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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:170/0  |  提交时间:2020/06/30
Big data  Multilingual search engine index  Crude oil price forecasting  Google Trends  Artificial intelligence  
The return and volatility nexus among stock market and macroeconomic fundamentals for China 期刊论文
PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS, 2019, 卷号: 526, 页码: 16
作者:  Abbas, Ghulam;  Bashir, Usman;  Wang, Shouyang;  Zebende, Gilney Figueira;  Ishfaq, Muhammad
收藏  |  浏览/下载:180/0  |  提交时间:2020/01/10
Returns  Volatility  Macroeconomic variables  Generalized VAR  China  
Regional development and carbon emissions in China 期刊论文
ENERGY ECONOMICS, 2019, 卷号: 81, 页码: 25-36
作者:  Zheng, Jiali;  Mi, Zhifu;  Coffman, D'Maris;  Milcheva, Stanimira;  Shan, Yuli;  Guan, Dabo;  Wang, Shouyang
收藏  |  浏览/下载:194/0  |  提交时间:2020/01/10
CO2 emissions  LMDI  Regional development  Structural changes  New normal  China  
Return and Volatility Connectedness between Stock Markets and Macroeconomic Factors in the G-7 Countries 期刊论文
JOURNAL OF SYSTEMS SCIENCE AND SYSTEMS ENGINEERING, 2019, 卷号: 28, 期号: 1, 页码: 1-36
作者:  Abbas, Ghulam;  Hammoudeh, Shawkat;  Shahzad, Syed Jawad Hussain;  Wang, Shouyang;  Wei, Yunjie
收藏  |  浏览/下载:225/0  |  提交时间:2019/03/11
G-7 return  volatility  connectedness  macroeconomic factors  generalized VAR  
Forecasting tourist arrivals with machine learning and internet search index 期刊论文
TOURISM MANAGEMENT, 2019, 卷号: 70, 页码: 1-10
作者:  Sun, Shaolong;  Wei, Yunjie;  Tsui, Kwok-Leung;  Wang, Shouyang
收藏  |  浏览/下载:185/0  |  提交时间:2019/01/11
Tourism demand forecasting  Kernel extreme learning machine  Search query data  Big data analytics  Composite search index  
returnandvolatilityconnectednessbetweenstockmarketsandmacroeconomicfactorsintheg7countries 期刊论文
journalofsystemsscienceandsystemsengineering, 2019, 卷号: 28, 期号: 1, 页码: 1
作者:  Abbas Ghulam;  Hammoudeh Shawkat;  Shahzad Syed Jawad Hussain;  Wang Shouyang;  Wei Yunjie
收藏  |  浏览/下载:177/0  |  提交时间:2020/01/10
Threshold autoregressive models for interval-valued time series data 期刊论文
JOURNAL OF ECONOMETRICS, 2018, 卷号: 206, 期号: 2, 页码: 414-446
作者:  Sun, Yuying;  Han, Ai;  Hong, Yongmiao;  Wang, Shouyang
收藏  |  浏览/下载:194/0  |  提交时间:2018/11/16
Asymmetric reaction  Interval-valued data  Minimum distance estimation  Nonlinearity  Symbolic data  Threshold autoregressive interval models  
Estimation of market prices of risks in the GARCH diffusion model 期刊论文
ECONOMIC RESEARCH-EKONOMSKA ISTRAZIVANJA, 2018, 卷号: 31, 期号: 1, 页码: 15-36
作者:  Wu, Xinyu;  Zhou, Hailin;  Wang, Shouyang
收藏  |  浏览/下载:159/0  |  提交时间:2018/07/30
Market prices of risks  GARCH diffusion model  option pricing  efficient importance sampling  maximum likelihood  particle filter  
astudyonthevolatilityofthebangladeshstockmarketbasedongarchtypemodels 期刊论文
journalofsystemsscienceandinformation, 2017, 卷号: 000, 期号: 003, 页码: 193
作者:  Roni Bhowmik;  Wu Chao;  Jewel Roy Kumar;  Wang Shouyang
收藏  |  浏览/下载:118/0  |  提交时间:2020/01/10
Analysis of crisis impact on crude oil prices: a new approach with interval time series modelling 期刊论文
QUANTITATIVE FINANCE, 2016, 卷号: 16, 期号: 12, 页码: 1917-1928
作者:  Yang, Wei;  Han, Ai;  Hong, Yongmiao;  Wang, Shouyang
收藏  |  浏览/下载:143/0  |  提交时间:2018/07/30
Interval dummy variable  Interval time series  Crisis  Crude oil prices  Speculation index  Range volatility