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期刊论文 [39]
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Artificial bee colony-based combination approach to forecasting agricultural commodity prices
期刊论文
INTERNATIONAL JOURNAL OF FORECASTING, 2022, 卷号: 38, 期号: 1, 页码: 21-34
作者:
Wang, Jue
;
Wang, Zhen
;
Li, Xiang
;
Zhou, Hao
收藏
  |  
浏览/下载:20/0
  |  
提交时间:2022/04/02
Agricultural commodity price
Forecast combination
Semi-heterogeneous combination
Artificial bee colony algorithm
Denoising technique
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
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  |  
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
A New Hybrid VMD-ICSS-BiGRU Approach for Gold Futures Price Forecasting and Algorithmic Trading
期刊论文
IEEE TRANSACTIONS ON COMPUTATIONAL SOCIAL SYSTEMS, 2021, 卷号: 8, 期号: 6, 页码: 1357-1368
作者:
Li, Yuze
;
Wang, Shouyang
;
Wei, Yunjie
;
Zhu, Qing
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  |  
浏览/下载:14/0
  |  
提交时间:2022/04/02
Gold
Forecasting
Autoregressive processes
Predictive models
Signal resolution
Deep learning
Mathematical model
Algorithmic trading
bidirectional gated recurrent unit (BiGRU)
gold futures price forecasting
variational mode decomposition (VMD)
Forecasting the volatility of agricultural commodity futures: The role of co-volatility and oil volatility
期刊论文
JOURNAL OF FORECASTING, 2021
作者:
Marfatia, Hardik A.
;
Ji, Qiang
;
Luo, Jiawen
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  |  
浏览/下载:2/0
  |  
提交时间:2022/02/10
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
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  |  
浏览/下载:38/0
  |  
提交时间:2021/01/16
Macro factors and the realized volatility of commodities: A dynamic network analysis
期刊论文
RESOURCES POLICY, 2020, 卷号: 68
作者:
Hu, Min
;
Zhang, Dayong
;
Ji, Qiang
;
Wei, Lijian
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  |  
浏览/下载:9/0
  |  
提交时间:2021/01/16
Dependency, centrality and dynamic networks for international commodity futures prices
期刊论文
International Review of Economics and Finance, 2020, 期号: 67, 页码: 118-132
作者:
Fei Wu
;
Wan-Li Zhao
;
Qiang Ji
;
Dayong Zhang
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  |  
浏览/下载:21/0
  |  
提交时间:2021/01/17
DOES CHINA'S IRON ORE FUTURES MARKET HAVE PRICE DISCOVERY FUNCTION? ANALYSIS BASED ON VECM AND STATE-SPACE PERSPECTIVE
期刊论文
JOURNAL OF BUSINESS ECONOMICS AND MANAGEMENT, 2019, 卷号: 20, 期号: 6, 页码: 1083-1101
作者:
Ge, Yongbo
;
Cao, Tingting
;
Jiang, Ruchuan
;
Liu, Peide
;
Xie, Hengxin
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  |  
浏览/下载:4/0
  |  
提交时间:2019/12/11
price discovery
iron ore futures
VECM
state-space model
Kalman
filter
dalian commodity exchange
The heterogeneous dependence between global crude oil and Chinese commodity futures markets: evidence from quantile regression.
期刊论文
Applied Economics, 2019, 卷号: Vol.51 No.28, 页码: 3031-3048
作者:
Zhu, HM
;
Duan, R
;
Peng, C
;
Jia, XH
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  |  
浏览/下载:4/0
  |  
提交时间:2019/12/17
commodity futures market
Crude oil
heterogeneous dependence
quantile regression
structural breaks
The heterogeneous dependence between global crude oil and Chinese commodity futures markets: evidence from quantile regression
期刊论文
Applied Economics, 2019, 卷号: Vol.51 No.28, 页码: 3031-3048
作者:
Huiming Zhu
;
Rong Duan
;
Cheng Peng
;
Xianghua Jia
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  |  
浏览/下载:3/0
  |  
提交时间:2019/12/17
Crude oil
commodity futures market
heterogeneous dependence
structural breaks
quantile regression
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