CSpace

浏览/检索结果: 共6条,第1-6条 帮助

已选(0)清除 条数/页:   排序方式:
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  
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  
Testing linear and nonlinear granger causality in CSI300 futures and spot markets based on new concepts of nonlinear positive/negative spillover 期刊论文
JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY, 2014, 卷号: 27, 期号: 4, 页码: 729-742
作者:  Zhou Pu;  Lu Fengbin;  Wang Shouyang
收藏  |  浏览/下载:109/0  |  提交时间:2021/01/14
STOCK INDEX  MODEL  China stock market  negative volatility spillover  nonlinear Granger causality test  risk absorption  volatility spillover  
Did speculative activities contribute to high crude oil prices during 1993 to 2008? 期刊论文
JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY, 2009, 卷号: 22, 期号: 4, 页码: 636-646
作者:  Zhang, Xun;  Lai, Kin Keung;  Wang, Shouyang
收藏  |  浏览/下载:91/0  |  提交时间:2018/07/30
Crude oil prices  Diks-Panchenko test  Hiemstra-Jones test  nonlinear Granger causality test  speculative activities