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科研机构
数学与系统科学研究... [88]
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期刊论文 [88]
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2022 [9]
2021 [8]
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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
Financial hedging in two-stage sustainable commodity supply chains
期刊论文
EUROPEAN JOURNAL OF OPERATIONAL RESEARCH, 2022, 卷号: 303, 期号: 2, 页码: 803-818
作者:
Wang, Moran
;
Guo, Xiaolong
;
Wang, Shouyang
收藏
  |  
浏览/下载:9/0
  |  
提交时间:2023/02/07
Risk analysis
Financial hedging
Index-based price contract
Sustainable supply chain management
Competition
Sensitivity-based Conditional Value at Risk (SCVaR): An efficient measurement of credit exposure for options
期刊论文
NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE, 2022, 卷号: 62, 页码: 19
作者:
Shi, Ruoshi
;
Zhao, Yanlong
;
Bao, Ying
;
Peng, Cheng
收藏
  |  
浏览/下载:11/0
  |  
提交时间:2023/02/07
Counterparty credit exposure
VaR
CVaR
Sensitivity
Greeks
How local outbreak of COVID-19 affect the risk of internet public opinion: A Chinese social media case study
期刊论文
TECHNOLOGY IN SOCIETY, 2022, 卷号: 71, 页码: 16
作者:
Liu, Liyi
;
Tu, Yan
;
Zhou, Xiaoyang
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  |  
浏览/下载:15/0
  |  
提交时间:2023/02/07
Internet public opinion
Risk grading
Local outbreak
COVID-19
MCDM
A
SMAA-FAHPSort II
New insights and augmented Lagrangian algorithm for optimal portfolio liquidation with market impact
期刊论文
INTERNATIONAL TRANSACTIONS IN OPERATIONAL RESEARCH, 2022, 页码: 25
作者:
Xu, Fengmin
;
Li, Xuepeng
;
Dai, Yu-Hong
;
Wang, Meihua
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  |  
浏览/下载:9/0
  |  
提交时间:2023/02/07
augmented Lagrangian algorithm
equity and liability
optimal portfolio liquidation
price impact
Using potential variable to study gene-gene and gene-environment interaction effects with genetic model uncertainty
期刊论文
ANNALS OF HUMAN GENETICS, 2022, 页码: 11
作者:
Hu, Xiaonan
;
Meng, Zhen
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  |  
浏览/下载:5/0
  |  
提交时间:2023/02/07
gene-environment interaction
gene-gene interaction
genetic model
potential variable
power
Asset selection based on high frequency Sharpe ratio
期刊论文
JOURNAL OF ECONOMETRICS, 2022, 卷号: 227, 期号: 1, 页码: 168-188
作者:
Wang, Christina Dan
;
Chen, Zhao
;
Lian, Yimin
;
Chen, Min
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  |  
浏览/下载:19/0
  |  
提交时间:2022/04/29
Asset selection
High frequency Sharpe ratio
Ultrahigh dimensional
Serial correlation
Sure screening property
Evaluating influential nodes for the Chinese energy stocks based on jump volatility spillover network
期刊论文
INTERNATIONAL REVIEW OF ECONOMICS & FINANCE, 2022, 卷号: 78, 页码: 81-94
作者:
Huang, Chuangxia
;
Zhao, Xian
;
Deng, Yunke
;
Yang, Xiaoguang
;
Yang, Xin
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  |  
浏览/下载:20/0
  |  
提交时间:2022/04/02
Complex network
Chinese energy stock market
High-frequency data
Jump volatility
Entropy weight TOPSIS
Blockchain competition: The tradeoff between platform stability and efficiency
期刊论文
EUROPEAN JOURNAL OF OPERATIONAL RESEARCH, 2022, 卷号: 296, 期号: 3, 页码: 1084-1097
作者:
Jiang, Shangrong
;
Li, Yuze
;
Wang, Shouyang
;
Zhao, Lin
收藏
  |  
浏览/下载:14/0
  |  
提交时间:2022/04/02
Game theory
Blockchain
Platform competition
Empirical analysis
A novel multiscale forecasting model for crude oil price time series
期刊论文
TECHNOLOGICAL FORECASTING AND SOCIAL CHANGE, 2021, 卷号: 173, 页码: 15
作者:
Li, Ranran
;
Hu, Yucai
;
Heng, Jiani
;
Chen, Xueli
收藏
  |  
浏览/下载:9/0
  |  
提交时间:2022/04/02
Crude oil price forecasting
Decomposition-ensemble method
Support vector machine
Multiscale strategy
Complexity analysis
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