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Analyzing the Stock Volatility Spillovers in Chinese Financial and Economic Sectors
期刊论文
IEEE TRANSACTIONS ON COMPUTATIONAL SOCIAL SYSTEMS, 2023, 卷号: 10, 期号: 1, 页码: 269-284
作者:
Li, Jingyu
;
Cheng, Lu
;
Zheng, Xiaolong
;
Wang, Fei-Yue
收藏
  |  
浏览/下载:3/0
  |  
提交时间:2023/11/17
COVID-19
financial and economic system
network analysis
stock volatility spillover
variational mode decomposition (VMD)
Carbon price prediction considering climate change: A text-based framework
期刊论文
ECONOMIC ANALYSIS AND POLICY, 2022, 卷号: 74, 页码: 382-401
作者:
Xie, Qiwei
;
Hao, Jingjing
;
Li, Jingyu
;
Zheng, Xiaolong
收藏
  |  
浏览/下载:34/0
  |  
提交时间:2022/07/25
Carbon price prediction
Text mining
Climate change
Long short-term memory (LSTM)
Random forest (RF)
Volatility communicator or receiver? Investigating volatility spillover mechanisms among Bitcoin and other financial markets
期刊论文
RESEARCH IN INTERNATIONAL BUSINESS AND FINANCE, 2022, 卷号: 59, 页码: 14
作者:
Jiang, Shangrong
;
Li, Yuze
;
Lu, Quanying
;
Wang, Shouyang
;
Wei, Yunjie
收藏
  |  
浏览/下载:15/0
  |  
提交时间:2022/04/02
Volatility spillover
Financial property
TVP-VAR model
Variational mode decomposition
Hypotheses testing
Energy market reforms in China and the time-varying connectedness of domestic and international markets
期刊论文
ENERGY ECONOMICS, 2022, 卷号: 117
作者:
Wang, Tiantian
;
Wu, Fei
;
Zhang, Dayong
;
Ji, Qiang
收藏
  |  
浏览/下载:2/0
  |  
提交时间:2023/05/30
China
Energy market reform
Energy transition
Spillovers
Time-varying
Complex risk contagions among large international energy firms: A multi-layer network analysis
期刊论文
ENERGY ECONOMICS, 2022, 卷号: 114
作者:
Wu, Fei
;
Xiao, Xuanqi
;
Zhou, Xinyu
;
Zhang, Dayong
;
Ji, Qiang
收藏
  |  
浏览/下载:3/0
  |  
提交时间:2023/05/30
Energy firms
Multi-layer network
Risk contagions
Time-varying
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
The return and volatility nexus among stock market and macroeconomic fundamentals for China
期刊论文
PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS, 2019, 卷号: 526, 页码: 16
作者:
Abbas, Ghulam
;
Bashir, Usman
;
Wang, Shouyang
;
Zebende, Gilney Figueira
;
Ishfaq, Muhammad
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  |  
浏览/下载:18/0
  |  
提交时间:2020/01/10
Returns
Volatility
Macroeconomic variables
Generalized VAR
China
Volatility spillovers and hedging: Evidence from Asian oil-importing countries
期刊论文
RESOURCES POLICY, 2019, 卷号: 61, 页码: 479-488
作者:
Sarwar, Suleman
;
Khalfaoui, Rabeh
;
Waheed, Rida
;
Dastgerdi, Hamidreza Ghorbani
收藏
  |  
浏览/下载:3/0
  |  
提交时间:2019/12/11
Stock market returns
Oil prices
Volatility spillover
Portfolio
Hedge
ratio
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
Volatility spillovers and hedging: Evidence from Asian oil-importing countries
期刊论文
Resources Policy, 2018
作者:
Sarwar S.
;
Khalfaoui R.
;
Waheed R.
;
Dastgerdi H.G.
收藏
  |  
浏览/下载:7/0
  |  
提交时间:2019/12/11
Hedge ratio
Oil prices
Portfolio
Stock market returns
Volatility spillover
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