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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：51/0  |  提交时间：2023/02/07
Geopolitical risk  oil prices  nonlinear analysis  Granger causality  frequency domain  
Financial hedging in two-stage sustainable commodity supply chains 期刊论文
EUROPEAN JOURNAL OF OPERATIONAL RESEARCH, 2022, 卷号: 303, 期号: 2, 页码: 803-818
作者:  Wang, Moran;  Guo, Xiaolong;  Wang, Shouyang
收藏  |  浏览/下载：55/0  |  提交时间：2023/02/07
Risk analysis  Financial hedging  Index-based price contract  Sustainable supply chain management  Competition  
Sensitivity-based Conditional Value at Risk (SCVaR): An efficient measurement of credit exposure for options 期刊论文
NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE, 2022, 卷号: 62, 页码: 19
作者:  Shi, Ruoshi;  Zhao, Yanlong;  Bao, Ying;  Peng, Cheng
收藏  |  浏览/下载：69/0  |  提交时间：2023/02/07
Counterparty credit exposure  VaR  CVaR  Sensitivity  Greeks  
How local outbreak of COVID-19 affect the risk of internet public opinion: A Chinese social media case study 期刊论文
TECHNOLOGY IN SOCIETY, 2022, 卷号: 71, 页码: 16
作者:  Liu, Liyi;  Tu, Yan;  Zhou, Xiaoyang
收藏  |  浏览/下载：59/0  |  提交时间：2023/02/07
Internet public opinion  Risk grading  Local outbreak  COVID-19  MCDM  A  SMAA-FAHPSort II  
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  
Using potential variable to study gene-gene and gene-environment interaction effects with genetic model uncertainty 期刊论文
ANNALS OF HUMAN GENETICS, 2022, 页码: 11
作者:  Hu, Xiaonan;  Meng, Zhen
收藏  |  浏览/下载：59/0  |  提交时间：2023/02/07
gene-environment interaction  gene-gene interaction  genetic model  potential variable  power  
Evaluating influential nodes for the Chinese energy stocks based on jump volatility spillover network 期刊论文
INTERNATIONAL REVIEW OF ECONOMICS & FINANCE, 2022, 卷号: 78, 页码: 81-94
作者:  Huang, Chuangxia;  Zhao, Xian;  Deng, Yunke;  Yang, Xiaoguang;  Yang, Xin
收藏  |  浏览/下载：123/0  |  提交时间：2022/04/02
Complex network  Chinese energy stock market  High-frequency data  Jump volatility  Entropy weight TOPSIS  
Asset selection based on high frequency Sharpe ratio 期刊论文
JOURNAL OF ECONOMETRICS, 2022, 卷号: 227, 期号: 1, 页码: 168-188
作者:  Wang, Christina Dan;  Chen, Zhao;  Lian, Yimin;  Chen, Min
收藏  |  浏览/下载：151/0  |  提交时间：2022/04/29
Asset selection  High frequency Sharpe ratio  Ultrahigh dimensional  Serial correlation  Sure screening property  
Blockchain competition: The tradeoff between platform stability and efficiency 期刊论文
EUROPEAN JOURNAL OF OPERATIONAL RESEARCH, 2022, 卷号: 296, 期号: 3, 页码: 1084-1097
作者:  Jiang, Shangrong;  Li, Yuze;  Wang, Shouyang;  Zhao, Lin
收藏  |  浏览/下载：139/0  |  提交时间：2022/04/02
Game theory  Blockchain  Platform competition  Empirical analysis  
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：117/0  |  提交时间：2022/04/02
Crude oil price forecasting  Decomposition-ensemble method  Support vector machine  Multiscale strategy  Complexity analysis