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Chinese Academy of Sciences Institutional Repositories Grid
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CAS IR Grid
机构
数学与系统科学研究院 [7]
采集方式
OAI收割 [7]
内容类型
期刊论文 [7]
发表日期
2021 [2]
2019 [2]
2016 [1]
2010 [1]
2009 [1]
学科主题
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A New Two-Stage Approach with Boosting and Model Averaging for Interval-Valued Crude Oil Prices Forecasting in Uncertainty Environments
期刊论文
OAI收割
FRONTIERS IN ENERGY RESEARCH, 2021, 卷号: 9, 页码: 11
作者:
Huang, Bai
;
Sun, Yuying
;
Wang, Shouyang
  |  
收藏
  |  
浏览/下载:28/0
  |  
提交时间:2022/04/02
crude oil prices forecasting
forecast combination
interval-valued time series
model averaging
vector L2-boosting
Forecasting crude oil price intervals and return volatility via autoregressive conditional interval models
期刊论文
OAI收割
ECONOMETRIC REVIEWS, 2021, 卷号: 40, 期号: 6, 页码: 584-606
作者:
He, Yanan
;
Han, Ai
;
Hong, Yongmiao
;
Sun, Yuying
;
Wang, Shouyang
  |  
收藏
  |  
浏览/下载:27/0
  |  
提交时间:2021/10/26
ACI model
interval-valued crude oil prices
range
trading strategy
volatility forecast
Attention Matters: An Exploration of Relationship Between Google Search Behaviors and Crude Oil Prices
期刊论文
OAI收割
JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY, 2019, 卷号: 32, 期号: 5, 页码: 1438-1459
作者:
Li Xin
;
Zhang Xun
;
Wang Shouyang
;
Ma Jian
  |  
收藏
  |  
浏览/下载:62/0
  |  
提交时间:2020/01/10
Asymmetric response
crude oil prices
Google search
investor attention
Markov switching autoregressive model
Asymmetric pass-through of oil prices to gasoline prices with interval time series modelling
期刊论文
OAI收割
ENERGY ECONOMICS, 2019, 卷号: 78, 页码: 165-173
作者:
Sun, Yuying
;
Zhang, Xun
;
Hong, Yongmiao
;
Wang, Shouyang
  |  
收藏
  |  
浏览/下载:55/0
  |  
提交时间:2020/01/10
Asymmetry
Crude oil prices
Gasoline prices
Threshold autoregressive interval-valued
regression
Volatility
Analysis of crisis impact on crude oil prices: a new approach with interval time series modelling
期刊论文
OAI收割
QUANTITATIVE FINANCE, 2016, 卷号: 16, 期号: 12, 页码: 1917-1928
作者:
Yang, Wei
;
Han, Ai
;
Hong, Yongmiao
;
Wang, Shouyang
  |  
收藏
  |  
浏览/下载:33/0
  |  
提交时间:2018/07/30
Interval dummy variable
Interval time series
Crisis
Crude oil prices
Speculation index
Range volatility
Global economic activity and crude oil prices: A cointegration analysis
期刊论文
OAI收割
ENERGY ECONOMICS, 2010, 卷号: 32, 期号: 4, 页码: 868-876
作者:
  |  
收藏
  |  
浏览/下载:30/0
  |  
提交时间:2018/07/30
Global economic activity
Crude oil prices
Kilian economic index
Cointegration
ECM
Did speculative activities contribute to high crude oil prices during 1993 to 2008?
期刊论文
OAI收割
JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY, 2009, 卷号: 22, 期号: 4, 页码: 636-646
作者:
Zhang, Xun
;
Lai, Kin Keung
;
Wang, Shouyang
  |  
收藏
  |  
浏览/下载:28/0
  |  
提交时间:2018/07/30
Crude oil prices
Diks-Panchenko test
Hiemstra-Jones test
nonlinear Granger causality test
speculative activities