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A network perspective of comovement and structural change: Evidence from the Chinese stock market 期刊论文
INTERNATIONAL REVIEW OF FINANCIAL ANALYSIS, 2021, 卷号: 76, 页码: 18
Authors:  Huang, Chuangxia;  Deng, Yunke;  Yang, Xiaoguang;  Cao, Jinde;  Yang, Xin
Favorite  |  View/Download:3/0  |  Submit date:2021/10/26
Chinese stock market  Comovement  Complex network  Engle-Granger test  Weighted LeaderRank algorithm  
Time-varying model averaging? 期刊论文
JOURNAL OF ECONOMETRICS, 2021, 卷号: 222, 期号: 2, 页码: 974-992
Authors:  Sun, Yuying;  Hong, Yongmiao;  Lee, Tae-Hwy;  Wang, Shouyang;  Zhang, Xinyu
Favorite  |  View/Download:16/0  |  Submit date:2021/06/01
Asymptotic optimality  Forecast combination  Local stationarity  Model averaging  Structural change  Time-varying model averaging  
基于时变模型平均方法的我国航空客运量预测 期刊论文
系统工程理论与实践, 2020, 卷号: 40, 期号: 6, 页码: 1509-1519
Authors:  张健;  孙玉莹;  张新雨;  汪寿阳
Favorite  |  View/Download:54/0  |  Submit date:2021/01/14
air passengers  time-varying model average  non-parametric estimation  time-varying weights  time-varying parameter predictive models  航空客运量  时变模型平均  非参数估计  时变权重  时变参数预测模型  
Research on the Determinants of Government Investment Effect 期刊论文
Journal of Systems Science and Information, 2020, 卷号: 8, 期号: 5, 页码: 387-400
Authors:  Yang Xuelian;  Zhang Yu;  Yang Cuihong;  Xu Jian
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government investment  investment effect  structural decomposition analysis  input-output model  
Identification of changes in the economic interactions among sectors from 1995 to 2010 for Chicago economy using hierarchical feedback loop analysis 期刊论文
ANNALS OF REGIONAL SCIENCE, 2019, 卷号: 62, 期号: 3, 页码: 637-655
Authors:  Liu, Xiuli;  Hewings, Geoffrey J. D.
Favorite  |  View/Download:36/0  |  Submit date:2020/01/10
Regional development and carbon emissions in China 期刊论文
ENERGY ECONOMICS, 2019, 卷号: 81, 页码: 25-36
Authors:  Zheng, Jiali;  Mi, Zhifu;  Coffman, D'Maris;  Milcheva, Stanimira;  Shan, Yuli;  Guan, Dabo;  Wang, Shouyang
Favorite  |  View/Download:39/0  |  Submit date:2020/01/10
CO2 emissions  LMDI  Regional development  Structural changes  New normal  China  
Heat capacity and thermal expansion of metal crystalline materials based on dynamic thermal vibration 期刊论文
COMPUTATIONAL MECHANICS, 2019, 卷号: 63, 期号: 5, 页码: 971-984
Authors:  Zhang, Jieqiong;  Cui, Junzhi;  Yang, Zihao;  Yu, Yifan
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Metal crystalline materials  Heat capacity  Thermal expansion coefficient  Dynamic thermal vibration  Temperature dependence  
Response pattern of stock returns to international oil price shocks: From the perspective of China's oil industrial chain 期刊论文
APPLIED ENERGY, 2017, 卷号: 185, 页码: 1821-1831
Authors:  Li, Qiming;  Cheng, Ke;  Yang, Xiaoguang
Favorite  |  View/Download:10/0  |  Submit date:2018/07/30
Oil price shock  China's oil sector  Industrial chain  Stock returns  
Impact of International Oil Price on Energy Conservation and Emission Reduction in China 期刊论文
SUSTAINABILITY, 2016, 卷号: 8, 期号: 6, 页码: 17
Authors:  Chai, Jian;  Zhou, Youhong;  Liang, Ting;  Xing, Limin;  Lai, Kin Keung
Favorite  |  View/Download:10/0  |  Submit date:2018/07/30
WTI crude oil price  energy conservation and emission reduction  path analysis  SVAR model  
Forecasting with model selection or model averaging: a case study for monthly container port throughput 期刊论文
TRANSPORTMETRICA A-TRANSPORT SCIENCE, 2016, 卷号: 12, 期号: 4, 页码: 366-384
Authors:  Gao, Yan;  Luo, Meifeng;  Zou, Guohua
Favorite  |  View/Download:7/0  |  Submit date:2018/07/30
Model combination  model selection  time series forecast  structural change VAR model  container throughput