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On realized volatility of crude oil futures markets: Forecasting with exogenous predictors under structural breaks 期刊论文
ENERGY ECONOMICS, 2020, 卷号: 89
作者:  Luo, Jiawen;  Ji, Qiang;  Klein, Tony;  Todorova, Neda;  Zhang, Dayong
收藏  |  浏览/下载:130/0  |  提交时间:2021/01/16
What drives natural gas prices in the United States? - A directed acyclic graph approach 期刊论文
ENERGY ECONOMICS, 2018, 期号: 69, 页码: 79-88
作者:  Ji, Qiang;  Zhang, Hai-Ying;  Geng, Jiang-Bo
Adobe PDF(789Kb)  |  收藏  |  浏览/下载:300/0  |  提交时间:2018/06/11
Dynamic return-volatility dependence and risk measure of CoVaR in the oil market: A time-varying mixed copula model 期刊论文
ENERGY ECONOMICS, 2017, 期号: 68, 页码: 53-65
作者:  Liu, Bing-Yue;  Ji, Qiang;  Fan, Ying
Adobe PDF(1073Kb)  |  收藏  |  浏览/下载:279/0  |  提交时间:2018/06/11