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Information aggregation in a financial market with general signal structure 期刊论文
JOURNAL OF ECONOMIC THEORY, 2019, 卷号: 183, 页码: 594-624
作者:  Lou, Youcheng;  Parsa, Sahar;  Ray, Debraj;  Li, Duan;  Wang, Shouyang
收藏  |  浏览/下载：151/0  |  提交时间：2020/01/10
Multidimensional signals  Asymmetric information  Information aggregation  Rational expectations equilibrium  
Supply option contracts with spot market and demand information updating 期刊论文
EUROPEAN JOURNAL OF OPERATIONAL RESEARCH, 2018, 卷号: 266, 期号: 3, 页码: 1062-1071
作者:  Zhao, Yingxue;  Choi, Tsan-Ming;  Cheng, T. C. E.;  Wang, Shouyang
收藏  |  浏览/下载：176/0  |  提交时间：2018/07/30
Supply chain management  Supply chain contract  Option contract  Spot market  Demand information updating  
Time-varying coefficient vector autoregressions model based on dynamic correlation with an application to crude oil and stock markets 期刊论文
ENVIRONMENTAL RESEARCH, 2017, 卷号: 152, 页码: 351-359
作者:  Lu, Fengbin;  Qiao, Han;  Wang, Shouyang;  Lai, Kin Keung;  Li, Yuze
收藏  |  浏览/下载：133/0  |  提交时间：2018/07/30
Time-varying coefficient VAR  Dynamic lagged correlation  Granger causality  Crude oil  Stock market  
The Non-Linear Effect of Chinese Financial Developments on Energy Supply Structures 期刊论文
SUSTAINABILITY, 2016, 卷号: 8, 期号: 10, 页码: 21
作者:  Chai, Jian;  Xing, Limin;  Lu, Quanying;  Liang, Ting;  Lai, Kin Keung;  Wang, Shouyang
收藏  |  浏览/下载：121/0  |  提交时间：2018/07/30
financial development  energy supply structure  PSTR model  regime switching  
anewinvestorsentimentindicatorbasedonreturndecomposition 期刊论文
journalofsystemsscienceandinformation, 2016, 卷号: 4, 期号: 2, 页码: 121
作者:  Liu Yuan;  Shang Yan;  Shi Jianming;  Wang Shouyang
收藏  |  浏览/下载：158/0  |  提交时间：2020/01/10
Demand information and spot price information: Supply chains trading in spot markets 期刊论文
EUROPEAN JOURNAL OF OPERATIONAL RESEARCH, 2015, 卷号: 246, 期号: 3, 页码: 837-849
作者:  Zhao, Xuan;  Xing, Wei;  Liu, Liming;  Wang, Shouyang
收藏  |  浏览/下载：115/0  |  提交时间：2018/07/30
Supply chain management  Information updating  Spot market  Forward contract  Dual sourcing  
The "six-element" analysis method for the research on the characteristics of terrorist activities 期刊论文
ANNALS OF OPERATIONS RESEARCH, 2015, 卷号: 234, 期号: 1, 页码: 17-35
作者:  Fu, Julei;  Sun, Duoyong;  Chai, Jian;  Xiao, Jin;  Wang, Shouyang
收藏  |  浏览/下载：113/0  |  提交时间：2018/07/30
Social network analysis  Counter-terrorism  The "six-element" analysis method  "East Turkistan"  
studyontheintradaypatternandthedynamiccorrelationamongreturnvolumeandopeninterestevidencefromchinesecommodityfuturesmarkets 期刊论文
journalofsystemsscienceandcomplexity, 2015, 卷号: 28, 期号: 1, 页码: 156
作者:  Liu Xiangli;  Wang Shouyang
收藏  |  浏览/下载：126/0  |  提交时间：2020/01/10