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中国科学院数学与系统科学研究院机构知识库
KMS Of Academy of mathematics and systems sciences, CAS
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Wang Shouy... [2]
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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
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View/Download：166/0
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Submit date：2020/01/10
Crude oil shocks
Interval-valued factor pricing models
Market efficiency
Oil stocks
Quantile regression
Asymmetric pass-through of oil prices to gasoline prices with interval time series modelling
期刊论文
ENERGY ECONOMICS, 2019, 卷号: 78, 页码: 165-173
Authors:
Sun, Yuying
;
Zhang, Xun
;
Hong, Yongmiao
;
Wang, Shouyang
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View/Download：154/0
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Submit date：2020/01/10
Asymmetry
Crude oil prices
Gasoline prices
Threshold autoregressive interval-valued
regression
Volatility
