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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  
Why the Effects of Oil Price Shocks on China's Economy are Changing 期刊论文
ENERGY JOURNAL, 2020, 卷号: 41, 期号: 6, 页码: 107-132
作者:  Wang, Shouyang;  Zhang, Xun;  Zhao, Lin
收藏  |  浏览/下载：131/0  |  提交时间：2021/04/26
Oil price shocks  Macroeconomy  China  Dynamic stochastic general equilibrium model  Time varying  
A Hierarchical Forecasting Model for China's Foreign Trade 期刊论文
JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY, 2020, 页码: 17
作者:  Sun, Yuying;  Zhang, Xun;  Wang, Shouyang
收藏  |  浏览/下载：135/0  |  提交时间：2020/06/30
Decomposed and combined models  exports and imports  forecasts  hierarchy  trade structure  
Equilibrium Solutions of Multiperiod Mean-Variance Portfolio Selection 期刊论文
IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 2020, 卷号: 65, 期号: 4, 页码: 1716-1723
作者:  Ni, Yuan-Hua;  Li, Xun;  Zhang, Ji-Feng;  Krstic, Miroslav
收藏  |  浏览/下载：155/0  |  提交时间：2020/05/24
Portfolios  Optimal control  Nickel  Covariance matrices  Optimization  Indexes  Multiperiod mean-variance portfolio selection  stochastic linear-quadratic (LQ) control  time inconsistency  
Attention Matters: An Exploration of Relationship Between Google Search Behaviors and Crude Oil Prices 期刊论文
JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY, 2019, 卷号: 32, 期号: 5, 页码: 1438-1459
作者:  Li Xin;  Zhang Xun;  Wang Shouyang;  Ma Jian
收藏  |  浏览/下载：171/0  |  提交时间：2020/01/10
Asymmetric response  crude oil prices  Google search  investor attention  Markov switching autoregressive model  
Asymmetric pass-through of oil prices to gasoline prices with interval time series modelling 期刊论文
ENERGY ECONOMICS, 2019, 卷号: 78, 页码: 165-173
作者:  Sun, Yuying;  Zhang, Xun;  Hong, Yongmiao;  Wang, Shouyang
收藏  |  浏览/下载：195/0  |  提交时间：2020/01/10
Asymmetry  Crude oil prices  Gasoline prices  Threshold autoregressive interval-valued  regression  Volatility  
attentionmattersanexplorationofrelationshipbetweengooglesearchbehaviorsandcrudeoilprices 期刊论文
系统科学与复杂性学报英文版, 2019, 卷号: 000, 期号: 005, 页码: 1438-1459
作者:  Li Xin;  Zhang Xun;  Wang Shouyang;  Ma Jian
收藏  |  浏览/下载：148/0  |  提交时间：2020/05/24
MIXED EQUILIBRIUM SOLUTION OF TIME-INCONSISTENT STOCHASTIC LINEAR-QUADRATIC PROBLEM 期刊论文
SIAM JOURNAL ON CONTROL AND OPTIMIZATION, 2019, 卷号: 57, 期号: 1, 页码: 533-569
作者:  Ni, Yuan-Hua;  Li, Xun;  Zhang, Ji-Feng;  Krstic, Miroslav
收藏  |  浏览/下载：106/0  |  提交时间：2019/12/13
time inconsistency  stochastic linear-quadratic optimal control  mean-field optimal control  forward-backward stochastic difference equation  equilibrium solution  
How efficient are China's macroeconomic forecasts? Evidences from a new forecasting evaluation approach 期刊论文
ECONOMIC MODELLING, 2018, 卷号: 68, 页码: 506-513
作者:  Sun, Yuying;  Wang, Shouyang;  Zhang, Xun
收藏  |  浏览/下载：150/0  |  提交时间：2018/07/30
Forecast revisions  Macroeconomic forecast  Unbalanced three-dimensional panel data  Surveys  LINEX asymmetric loss function