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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
Authors:  Huang, Bai;  Sun, Yuying;  Wang, Shouyang
Favorite  |  View/Download:32/0  |  Submit date:2022/04/02
crude oil prices forecasting  forecast combination  interval-valued time series  model averaging  vector L2-boosting  
Estimation of Partially Linear Panel Data Models with Cross-Sectional Dependence 期刊论文
JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY, 2021, 页码: 12
Authors:  Huang, Bai;  Sun, Yuying;  Wang, Shouyang
Favorite  |  View/Download:51/0  |  Submit date:2021/04/26
Common correlated effects  common factors  cross-sectional dependence  panel data  semi-parametric estimation  
Brexit and Its Impact on the US Stock Market 期刊论文
JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY, 2021, 页码: 19
Authors:  Qiao Kenan;  Liu Zhengyang;  Huang Bai;  Sun Yuying;  Wang Shouyang
Favorite  |  View/Download:51/0  |  Submit date:2021/04/26
Brexit  interval time series  intra-day volatility  S&P500 index  
Uncertainty shocks of Trump election in an interval model of stock market 期刊论文
QUANTITATIVE FINANCE, 2020, 页码: 15
Authors:  Sun, Yuying;  Qiao, Kenan;  Wang, Shouyang
Favorite  |  View/Download:54/0  |  Submit date:2021/01/14
Interval dummy variables  Interval time series  Nonlinear minimum-distance estimator  Range volatility  Trump election  
A Hierarchical Forecasting Model for China's Foreign Trade 期刊论文
JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY, 2020, 页码: 17
Authors:  Sun, Yuying;  Zhang, Xun;  Wang, Shouyang
Favorite  |  View/Download:62/0  |  Submit date:2020/06/30
Decomposed and combined models  exports and imports  forecasts  hierarchy  trade structure