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Forecasting carbon prices based on real-time decomposition and causal temporal convolutional networks 期刊论文
APPLIED ENERGY, 2023, 卷号: 331, 页码: 20
作者:  Li, Dan;  Li, Yijun;  Wang, Chaoqun;  Chen, Min;  Wu, Qi
收藏  |  浏览/下载：122/0  |  提交时间：2023/02/07
Carbon price forecast  Granger forecast  Real-time decomposition  Neural Granger causality  Causal temporal convolutional network  
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：55/0  |  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：120/0  |  提交时间：2023/02/07
Heterogeneity dependence  Oil price  Exchange rate  Granger causality in quantiles  
Foreign Trade Survey Data: Do They Help in Forecasting Exports and Imports? 期刊论文
JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY, 2022, 页码: 24
作者:  Bai Yun;  Wang Shouyang;  Zhang Xun
收藏  |  浏览/下载：61/0  |  提交时间：2023/02/07
ARIMAX  artificial neural network  composite index  forecasting  foreign trade  Granger causality test  survey data  
The time-varying causal relationship between the Bitcoin market and internet attention 期刊论文
Financial Innovation, 2021, 卷号: 7, 期号: 1
作者:  Zhang,Xun;  Lu,Fengbin;  Tao,Rui;  Wang,Shouyang
收藏  |  浏览/下载：124/0  |  提交时间：2021/10/26
Bitcoin  Internet attention  Google trends  Time-varying granger causality  Multiple bubbles test  G11  G15  C15  
A Causality Analysis of Societal Risk Perception and Stock Market Volatility in China 期刊论文
JOURNAL OF SYSTEMS SCIENCE AND SYSTEMS ENGINEERING, 2018, 卷号: 27, 期号: 5, 页码: 613-631
作者:  Xu, Nuo;  Tang, Xijin
收藏  |  浏览/下载：168/0  |  提交时间：2018/11/16
Societal risk perception  stock market volatility  Baidu Index  Granger causality test  multiple linear regressions  
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：134/0  |  提交时间：2018/07/30
Time-varying coefficient VAR  Dynamic lagged correlation  Granger causality  Crude oil  Stock market  
Asymmetric information, heterogeneous prior beliefs, and public information 期刊论文
INTERNATIONAL REVIEW OF ECONOMICS & FINANCE, 2016, 卷号: 46, 页码: 100-120
作者:  Gong, Fuzhou;  Liu, Hong
收藏  |  浏览/下载：118/0  |  提交时间：2018/07/30
Public disclosure  Insider trading  Price discovery  Heterogeneous prior beliefs  Granger causality  
Evolving competition between Hong Kong and Shenzhen ports 期刊论文
MARITIME POLICY & MANAGEMENT, 2015, 卷号: 42, 期号: 8, 页码: 729-745
作者:  Tian, Xin;  Liu, Liming;  Wang, Shouyang
收藏  |  浏览/下载：94/0  |  提交时间：2018/07/30
competition  container throughput  econometric model  Granger causality  competition coefficient  demand effect  
Linear and nonlinear Granger causality investigation between carbon market and crude oil market: A multi-scale approach 期刊论文
ENERGY ECONOMICS, 2015, 卷号: 51, 页码: 300-311
作者:  Yu, Lean;  Li, Jingjing;  Tang, Ling;  Wang, Shuai
收藏  |  浏览/下载：97/0  |  提交时间：2018/07/30
Bivariate empirical mode decomposition  Nonlinear Granger causality test  Multi-scale analysis  Carbon market  Crude oil market