date:2021/10/26
Natural gas  Double-track price system  Imbalance  NARDL  China  
Competitive strategy and production strategy of the original equipment manufacturer and the third-party remanufacturer in remanufacturing 期刊论文
INTERNATIONAL JOURNAL OF COMPUTER INTEGRATED MANUFACTURING, 2021, 页码: 19
Authors:  Xu, Minzhen;  Shu, Tong;  Chen, Shou;  Wang, Shouyang;  Lan, Shulin
Favorite  |  View/Download:65/0  |  Submit date:2021/10/26
Remanufacturing  competitive strategy  production strategy  environmental impact  stackelberg game  
Decarbonizing China's power sector by 2030 with consideration of technological progress and cross-regional power transmission 期刊论文
ENERGY POLICY, 2021, 卷号: 150, 页码: 14
Authors:  Xiao, Jin;  Li, Guohao;  Xie, Ling;  Wang, Shouyang;  Yu, Lean
Favorite  |  View/Download:79/0  |  Submit date:2021/06/01
Decarbonization  Power sector  Structural optimization  Technology learning curve  Cross-regional power transmission  
Supply chain management under carbon taxes: A review and bibliometric analysis 期刊论文
OMEGA-INTERNATIONAL JOURNAL OF MANAGEMENT SCIENCE, 2021, 卷号: 98, 页码: 16
Authors:  Zhou, Xiaoyang;  Wei, Xiaoya;  Lin, Jun;  Tian, Xin;  Lev, Benjamin;  Wang, Shouyang
Favorite  |  View/Download:103/0  |  Submit date:2021/01/14
Supply chain management  Carbon taxes  Carbon emissions  Literature review