CORC

浏览/检索结果: 共6条,第1-6条 帮助

已选(0)清除 条数/页:   排序方式:
Forecasting carbon prices based on real-time decomposition and causal temporal convolutional networks 期刊论文
APPLIED ENERGY, 2023, 卷号: 331, 页码: 20
作者:  Li, Dan;  Li, Yijun;  Wang, Chaoqun;  Chen, Min;  Wu, Qi
收藏  |  浏览/下载:21/0  |  提交时间:2023/02/07
Risk spillover of international crude oil to China's firms: Evidence from granger causality across quantile. 期刊论文
Energy Economics, 2018, 卷号: Vol.72, 页码: 188-199
作者:  Peng, Cheng;  Zhu, Huiming;  Guo, Yawei;  Chen, Xiuyun
收藏  |  浏览/下载:2/0  |  提交时间:2019/12/26
Twitter's daily happiness sentiment and the predictability of stock returns 期刊论文
FINANCE RESEARCH LETTERS, 2017, 卷号: 23, 页码: 58-64
作者:  You, Wanhai;  Guo, Yawei;  Peng, Cheng
收藏  |  浏览/下载:5/0  |  提交时间:2019/11/21
Twitter's daily happiness sentiment and the predictability of stock returns 期刊论文
Finance Research Letters, 2017, 卷号: Vol.23, 页码: 58-64
作者:  You, WH;  Guo, YW;  Peng, C
收藏  |  浏览/下载:3/0  |  提交时间:2019/12/31
Crude oil and stock markets: Causal relationships in tails? 期刊论文
ENERGY ECONOMICS, 2016, 卷号: 59, 页码: 58-69
作者:  Ding, Haoyuan;  Kim, Hyung-Gun;  Park, Sung Y.
收藏  |  浏览/下载:2/0  |  提交时间:2019/08/22
Do net positions in the futures market cause spot prices of crude oil? 期刊论文
ECONOMIC MODELLING, 2014, 卷号: 41, 页码: 177-190
作者:  Ding, Haoyuan;  Kim, Hyung-Gun;  Park, Sung Y.
收藏  |  浏览/下载:3/0  |  提交时间:2019/08/22


©版权所有 ©2017 CSpace - Powered by CSpace