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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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浏览/检索结果:
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The relationship between geopolitical risk and crude oil prices: evidence from nonlinear and frequency domain causality tests
期刊论文
SPANISH JOURNAL OF FINANCE AND ACCOUNTING-REVISTA ESPANOLA DE FINANCIACION Y CONTABILIDAD, 2022, 页码: 23
作者:
Jiang, Yong
;
Ren, Yi-Shuai
;
Yang, Xiao-Guang
;
Ma, Chao-Qun
;
Weber, Olaf
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  |  
浏览/下载:69/0
  |  
提交时间:2023/02/07
Geopolitical risk
oil prices
nonlinear analysis
Granger causality
frequency domain
Financial hedging in two-stage sustainable commodity supply chains
期刊论文
EUROPEAN JOURNAL OF OPERATIONAL RESEARCH, 2022, 卷号: 303, 期号: 2, 页码: 803-818
作者:
Wang, Moran
;
Guo, Xiaolong
;
Wang, Shouyang
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  |  
浏览/下载:60/0
  |  
提交时间:2023/02/07
Risk analysis
Financial hedging
Index-based price contract
Sustainable supply chain management
Competition
Market volatility, market skewness, and the cross-section of expected returns in Chinese equity markets
期刊论文
APPLIED ECONOMICS, 2022, 页码: 17
作者:
Liu, Qing
;
Wang, Shouyang
;
Sui, Cong
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  |  
浏览/下载:61/0
  |  
提交时间:2023/02/07
Volatility risk
risk-neutral skewness
options
cross-sectional regression
asymmetry
How local outbreak of COVID-19 affect the risk of internet public opinion: A Chinese social media case study
期刊论文
TECHNOLOGY IN SOCIETY, 2022, 卷号: 71, 页码: 16
作者:
Liu, Liyi
;
Tu, Yan
;
Zhou, Xiaoyang
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  |  
浏览/下载:66/0
  |  
提交时间:2023/02/07
Internet public opinion
Risk grading
Local outbreak
COVID-19
MCDM
A
SMAA-FAHPSort II
Multilayer Financial Complex Networks and Their Applications
期刊论文
IEEE TRANSACTIONS ON CIRCUITS AND SYSTEMS I-REGULAR PAPERS, 2022, 页码: 14
作者:
Li, Xuerong
;
Xu, Xiaoyue
;
Liu, Jiaqi
;
Dong, Jichang
;
Lu, Jinhu
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  |  
浏览/下载:117/0
  |  
提交时间:2023/02/07
Couplings
Complex networks
Biological system modeling
Banking
Entropy
Analytical models
Urban areas
Financial networks
maximum entropy approach
multi-layer networks
risk contagion
spillover effects
Analytical Expressions to Counterparty Credit Risk Exposures for Interest Rate Derivatives
期刊论文
ACTA MATHEMATICAE APPLICATAE SINICA-ENGLISH SERIES, 2022, 卷号: 38, 期号: 2, 页码: 254-270
作者:
Li, Shuang
;
Peng, Cheng
;
Bao, Ying
;
Zhao, Yan-long
;
Cao, Zhen
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  |  
浏览/下载:119/0
  |  
提交时间:2022/06/21
forward rate agreement
counterparty credit risk
expected exposure
potential future exposure
Short Communication: Minimal Quantile Functions Subject to Stochastic Dominance Constraints
期刊论文
SIAM JOURNAL ON FINANCIAL MATHEMATICS, 2022, 卷号: 13, 期号: 3, 页码: SC87-SC98
作者:
Wang, Xiangyu
;
Xia, Jianming
;
Xu, Zuo Quan
;
Yang, Zhou
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  |  
浏览/下载:45/0
  |  
提交时间:2023/02/07
SSD-minimal
stochastic dominance
Skorokhod lemma
complete market
risk minimizing
A model-averaging treatment of multiple instruments in Poisson models with errors
期刊论文
CANADIAN JOURNAL OF STATISTICS-REVUE CANADIENNE DE STATISTIQUE, 2021, 页码: 26
作者:
Zhang, Xiaomeng
;
Zhang, Xinyu
;
Ma, Yanyuan
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  |  
浏览/下载:141/0
  |  
提交时间:2022/04/02
Count response
error in variable
instrumental variable
measurement error
minimum risk
model averaging
Poisson regression
prediction optimality
Capture the contagion network of bitcoin - Evidence from pre and mid COVID-19
期刊论文
RESEARCH IN INTERNATIONAL BUSINESS AND FINANCE, 2021, 卷号: 58, 页码: 14
作者:
Guo, Xiaochun
;
Lu, Fengbin
;
Wei, Yunjie
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  |  
浏览/下载:119/0
  |  
提交时间:2022/04/02
Bitcoin
COVID-19
Contagion
DAG
Financial market risk
Agent's Optimal Compensation Under Inflation Risk by Using Dynamic Contract Model
期刊论文
JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY, 2021, 卷号: 34, 期号: 6, 页码: 2291-2309
作者:
Fei Chen
;
Fei Weiyin
;
Zhang Fanhong
;
Yang Xiaoguang
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  |  
浏览/下载:117/0
  |  
提交时间:2022/04/02
Equity incentive
inflation risk
Ito formula
principal-agent problem
the martingale representation theorem