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Multi-scale interactions between economic policy uncertainty and oil prices in time-frequency domains 期刊论文
NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE, 2020, 卷号: 51, 期号: 1, 页码: 100854
作者:  Sun, Xiaolei;  Chen, Xiuwen;  Wang, Jun;  Li, Jianping
Adobe PDF(4928Kb)  |  收藏  |  浏览/下载:136/0  |  提交时间:2021/01/16
A Novel Ensemble Approach for the Forecasting of Energy Demand Based on the Artificial Bee Colony Algorithm 期刊论文
ENERGIES, 2020, 卷号: 13, 页码: 550
作者:  Hao, Jun;  Sun, Xiaolei;  Feng, Qianqian
Adobe PDF(3034Kb)  |  收藏  |  浏览/下载:199/0  |  提交时间:2021/01/16
Tourism companies' risk exposures on text disclosure 期刊论文
Annals of Tourism Research, 2020, 期号: 84, 页码: 102986
作者:  Li, Jianping;  Feng, Yuyao;  Li, Guowen;  Sun, Xiaolei
Adobe PDF(2452Kb)  |  收藏  |  浏览/下载:141/0  |  提交时间:2021/01/17
Financial stress dynamics in China: An interconnectedness perspective 期刊论文
International Review of Economics & Finance, 2020, 卷号: 68, 期号: 7, 页码: 217-238
作者:  Yao, Xiaoyang;  Le, Wei;  Sun, Xiaolei;  Li, Jianping
Adobe PDF(2899Kb)  |  收藏  |  浏览/下载:145/0  |  提交时间:2021/01/17
How does economic policy uncertainty react to oil price shocks? A multi-scale perspective 期刊论文
Applied Economics Letters, 2020, 卷号: 27, 期号: 3, 页码: 188-193
作者:  Chen, Xiuwen;  Sun, Xiaolei;  Li, Jianping
Adobe PDF(1131Kb)  |  收藏  |  浏览/下载:142/1  |  提交时间:2021/01/17
A novel cryptocurrency price trend forecasting model based on LightGBM 期刊论文
FINANCE RESEARCH LETTERS, 2020, 卷号: 32, 期号: 101084, 页码: 1
作者:  Sun Xiaolei;  Liu Mingxi;  Sima Zeqian
Adobe PDF(828Kb)  |  收藏  |  浏览/下载:219/0  |  提交时间:2021/01/16
Cryptocurrency  Trend forecasting  LightGBM  Forecasting performance  
Spillovers among sovereign CDS, stock and commodity markets: A correlation network perspective 期刊论文
INTERNATIONAL REVIEW OF FINANCIAL ANALYSIS, 2020, 卷号: 68, 期号: 3, 页码: 101271
作者:  Sun, Xiaolei;  Wang, Jun;  Yao, Yanzhen;  Li, Jingyu;  Li, Jianping
Adobe PDF(1549Kb)  |  收藏  |  浏览/下载:160/0  |  提交时间:2021/01/16
Assessing the extreme risk spillovers of international commodities on maritime markets: A GARCH-Copula-CoVaR approach 期刊论文
INTERNATIONAL REVIEW OF FINANCIAL ANALYSIS, 2020, 卷号: 68, 期号: 3, 页码: 101453
作者:  Sun, Xiaolei;  Liu, Chang;  Wang, Jun;  Li, Jianping
Adobe PDF(3245Kb)  |  收藏  |  浏览/下载:161/0  |  提交时间:2021/01/16