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厦门大学 [12]
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数学与系统科学研究院 [6]
上海财经大学 [5]
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期刊论文 [33]
会议论文 [4]
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The relationship between geopolitical risk and crude oil prices: evidence from nonlinear and frequency domain causality tests
期刊论文
SPANISH JOURNAL OF FINANCE AND ACCOUNTING-REVISTA ESPANOLA DE FINANCIACION Y CONTABILIDAD, 2022, 页码: 23
作者:
Jiang, Yong
;
Ren, Yi-Shuai
;
Yang, Xiao-Guang
;
Ma, Chao-Qun
;
Weber, Olaf
收藏
  |  
浏览/下载:13/0
  |  
提交时间:2023/02/07
Geopolitical risk
oil prices
nonlinear analysis
Granger causality
frequency domain
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
作者:
Sun, Xiaolei
;
Chen, Xiuwen
;
Wang, Jun
;
Li, Jianping
收藏
  |  
浏览/下载:22/0
  |  
提交时间:2021/01/16
Financial Integration in Asia: A Systemic View on Currency Markets*
期刊论文
ASIAN ECONOMIC PAPERS, 2020, 卷号: 19
作者:
Zhang, Dayong
;
Zhao, Wanli
;
Wu, Fei
;
Ji, Qiang
收藏
  |  
浏览/下载:5/0
  |  
提交时间:2021/01/16
Simulated glacier responses to temperature and precipitation trends in a snowmelt-dominated river basin
期刊论文
ECOLOGICAL INDICATORS, 2019, 卷号: 106, 页码: 12
作者:
Liu, Shidong
;
Zhang, Jianjun
;
Zhang, Jie
;
Wang, Ke
;
Wu, Xia
收藏
  |  
浏览/下载:5/0
  |  
提交时间:2020/05/19
Glacier reserves
Climate change
Hysteretic effect
Granger causality tests
Tianshan Mountains
Financial Risk Contagion in Stock Markets: Causality and Measurement Aspects
期刊论文
SUSTAINABILITY, 2019, 卷号: 11, 期号: 5
作者:
Xu, Guoxiang
;
Gao, Wangfeng
收藏
  |  
浏览/下载:20/0
  |  
提交时间:2019/08/22
risk contagion
stock market
nonlinear causality test
Markov state transition
dynamic Copula
financial sustainability
Urbanization, economic growth, energy consumption, and CO2 emissions: Empirical evidence from countries with different income levels
期刊论文
RENEWABLE & SUSTAINABLE ENERGY REVIEWS, 2018, 卷号: 81, 页码: 2144-2159
作者:
Wang, Shaojian
;
Li, Guangdong
;
Fang, Chuanglin
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  |  
浏览/下载:17/0
  |  
提交时间:2019/05/30
Urbanization
Economic growth
Energy consumption
CO2 emissions
Panel causality
Income level countries
Structural Break, Stock Prices of Clean Energy Firms and Carbon Market
会议论文
作者:
Wang, Yubao
;
Cai, Junyu
收藏
  |  
浏览/下载:6/0
  |  
提交时间:2019/11/19
Carbon markets
Causal relationships
Causality test
Granger causality test
Nonstationary
Stock indices
Structural break
Unit root tests
returnandvolatilityspilloverseffectsstudyofasianemergingstockmarkets
期刊论文
journalofsystemsscienceandinformation, 2018, 卷号: 6, 期号: 2, 页码: 97
作者:
Roni Bhowmik
;
Abbas Ghulam
收藏
  |  
浏览/下载:25/0
  |  
提交时间:2020/01/10
The nexus between military expenditures and economic growth in the BRICS and the US: an empirical note
期刊论文
DEFENCE AND PEACE ECONOMICS, 2017, 卷号: 28, 期号: 5, 页码: 609-620
作者:
Zhong, Ming
;
Chang, Tsangyao
;
Goswami, Samrat
;
Gupta, Rangan
;
Lou, Tien-Wei
收藏
  |  
浏览/下载:5/0
  |  
提交时间:2019/08/22
Military expenditures
Economic growth
Bootstrap panel granger causality test
BRICS countries
P2P Loans and bank loans, the chicken and the egg, what causes what?: further evidence from a bootstrap panel granger causality test
期刊论文
APPLIED ECONOMICS LETTERS, 2017, 卷号: 24, 页码: 1358-1362
作者:
Zhang, Zan[1]
;
Hung, Ken[2]
;
Chang, Tsangyao[3]
收藏
  |  
浏览/下载:3/0
  |  
提交时间:2019/04/24
P2P Loan
bank loan
bootstrap panel Granger causality test
slope and homogeneous tests
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