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Capture the contagion network of bitcoin - Evidence from pre and mid COVID-19 期刊论文
RESEARCH IN INTERNATIONAL BUSINESS AND FINANCE, 2021, 卷号: 58, 页码: 14
Authors:  Guo, Xiaochun;  Lu, Fengbin;  Wei, Yunjie
Favorite  |  View/Download:47/0  |  Submit date:2022/04/02
Bitcoin  COVID-19  Contagion  DAG  Financial market risk  
A Network Evolution Model of Credit Risk Contagion between Banks and Enterprises Based on Agent-Based Model 期刊论文
JOURNAL OF MATHEMATICS, 2021, 卷号: 2021, 页码: 12
Authors:  Mu, Pei;  Chen, Tingqiang;  Pan, Kun;  Liu, Meng
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GLOBAL SOLUTIONS OF A TWO-DIMENSIONAL RIEMANN PROBLEM FOR THE PRESSURE GRADIENT SYSTEM 期刊论文
COMMUNICATIONS ON PURE AND APPLIED ANALYSIS, 2021, 卷号: 20, 期号: 7-8, 页码: 2475-2503
Authors:  Chen, Gui-qiang G.;  Wang, Q. I. N.;  Zhu, S. H. E. N. G. G. U. O.
Favorite  |  View/Download:52/0  |  Submit date:2021/10/26
Two-dimensional Riemann problems  global solutions  pressure gradient system  Euler equations  hyperbolic conservation laws  mixed type  degenerate elliptic equations  shocks  transonic shock  vortex sheets  free boundary problem  
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
Authors:  Jiang, Yong;  Wang, Gang-Jin;  Ma, Chaoqun;  Yang, Xiaoguang
Favorite  |  View/Download:55/0  |  Submit date:2021/04/26
Oil price shocks  Stock returns  Credit regimes  Structure threshold VAR  Nonlinear impulse response functions  
STABILITY OF CONICAL SHOCKS IN THE THREE-DIMENSIONAL STEADY SUPERSONIC ISOTHERMAL FLOWS PAST LIPSCHITZ PERTURBED CONES 期刊论文
SIAM JOURNAL ON MATHEMATICAL ANALYSIS, 2021, 卷号: 53, 期号: 3, 页码: 2811-2862
Authors:  Chen, Gui-Qiang G.;  Kuang, Jie;  Zhang, Yongqian
Favorite  |  View/Download:60/0  |  Submit date:2021/10/26
conical shocks  structural stability  steady flow  supersonic isothermal flow  perturbed cones  Lipschitz cones  entropy solutions  BV  modified Glimm scheme  TV  Glimm-type functional  self-similar solutions  interaction estimates  reflection coefficients  free boundary  asymptotic behavior  
Why the Effects of Oil Price Shocks on China's Economy are Changing 期刊论文
ENERGY JOURNAL, 2020, 卷号: 41, 期号: 6, 页码: 107-132
Authors:  Wang, Shouyang;  Zhang, Xun;  Zhao, Lin
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Oil price shocks  Macroeconomy  China  Dynamic stochastic general equilibrium model  Time varying  
Uncertainty shocks of Trump election in an interval model of stock market 期刊论文
QUANTITATIVE FINANCE, 2020, 页码: 15
Authors:  Sun, Yuying;  Qiao, Kenan;  Wang, Shouyang
Favorite  |  View/Download:63/0  |  Submit date:2021/01/14
Interval dummy variables  Interval time series  Nonlinear minimum-distance estimator  Range volatility  Trump election  
Evolution of the Chinese guarantee network under financial crisis and stimulus program 期刊论文
NATURE COMMUNICATIONS, 2020, 卷号: 11, 期号: 1, 页码: 11
Authors:  Wang, Yingli;  Zhang, Qingpeng;  Yang, Xiaoguang
Favorite  |  View/Download:67/0  |  Submit date:2020/09/23
A High-Order Modified Finite Volume WENO Method on 3D Cartesian Grids 期刊论文
COMMUNICATIONS IN COMPUTATIONAL PHYSICS, 2019, 卷号: 26, 期号: 3, 页码: 768-784
Authors:  Du, Yulong;  Yuan, Li;  Wang, Yahui
Favorite  |  View/Download:103/0  |  Submit date:2020/01/10
Finite volume method  high-order accuracy  dimension-by-dimension reconstruction  Cartesian grid  
Market inefficiencies associated with pricing oil stocks during shocks 期刊论文
ENERGY ECONOMICS, 2019, 卷号: 81, 页码: 661-671
Authors:  Qiao, Kenan;  Sun, Yuying;  Wang, Shouyang
Favorite  |  View/Download:123/0  |  Submit date:2020/01/10
Crude oil shocks  Interval-valued factor pricing models  Market efficiency  Oil stocks  Quantile regression