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Foreign Trade Survey Data: Do They Help in Forecasting Exports and Imports? 期刊论文
JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY, 2022, 页码: 24
作者:  Bai Yun;  Wang Shouyang;  Zhang Xun
收藏  |  浏览/下载:61/0  |  提交时间:2023/02/07
ARIMAX  artificial neural network  composite index  forecasting  foreign trade  Granger causality test  survey data  
A Hybrid Approach for Studying the Lead-Lag Relationships Between China's Onshore and Offshore Exchange Rates Considering the Impact of Extreme Events 期刊论文
JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY, 2018, 卷号: 31, 期号: 3, 页码: 734-749
作者:  Wei, Yunjie;  Wei, Qi;  Wang, Shouyang;  Lai, Kin Keung
收藏  |  浏览/下载:172/0  |  提交时间:2018/07/30
CNH  CNY  EMD  lead-lag relationship  onshore and offshore markets  
Testing linear and nonlinear granger causality in CSI300 futures and spot markets based on new concepts of nonlinear positive/negative spillover 期刊论文
JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY, 2014, 卷号: 27, 期号: 4, 页码: 729-742
作者:  Zhou Pu;  Lu Fengbin;  Wang Shouyang
收藏  |  浏览/下载:110/0  |  提交时间:2021/01/14
STOCK INDEX  MODEL  China stock market  negative volatility spillover  nonlinear Granger causality test  risk absorption  volatility spillover  
Did speculative activities contribute to high crude oil prices during 1993 to 2008? 期刊论文
JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY, 2009, 卷号: 22, 期号: 4, 页码: 636-646
作者:  Zhang, Xun;  Lai, Kin Keung;  Wang, Shouyang
收藏  |  浏览/下载:92/0  |  提交时间:2018/07/30
Crude oil prices  Diks-Panchenko test  Hiemstra-Jones test  nonlinear Granger causality test  speculative activities