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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
作者:  Zhang, Qi;  Hu, Yi;  Jiao, Jianbin;  Wang, Shouyang
收藏  |  浏览/下载:107/0  |  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:52/0  |  提交时间:2023/02/07
Geopolitical risk  oil prices  nonlinear analysis  Granger causality  frequency domain  
Multi-objective approaches to portfolio optimization with market impact costs 期刊论文
MEMETIC COMPUTING, 2022, 页码: 11
作者:  Wang, Hongze;  Li, Xuerong;  Hong, Wenjing;  Tang, Ke
收藏  |  浏览/下载:61/0  |  提交时间:2023/02/07
Portfolio optimization  Market impact cost  Multi-objective optimization  Evolutionary computation  Memetic algorithm  
New insights and augmented Lagrangian algorithm for optimal portfolio liquidation with market impact 期刊论文
INTERNATIONAL TRANSACTIONS IN OPERATIONAL RESEARCH, 2022, 页码: 25
作者:  Xu, Fengmin;  Li, Xuepeng;  Dai, Yu-Hong;  Wang, Meihua
收藏  |  浏览/下载:73/0  |  提交时间:2023/02/07
augmented Lagrangian algorithm  equity and liability  optimal portfolio liquidation  price impact  
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
作者:  Chai, Jian;  Zhang, Xiaokong;  Lu, Quanying;  Zhang, Xuejun;  Wang, Yabo
收藏  |  浏览/下载:111/0  |  提交时间:2021/10/26
Natural gas  Double-track price system  Imbalance  NARDL  China  
Integration of third-party platforms: Does it really hurt them? 期刊论文
INTERNATIONAL JOURNAL OF PRODUCTION ECONOMICS, 2021, 卷号: 234, 页码: 22
作者:  Zhou, Xiaoyang;  Chen, Kexin;  Wen, Haoyu;  Lin, Jun;  Zhang, Kai;  Tian, Xin;  Wang, Shouyang;  Lev, Benjamin
收藏  |  浏览/下载:139/0  |  提交时间:2021/06/01
Platform competition  Platform integration  Stackelberg game  Commission rate decision  Service differentiation  
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  
Crude oil price analysis and forecasting: A perspective of "new triangle" 期刊论文
ENERGY ECONOMICS, 2020, 卷号: 87, 页码: 14
作者:  Lu, Quanying;  Li, Yuze;  Chai, Jian;  Wang, Shouyang
收藏  |  浏览/下载:195/0  |  提交时间:2020/06/30
Crude oil  Dynamic Bayesian structural time series model  Google trend  Kalman filtering  Spike and slab prior  Bayesian model average  
Spatial differentiation and network externality in pricing mechanism of online car hailing platform 期刊论文
INTERNATIONAL JOURNAL OF PRODUCTION ECONOMICS, 2020, 卷号: 219, 页码: 275-283
作者:  Wu, Tian;  Zhang, Mengbo;  Tian, Xin;  Wang, Shouyang;  Hua, Guowei
收藏  |  浏览/下载:181/0  |  提交时间:2020/05/24
Online car hailing platform  Pricing mechanism  Spatial differentiation  Network externality  Transport service market  
A hybrid VMD-BiGRU model for rubber futures time series forecasting 期刊论文
APPLIED SOFT COMPUTING, 2019, 卷号: 84, 页码: 13
作者:  Zhu, Qing;  Zhang, Fan;  Liu, Shan;  Wu, Yiqiong;  Wang, Lin
收藏  |  浏览/下载:162/0  |  提交时间:2020/01/10
BiGRU  Rubber futures  Time series  VMD  Volatility prediction