×
验证码:
换一张
忘记密码?
记住我
CORC
首页
科研机构
检索
知识图谱
申请加入
托管服务
登录
注册
在结果中检索
科研机构
厦门大学 [24]
清华大学 [5]
山东大学 [3]
北京大学 [2]
科技战略咨询研究院 [2]
数学与系统科学研究院 [2]
更多...
内容类型
期刊论文 [44]
学位论文 [4]
其他 [3]
会议论文 [1]
研究报告 [1]
发表日期
2022 [1]
2021 [1]
2020 [2]
2019 [2]
2018 [4]
2017 [3]
更多...
学科主题
Artificial... [1]
Computer S... [1]
Informatio... [1]
Interdisci... [1]
Operations... [1]
材料科学与物理化学 [1]
更多...
×
知识图谱
CORC
开始提交
已提交作品
待认领作品
已认领作品
未提交全文
收藏管理
QQ客服
官方微博
反馈留言
浏览/检索结果:
共53条,第1-10条
帮助
已选(
0
)
清除
条数/页:
5
10
15
20
25
30
35
40
45
50
55
60
65
70
75
80
85
90
95
100
排序方式:
请选择
作者升序
作者降序
题名升序
题名降序
发表日期升序
发表日期降序
提交时间升序
提交时间降序
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:0/0
  |  
提交时间:2023/05/30
Futures markets
MHAR-CSV model
Co-volatility
Time-varying volatility connectedness
Asymmetric volatility spillover
Commodity markets
The role of news sentiment in oil futures returns and volatility forecasting: Data-decomposition based deep learning approach
期刊论文
ENERGY ECONOMICS, 2021, 卷号: 95, 页码: 11
作者:
Li, Yuze
;
Jiang, Shangrong
;
Li, Xuerong
;
Wang, Shouyang
收藏
  |  
浏览/下载:26/0
  |  
提交时间:2021/04/26
News sentiment
Returns and volatility forecasting
Variational mode decomposition
Deep learning
Volatility modeling and the asymmetric effect for China's carbon trading pilot market
期刊论文
Physica A: Statistical Mechanics and its Applications, 2020, 页码: 1-11
作者:
Fu Y(傅洋)
;
Zheng ZY(郑泽宇)
收藏
  |  
浏览/下载:149/0
  |  
提交时间:2019/12/30
Carbon emissions
Carbon price behavior
ARMA–EGARCH–SGED process
News impact curve
Asymmetric effect
Backtesting Value-at-Risk
Volatility modeling and the asymmetric effect for China's carbon trading pilot market
期刊论文
Physica A: Statistical Mechanics and its Applications, 2020, 卷号: 542, 页码: 1-11
作者:
Fu Y(傅洋)
;
Zheng ZY(郑泽宇)
收藏
  |  
浏览/下载:5/0
  |  
提交时间:2019/12/30
Carbon emissions
Carbon price behavior
ARMA–EGARCH–SGED process
News impact curve
Asymmetric effect
Backtesting Value-at-Risk
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:44/0
  |  
提交时间:2020/01/10
Asymmetry
Crude oil prices
Gasoline prices
Threshold autoregressive interval-valued
regression
Volatility
Analysing volatility spillover between the oil market and the stock market in oil-importing and oil-exporting countries: Implications on portfolio management
期刊论文
RESOURCES POLICY, 2019, 卷号: 62, 页码: 22-32
作者:
Khalfaoui, Rabeh
;
Sarwar, Suleman
;
Tiwari, Aviral Kumar
收藏
  |  
浏览/下载:6/0
  |  
提交时间:2019/12/11
Volatility spillover
Oil market
Stock markets
Oil-importing and
oil-exporting countries
Portfolio and hedging implications
Symmetric
and asymmetric DCC-GARCH models
Asymmetric volatility spillovers between crude oil and international financial markets
期刊论文
ENERGY ECONOMICS, 2018, 卷号: 74, 页码: 592-604
作者:
Wang, Xunxiao
;
Wu, Chongfeng
收藏
  |  
浏览/下载:3/0
  |  
提交时间:2019/08/22
Volatility spillover
Asymmetry
Oil market
Stock market
VAR
Asymmetric impacts of oil price uncertainty on Chinese stock returns under different market conditions: Evidence from oil volatility index
期刊论文
Energy Economics, 2018, 卷号: 74, 页码: 777-786
作者:
Xiao, Jihong
;
Zhou, Min
;
Wen, Fengming
;
Wen, Fenghua*
收藏
  |  
浏览/下载:9/0
  |  
提交时间:2019/12/03
Oil price uncertainty
Chinese stock market
Oil volatility index
Refined oil pricing reform
Quantile regression
Asymmetric impacts of oil price uncertainty on Chinese stock returns under different market conditions: Evidence from oil volatility index
期刊论文
ENERGY ECONOMICS, 2018, 卷号: Vol.74, 页码: 777-786
作者:
Xiao, JH
;
Zhou, M
;
Wen, FM
;
Wen, FH
收藏
  |  
浏览/下载:10/0
  |  
提交时间:2019/12/26
Oil price uncertainty
Chinese stock market
Oil volatility index
Refined oil pricing reform
Quantile regression
Asymmetric impacts of oil price uncertainty on Chinese stock returns under different market conditions: Evidence from oil volatility index
期刊论文
Energy Economics, 2018, 卷号: 74, 页码: 777-786
作者:
Xiao, Jihong
;
Zhou, Min
;
Wen, Fengming
;
Wen, Fenghua*
收藏
  |  
浏览/下载:4/0
  |  
提交时间:2019/12/28
Oil price uncertainty
Chinese stock market
Oil volatility index
Refined oil pricing reform
Quantile regression
©版权所有 ©2017 CSpace - Powered by
CSpace