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Co-volatility and asymmetric transmission of risks between the global oil and China's futures markets 期刊论文
ENERGY ECONOMICS, 2022, 卷号: 117
作者:  Luo, Jiawen;  Marfatia, Hardik A.;  Ji, Qiang;  Klein, Tony
收藏  |  浏览/下载:46/0  |  提交时间:2023/05/30
Futures markets  MHAR-CSV model  Co-volatility  Time-varying volatility connectedness  Asymmetric volatility spillover  Commodity markets  
Optimal selection of heterogeneous ensemble strategies of time series forecasting with multi-objective programming 期刊论文
Expert Systems with Applications, 2021, 卷号: 166, 页码: 114091
作者:  Jianping Li;  Jun Hao;  Qianqian Feng;  Xiaolei Sun;  Mingxi Liu
Adobe PDF(1654Kb)  |  收藏  |  浏览/下载:231/0  |  提交时间:2021/01/26
Multi-objective optimization  Ensemble forecasting  Machine learning  Evolutionary algorithm  Baltic Dry Index  
Multi scale interactions between Turkish lira exchange rates and sovereign CDS in Europe and Asia 期刊论文
Applied Economics Letters, 2021, 卷号: 28, 期号: 7, 页码: 599-607
作者:  Chang Liu;  Jianping Li;  Xiaolei Sun;  Jianming Chen
Adobe PDF(1693Kb)  |  收藏  |  浏览/下载:153/1  |  提交时间:2022/03/01
Simulated responses of global rice trade to variations in yield under climate change: Evidence from main rice-producing countries 期刊论文
Journal of Cleaner Production, 2020, 期号: 281, 页码: 124690
作者:  Feng, Wu;  Yihan, Wang;  Yu, Liu;  Yawen, Liu;  Yali, Zhang
Adobe PDF(1160Kb)  |  收藏  |  浏览/下载:156/0  |  提交时间:2021/01/22
Understanding the economic impact of interacting carbon pricing and renewable energy policy in China 期刊论文
REGIONAL ENVIRONMENTAL CHANGE, 2020, 卷号: 20, 期号: 74, 页码: 1-11
作者:  Wu, Jie;  Fan, Ying;  Timilsina, Govinda;  Xia, Yan;  Guo, Renyong
Adobe PDF(664Kb)  |  收藏  |  浏览/下载:154/0  |  提交时间:2021/01/16
Identifying the influential factors of commodity futures prices through a new text mining approach 期刊论文
QUANTITATIVE FINANCE, 2020, 卷号: 20, 期号: 12, 页码: 1967-1981
作者:  Li, Jianping;  Li, Guowen;  Zhu, Xiaoqian;  Yao, Yanzhen
Adobe PDF(2919Kb)  |  收藏  |  浏览/下载:198/0  |  提交时间:2021/01/16
Modelling dynamic dependence and risk spillover between all oil price shocks and stock market returns in the BRICS 期刊论文
International Review of Financial Analysis, 2020, 期号: 68, 页码: 101238
作者:  Qiang Ji;  Bing-Yue Liu;  Wan-Li Zhao;  Ying Fan
Adobe PDF(3218Kb)  |  收藏  |  浏览/下载:148/0  |  提交时间:2021/01/17
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
Risk dependence between energy corporations: A text-based measurement approach 期刊论文
INTERNATIONAL REVIEW OF ECONOMICS & FINANCE, 2020, 期号: 68, 页码: 33-46
作者:  Li, Jingyu;  Li, Jianping;  Zhu, Xiaoqian
Adobe PDF(3998Kb)  |  收藏  |  浏览/下载:164/0  |  提交时间:2021/01/16
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