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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
收藏  |  浏览/下载:51/0  |  提交时间:2023/02/07
Geopolitical risk  oil prices  nonlinear analysis  Granger causality  frequency domain  
Heterogeneity dependence between oil prices and exchange rate: Evidence from a parametric test of Granger causality in quantiles 期刊论文
NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE, 2022, 卷号: 62, 页码: 15
作者:  Jiang, Yong;  Ren, Yi-Shuai;  Narayan, Seema;  Ma, Chao-Qun;  Yang, Xiao-Guang
收藏  |  浏览/下载:113/0  |  提交时间:2023/02/07
Heterogeneity dependence  Oil price  Exchange rate  Granger causality in quantiles  
Marketisation and rural energy poverty: Evidence from provincial panel data in China 期刊论文
ENERGY ECONOMICS, 2022, 卷号: 111, 页码: 13
作者:  Ren, Yi-Shuai;  Jiang, Yong;  Narayan, Seema;  Ma, Chao-Qun;  Yang, Xiao-Guang
收藏  |  浏览/下载:57/0  |  提交时间:2023/02/07
Marketization  Rural energy poverty  China  Inverted U-shaped relationship  
Do credit conditions matter for the impact of oil price shocks on stock returns? Evidence from a structural threshold VAR model 期刊论文
INTERNATIONAL REVIEW OF ECONOMICS & FINANCE, 2021, 卷号: 72, 页码: 1-15
作者:  Jiang, Yong;  Wang, Gang-Jin;  Ma, Chaoqun;  Yang, Xiaoguang
收藏  |  浏览/下载:127/0  |  提交时间:2021/04/26
Oil price shocks  Stock returns  Credit regimes  Structure threshold VAR  Nonlinear impulse response functions  
Time-Varying Volatility Feedback of Energy Prices: Evidence from Crude Oil, Petroleum Products, and Natural Gas Using a TVP-SVM Model 期刊论文
SUSTAINABILITY, 2018, 卷号: 10, 期号: 12, 页码: 17
作者:  Jiang, Yong;  Ma, Chao-Qun;  Yang, Xiao-Guang;  Ren, Yi-Shuai
收藏  |  浏览/下载:142/0  |  提交时间:2019/03/05
crude oil  natural gas  petroleum product  structural breaks  time-varying volatility feedback  TVP-SVM model  
波动率度量模型的评价方法拟合优度和平滑性 期刊论文
系统工程学报, 2013, 卷号: 28, 期号: 2, 页码: 194
作者:  吴武清;  蒋勇;  缪柏其;  陈敏
收藏  |  浏览/下载:128/0  |  提交时间:2020/01/10
股指期货基差的非线性特征和均值回复机制研究 期刊论文
中国科学技术大学学报, 2013, 卷号: 43, 期号: 12, 页码: 989
作者:  蒋勇;  吴武清;  叶五一;  陈敏;  缪柏其
收藏  |  浏览/下载:130/0  |  提交时间:2020/01/10