中文版 | English

在结果中检索

CSpace

浏览/检索结果: 共36条，第1-10条 帮助

限定条件    
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：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：51/0  |  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：64/0  |  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：112/0  |  提交时间：2023/02/07
Heterogeneity dependence  Oil price  Exchange rate  Granger causality in quantiles  
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  
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：118/0  |  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：119/0  |  提交时间：2021/10/26
ACI model  interval-valued crude oil prices  range  trading strategy  volatility forecast  
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  
A multi-granularity heterogeneous combination approach to crude oil price forecasting 期刊论文
ENERGY ECONOMICS, 2020, 卷号: 91, 页码: 9
作者:  Wang, Jue;  Zhou, Hao;  Hong, Tao;  Li, Xiang;  Wang, Shouyang
收藏  |  浏览/下载：139/0  |  提交时间：2021/01/14
Crude oil Price  Forecast combination  Feature selection  Multi-granularity  Artificial bee colony  
Forecasting crude oil price with multilingual search engine data 期刊论文
PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS, 2020, 卷号: 551, 页码: 14
作者:  Li, Jingjing;  Tang, Ling;  Wang, Shouyang
收藏  |  浏览/下载：163/0  |  提交时间：2020/06/30
Big data  Multilingual search engine index  Crude oil price forecasting  Google Trends  Artificial intelligence