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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
作者:  Li, Dan;  Li, Yijun;  Wang, Chaoqun;  Chen, Min;  Wu, Qi
收藏  |  浏览/下载：115/0  |  提交时间：2023/02/07
Carbon price forecast  Granger forecast  Real-time decomposition  Neural Granger causality  Causal temporal convolutional network  
Asymmetric responses to Purchasing Managers' Index announcements in China's stock returns 期刊论文
INTERNATIONAL JOURNAL OF FINANCE & ECONOMICS, 2021, 页码: 19
作者:  Wang, Yingli;  Lu, Chang;  Yang, Xiaoguang;  Zhang, Qingpeng
收藏  |  浏览/下载：123/0  |  提交时间：2021/10/26
asymmetric response  Chinese stock market  economic period  individual investors  PMI announcements  rise-chasing and down-freezing  
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
作者:  Jiang, Yong;  Wang, Gang-Jin;  Ma, Chaoqun;  Yang, Xiaoguang
收藏  |  浏览/下载：127/0  |  提交时间：2021/04/26
Oil price shocks  Stock returns  Credit regimes  Structure threshold VAR  Nonlinear impulse response functions  
Dynamic network topology and market performance: A case of the Chinese stock market 期刊论文
INTERNATIONAL JOURNAL OF FINANCE & ECONOMICS, 2020, 页码: 17
作者:  Huang, Chuangxia;  Zhao, Xian;  Su, Renli;  Yang, Xiaoguang;  Yang, Xin
收藏  |  浏览/下载：185/0  |  提交时间：2020/11/18
Chinese stock market  complex network  financial crises  market performance  minimum spanning tree  
Assessing the price dynamics of onshore and offshore RMB markets: An ITS model approach 期刊论文
CHINA ECONOMIC REVIEW, 2020, 卷号: 62, 页码: 12
作者:  Sun, Yuying;  Bao, Qin;  Zheng, Jiali;  Wang, Shouyang
收藏  |  浏览/下载：126/0  |  提交时间：2021/01/14
RMB exchange rate  Onshore and offshore markets  Price dynamics, interval time series  
Using Google Trends and Baidu Index to analyze the impacts of disaster events on company stock prices 期刊论文
INDUSTRIAL MANAGEMENT & DATA SYSTEMS, 2020, 卷号: 120, 期号: 2, 页码: 350-365
作者:  Liu, Ying;  Peng, Geng;  Hu, Lanyi;  Dong, Jichang;  Zhang, Qingqing
收藏  |  浏览/下载：131/0  |  提交时间：2020/05/24
Stock market  AR-GARCH  Crash incidents  Search volume index  
Return and Volatility Connectedness between Stock Markets and Macroeconomic Factors in the G-7 Countries 期刊论文
JOURNAL OF SYSTEMS SCIENCE AND SYSTEMS ENGINEERING, 2019, 卷号: 28, 期号: 1, 页码: 1-36
作者:  Abbas, Ghulam;  Hammoudeh, Shawkat;  Shahzad, Syed Jawad Hussain;  Wang, Shouyang;  Wei, Yunjie
收藏  |  浏览/下载：222/0  |  提交时间：2019/03/11
G-7 return  volatility  connectedness  macroeconomic factors  generalized VAR  
returnandvolatilityconnectednessbetweenstockmarketsandmacroeconomicfactorsintheg7countries 期刊论文
journalofsystemsscienceandsystemsengineering, 2019, 卷号: 28, 期号: 1, 页码: 1
作者:  Abbas Ghulam;  Hammoudeh Shawkat;  Shahzad Syed Jawad Hussain;  Wang Shouyang;  Wei Yunjie
收藏  |  浏览/下载：173/0  |  提交时间：2020/01/10
An Optimal Strategy for Pairs Trading Under Geometric Brownian Motions 期刊论文
JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS, 2018, 卷号: 179, 期号: 2, 页码: 654-675
作者:  Tie, Jingzhi;  Zhang, Hanqin;  Zhang, Qing
收藏  |  浏览/下载：207/0  |  提交时间：2018/11/16
Pairs trading  Optimal policy  Quasi-variational inequalities  93E20  91G80  49L20  
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
作者:  Sumuya, Borjigin;  Yang, Yating;  Yang, Xiaoguang;  Sun, Leilei
收藏  |  浏览/下载：160/0  |  提交时间：2018/07/30
Stock prices  Macroeconomy  Relation