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Optimal selection of heterogeneous ensemble strategies of time series forecasting with multi-objective programming 期刊论文
Expert Systems with Applications, 2021, 卷号: 166, 页码: 114091
作者:  Jianping Li;  Jun Hao;  Qianqian Feng;  Xiaolei Sun;  Mingxi Liu
Adobe PDF(1654Kb)  |  收藏  |  浏览/下载：228/0  |  提交时间：2021/01/26
Multi-objective optimization  Ensemble forecasting  Machine learning  Evolutionary algorithm  Baltic Dry Index  
The relationship between air pollution, investor attention and stock prices: Evidence from new energy and polluting sectors 期刊论文
Energy Policy, 2021, 卷号: 156, 页码: 112430
作者:  Fengqi Liu;  Yuxin Kang;  Kun Guo;  Xiaolei Sun
Adobe PDF(1097Kb)  |  收藏  |  浏览/下载：176/0  |  提交时间：2022/03/01
Forecasting China's sovereign CDS with a decomposition reconstruction strategy 期刊论文
APPLIED SOFT COMPUTING, 2021, 卷号: 105, 期号: 7, 页码: 107291
作者:  Li, Jianping;  Hao, Jun;  Sun, Xiaolei;  Feng, Qianqian
Adobe PDF(5310Kb)  |  收藏  |  浏览/下载：159/0  |  提交时间：2022/02/10
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, 期号: 1, 页码: 100854
作者:  Sun, Xiaolei;  Chen, Xiuwen;  Wang, Jun;  Li, Jianping
Adobe PDF(4928Kb)  |  收藏  |  浏览/下载：134/0  |  提交时间：2021/01/16
A Novel Ensemble Approach for the Forecasting of Energy Demand Based on the Artificial Bee Colony Algorithm 期刊论文
ENERGIES, 2020, 卷号: 13, 页码: 550
作者:  Hao, Jun;  Sun, Xiaolei;  Feng, Qianqian
Adobe PDF(3034Kb)  |  收藏  |  浏览/下载：196/0  |  提交时间：2021/01/16
Assessing the extreme risk spillovers of international commodities on maritime markets: A GARCH-Copula-CoVaR approach 期刊论文
INTERNATIONAL REVIEW OF FINANCIAL ANALYSIS, 2020, 卷号: 68, 期号: 3, 页码: 101453
作者:  Sun, Xiaolei;  Liu, Chang;  Wang, Jun;  Li, Jianping
Adobe PDF(3245Kb)  |  收藏  |  浏览/下载：158/0  |  提交时间：2021/01/16
不确定性与原油市场的交互影响测度:基于综合集成的多尺度方法论 期刊论文
管理评论, 2020, 卷号: 32, 期号: 07, 页码: 29-40
作者:  冯钰瑶;  刘畅;  孙晓蕾
Adobe PDF(2845Kb)  |  收藏  |  浏览/下载：175/0  |  提交时间：2021/01/16
不确定性  油价  多尺度  小波分析  分位数回归  
Statistical properties of country risk ratings under oil price volatility: Evidence from selected oil-exporting countries 期刊论文
ENERGY POLICY, 2016, 卷号: 92, 期号: 3, 页码: 234-245
作者:  Liu Chang;  Sun Xiaolei;  Chen Jianming;  Li Jianping
Adobe PDF(964Kb)  |  收藏  |  浏览/下载：258/0  |  提交时间：2017/08/30
Risk integration and optimization of oil-importing maritime system: a multi-objective programming approach 期刊论文
ANNALS OF OPERATIONS RESEARCH, 2015, 期号: 234, 页码: 57-76
作者:  Li, Jianping;  Sun, Xiaolei;  Wang, Fei;  Wu, Dengsheng
Adobe PDF(923Kb)  |  收藏  |  浏览/下载：301/0  |  提交时间：2016/09/08
Optimal carbon taxes in carbon-constrained China: A logistic-induced energy economic hybrid model 期刊论文
ENERGY, 2014, 卷号: 68, 期号: 1, 页码: 930-938
作者:  Yang, YY;  Li, JP;  Sun, XL;  Chen, JM
Adobe PDF(1309Kb)  |  收藏  |  浏览/下载：292/0  |  提交时间：2015/07/24