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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
Authors:  Liu, Bing-Yue;  Ji, Qiang;  Fan, Ying
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How regional natural gas markets have reacted to oil price shocks before and since the shale gas revolution: A multi-scale perspective 期刊论文
JOURNAL OF NATURAL GAS SCIENCE AND ENGINEERING, 2016, 卷号: 36, 期号: 5, 页码: 734-746
Authors:  Geng Jiang Bo;  Ji Qiang;  Fan Ying
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Overseas oil investment projects under uncertainty: How to make informed decisions? 期刊论文
JOURNAL OF POLICY MODELING, 2015, 期号: 37, 页码: 742-762
Authors:  Zhu, Lei;  Zhang, ZhongXiang;  Fan, Ying
Adobe PDF(1006Kb)  |  Favorite  |  View/Download:66/0  |  Submit date: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
Authors:  Ji, Qiang;  Guo, Jian-Feng
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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
Authors:  Ji, Qiang;  Guo, Jian-Feng
Adobe PDF(864Kb)  |  Favorite  |  View/Download:61/0  |  Submit date:2016/09/12
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
Authors:  Zhu, Xiaoqian;  Xie, Yongjia;  Li, Jianping;  Wu, Dengsheng
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Nonlinear Problems: Mathematical Modeling, Analyzing, and Computing for Finance 期刊论文
MATHEMATICAL PROBLEMS IN ENGINEERING, 2014, 期号: 802031, 页码: 1-2
Authors:  Huang, CX;  Wen, FH;  Li, JP;  Lin, XD;  北京8712信箱
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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
Authors:  Li, JP;  Zhu, XQ;  Chen, JM;  Gao, LJ;  Feng, JC;  Wu, DS;  Sun, XL;  北京8712信箱
Adobe PDF(1972Kb)  |  Favorite  |  View/Download:103/0  |  Submit date:2016/09/19
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
Authors:  Ji, Q;  Fan, Y
Adobe PDF(376Kb)  |  Favorite  |  View/Download:374/7  |  Submit date:2012/11/12
Crude Oil Market  Non-energy Commodity Market  Volatility Spillover  Dynamic Correlation  
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
Authors:  Tang, L;  Yu, LA;  Wang, S;  Li, JP;  Wang, SY
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Nuclear Energy Consumption Forecasting  Hybrid Ensemble Learning Paradigm  Ensemble Empirical Mode Decomposition