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中国科学院科技战略咨询研究院机构知识库
Knowledge Management System of Institutes of Science and Development ,CAS
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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
Authors:
Luo, Jiawen
;
Marfatia, Hardik A.
;
Ji, Qiang
;
Klein, Tony
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Submit date:2023/05/30
Futures markets
MHAR-CSV model
Co-volatility
Time-varying volatility connectedness
Asymmetric volatility spillover
Commodity markets
Countermeasures against economic crisis from COVID-19 pandemic in China: An analysis of effectiveness and trade-offs
期刊论文
STRUCTURAL CHANGE AND ECONOMIC DYNAMICS, 2021, 卷号: 59, 页码: 482
Authors:
Liu, Yawen
;
Cui, Qi
;
Liu, Yu
;
Zhang, Jinzhu
;
Zhou, Meifang
;
Ali, Tariq
;
Yang, Lingyu
;
Feng, Kuishuang
;
Hubacek, Klaus
;
Li, Xinbei
Adobe PDF(1291Kb)
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Submit date:2022/02/10
The impacts of COVID-19 pandemic on China ? s transport sectors based on the CGE model coupled with a decomposition analysis approach
期刊论文
TRANSPORT POLICY, 2021, 卷号: 103, 页码: 103
Authors:
Cui, Qi
;
He, Ling
;
Liu, Yu
;
Zheng, Yanting
;
Wei, Wei
;
Yang, Bo
;
Zhou, Meifang
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Submit date:2022/02/10
基于多元驱动因素的主权CDS利差预测研究
期刊论文
计量经济学报, 2021, 卷号: 1, 期号: 02, 页码: 362-376
Authors:
李建平
;
王军
;
冯倩倩
;
孙晓蕾
Adobe PDF(718Kb)
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Submit date:2022/01/26
主权CDS
主权风险
MIV算法
多元驱动因素
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
Authors:
Jianping Li
;
Jun Hao
;
Qianqian Feng
;
Xiaolei Sun
;
Mingxi Liu
Adobe PDF(1654Kb)
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Submit date:2021/01/26
Multi-objective optimization
Ensemble forecasting
Machine learning
Evolutionary algorithm
Baltic Dry Index
Multi scale interactions between Turkish lira exchange rates and sovereign CDS in Europe and Asia
期刊论文
Applied Economics Letters, 2021, 卷号: 28, 期号: 7, 页码: 599-607
Authors:
Chang Liu
;
Jianping Li
;
Xiaolei Sun
;
Jianming Chen
Adobe PDF(1693Kb)
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Submit date:2022/03/01
Multi-Scale Information Transmission between Commodity Markets: An EMD Based Transfer Entropy Network
期刊论文
Research in International Business and Finance, 2021, 卷号: 55, 期号: 1, 页码: 101318
Authors:
Sun XL(孙晓蕾)
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Submit date: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
Authors:
Li, Jianping
;
Hao, Jun
;
Sun, Xiaolei
;
Feng, Qianqian
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Submit date:2022/02/10
Multi-scale analysis of influencing factors for soybean futures price risk: Adaptive Fourier decomposition mathematical model applied for the case of China
期刊论文
International Journal of Wavelets Multiresolution & Information Processing, 2021, 卷号: 19, 期号: 5, 页码: 2150017
Authors:
Qiwei,Xie
;
Ranran,Liu
;
Jingyu,Li
;
Xiaojiong,Wang
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Submit date:2022/03/01
Simulated responses of global rice trade to variations in yield under climate change: Evidence from main rice-producing countries
期刊论文
Journal of Cleaner Production, 2020, 期号: 281, 页码: 124690
Authors:
Feng, Wu
;
Yihan, Wang
;
Yu, Liu
;
Yawen, Liu
;
Yali, Zhang
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Submit date:2021/01/22