中文版 | English

在结果中检索

CSpace

浏览/检索结果: 共49条，第1-10条 帮助

已选(0)清除 条数/页：   排序方式：
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
作者:  Zhang, Qi;  Hu, Yi;  Jiao, Jianbin;  Wang, Shouyang
收藏  |  浏览/下载：111/0  |  提交时间：2023/02/07
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
作者:  Jiang, Yong;  Ren, Yi-Shuai;  Yang, Xiao-Guang;  Ma, Chao-Qun;  Weber, Olaf
收藏  |  浏览/下载：55/0  |  提交时间：2023/02/07
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
作者:  Zhang, Yifei;  Wang, Jue;  Yu, Lean;  Wang, Shouyang
收藏  |  浏览/下载：67/0  |  提交时间：2023/02/07
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
作者:  Jiang, Yong;  Ren, Yi-Shuai;  Narayan, Seema;  Ma, Chao-Qun;  Yang, Xiao-Guang
收藏  |  浏览/下载：119/0  |  提交时间：2023/02/07
Heterogeneity dependence  Oil price  Exchange rate  Granger causality in quantiles  
Understanding the linkage-dependence structure between oil and gas markets: A new perspective 期刊论文
ENERGY, 2022, 卷号: 257, 页码: 18
作者:  Wei, Zhaohao;  Chai, Jian;  Dong, Jichang;  Lu, Quanying
收藏  |  浏览/下载：61/0  |  提交时间：2023/02/07
Oil and gas markets  Characteristic evolution  Intrinsic mechanism quantification  Non-parametric test  Multivariate GARCH-Copula  CEEMDAN-JADE-RT  
Model averaging for interval-valued data 期刊论文
EUROPEAN JOURNAL OF OPERATIONAL RESEARCH, 2022, 卷号: 301, 期号: 2, 页码: 772-784
作者:  Sun, Yuying;  Zhang, Xinyu;  Wan, Alan T. K.;  Wang, Shouyang
收藏  |  浏览/下载：94/0  |  提交时间：2023/02/07
Forecasting  Asymptotic optimality  Interval-valued time series  Model averaging  Vector autoregression  
Volatility communicator or receiver? Investigating volatility spillover mechanisms among Bitcoin and other financial markets 期刊论文
RESEARCH IN INTERNATIONAL BUSINESS AND FINANCE, 2022, 卷号: 59, 页码: 14
作者:  Jiang, Shangrong;  Li, Yuze;  Lu, Quanying;  Wang, Shouyang;  Wei, Yunjie
收藏  |  浏览/下载：128/0  |  提交时间：2022/04/02
Volatility spillover  Financial property  TVP-VAR model  Variational mode decomposition  Hypotheses testing  
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
作者:  Li, Ranran;  Hu, Yucai;  Heng, Jiani;  Chen, Xueli
收藏  |  浏览/下载：121/0  |  提交时间：2022/04/02
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
作者:  Huang, Bai;  Sun, Yuying;  Wang, Shouyang
收藏  |  浏览/下载：119/0  |  提交时间：2022/04/02
crude oil prices forecasting  forecast combination  interval-valued time series  model averaging  vector L2-boosting  
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
作者:  He, Yanan;  Han, Ai;  Hong, Yongmiao;  Sun, Yuying;  Wang, Shouyang
收藏  |  浏览/下载：125/0  |  提交时间：2021/10/26
ACI model  interval-valued crude oil prices  range  trading strategy  volatility forecast