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Change point detection for subprime crisis in American banking: From the perspective of risk dependence 期刊论文
INTERNATIONAL REVIEW OF ECONOMICS & FINANCE, 2015, 期号: 38, 页码: 18-28
作者:  Zhu, Xiaoqian;  Xie, Yongjia;  Li, Jianping;  Wu, Dengsheng
Adobe PDF(1085Kb)  |  收藏  |  浏览/下载:277/0  |  提交时间:2016/09/08
Dynamic integration of world oil prices: A reinvestigation of globalisation vs. regionalisation 期刊论文
APPLIED ENERGY, 2015, 期号: 155, 页码: 171-180
作者:  Ji, Qiang;  Fan, Ying
Adobe PDF(766Kb)  |  收藏  |  浏览/下载:354/0  |  提交时间:2016/09/12
Market interdependence among commodity prices based on information transmission on the Internet 期刊论文
PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS, 2015, 期号: 426, 页码: 35-44
作者:  Ji, Qiang;  Guo, Jian-Feng
Adobe PDF(864Kb)  |  收藏  |  浏览/下载:195/0  |  提交时间:2016/09/12
Oil price volatility and oil-related events: An Internet concern study perspective 期刊论文
APPLIED ENERGY, 2015, 期号: 137, 页码: 256-264
作者:  Ji, Qiang;  Guo, Jian-Feng
Adobe PDF(910Kb)  |  收藏  |  浏览/下载:269/0  |  提交时间:2016/09/12
系统性风险动态特征与国家风险评级差异性 期刊论文
管理科学学报, 2014, 期号: 11, 页码: 57-68
作者:  孙晓蕾;  杨玉英;  李建平
Adobe PDF(677Kb)  |  收藏  |  浏览/下载:399/1  |  提交时间:2015/07/08
Operational Risk Aggregation across Business Lines Based on Frequency Dependence and Loss Dependence 期刊论文
MATHEMATICAL PROBLEMS IN ENGINEERING, 2014, 期号: 404208, 页码: 1-8
作者:  Li, JP;  Zhu, XQ;  Chen, JM;  Gao, LJ;  Feng, JC;  Wu, DS;  Sun, XL;  北京8712信箱
Adobe PDF(1972Kb)  |  收藏  |  浏览/下载:311/0  |  提交时间:2016/09/19
Urbanization, Economic Development and Environmental Change 期刊论文
SUSTAINABILITY, 2014, 期号: 6, 页码: 5143-5161
作者:  Li, SS;  Ma, Y;  北京8712信箱
Adobe PDF(1303Kb)  |  收藏  |  浏览/下载:177/0  |  提交时间:2016/09/19
A novel hybrid ensemble learning paradigm for nuclear energy consumption forecasting 期刊论文
APPLIED ENERGY, 2012, 卷号: 93, 期号: 1, 页码: 12,432-443
作者:  Tang, L;  Yu, LA;  Wang, S;  Li, JP;  Wang, SY
Adobe PDF(913Kb)  |  收藏  |  浏览/下载:660/7  |  提交时间:2012/11/12
Nuclear Energy Consumption Forecasting  Hybrid Ensemble Learning Paradigm  Ensemble Empirical Mode Decomposition  
An integrated risk measurement and optimization model for trustworthy software process management 期刊论文
INFORMATION SCIENCES, 2012, 卷号: 191, 页码: 14,47-60
作者:  Li, JP;  Li, ML;  Wu, DS;  Song, H
Adobe PDF(1084Kb)  |  收藏  |  浏览/下载:499/4  |  提交时间:2012/11/12
Risk Integration  Trustworthy Software  Process Risk Measurement  Risk Control Optimization  Bayesian Network Learning  
How does oil price volatility affect non-energy commodity markets? 期刊论文
APPLIED ENERGY, 2012, 卷号: 89, 期号: 1, 页码: 8,273-280
作者:  Ji, Q;  Fan, Y
Adobe PDF(376Kb)  |  收藏  |  浏览/下载:873/7  |  提交时间:2012/11/12
Crude Oil Market  Non-energy Commodity Market  Volatility Spillover  Dynamic Correlation