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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
Authors:  Jiang, Yong;  Ren, Yi-Shuai;  Yang, Xiao-Guang;  Ma, Chao-Qun;  Weber, Olaf
Favorite  |  View/Download：26/0  |  Submit date：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
Authors:  Jiang, Yong;  Ren, Yi-Shuai;  Narayan, Seema;  Ma, Chao-Qun;  Yang, Xiao-Guang
Favorite  |  View/Download：68/0  |  Submit date：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
Authors:  Ren, Yi-Shuai;  Jiang, Yong;  Narayan, Seema;  Ma, Chao-Qun;  Yang, Xiao-Guang
Favorite  |  View/Download：28/0  |  Submit date：2023/02/07
Marketization  Rural energy poverty  China  Inverted U-shaped relationship  
A Self-test Prediction Model to Determine the Probability Risk of Non-alcoholic Fatty Liver Disease 期刊论文
BIOMEDICAL AND ENVIRONMENTAL SCIENCES, 2020, 卷号: 33, 期号: 11, 页码: 857-861
Authors:  Li Qiang;  Shen Qun Lun;  Xu Chao Nan;  Li Ming Liang;  Ma Zhi Min;  Zhang Shan;  Chen Shuo;  Zhang Min Ying;  Zhang Jing Bo;  Liu Feng;  Yang Xing Hua
Favorite  |  View/Download：107/0  |  Submit date：2021/04/26
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
Authors:  Jiang, Yong;  Ma, Chao-Qun;  Yang, Xiao-Guang;  Ren, Yi-Shuai
Favorite  |  View/Download：109/0  |  Submit date：2019/03/05
crude oil  natural gas  petroleum product  structural breaks  time-varying volatility feedback  TVP-SVM model  
中国股票市场的时变杠杆效应研究——基于随机Copula模型的实证分析 期刊论文
管理科学学报, 2017, 卷号: 020, 期号: 009, 页码: 70
Authors:  吴鑫育;  任森春;  马超群;  汪寿阳
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双杠杆门限随机波动率模型及其实证研究 期刊论文
管理科学学报, 2014, 卷号: 017, 期号: 007, 页码: 63
Authors:  吴鑫育;  周海林;  汪寿阳;  马超群
Favorite  |  View/Download：90/0  |  Submit date：2020/01/10
随机波动率模型的参数估计及对中国股市的实证 期刊论文
系统工程理论与实践, 2014, 卷号: 34, 期号: 1, 页码: 35
Authors:  吴鑫育;  马超群;  汪寿阳
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基于svsged模型的动态var测度研究 期刊论文
中国管理科学, 2013, 卷号: 21, 期号: 6, 页码: 1
Authors:  吴鑫育;  马宗刚;  汪寿阳;  马超群
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基于EIS的杠杆随机波动率模型的极大似然估计 期刊论文
管理科学学报, 2013, 卷号: 016, 期号: 001, 页码: 74
Authors:  吴鑫育;  周海林;  汪寿阳;  马超群
Favorite  |  View/Download：79/0  |  Submit date：2020/01/10