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浏览/检索结果: 共6条，第1-6条 帮助 限定条件 发表日期：2019     已选(0)清除 条数/页：5101520253035404550556065707580859095100   排序方式：请选择作者升序作者降序题名升序题名降序发表日期升序发表日期降序提交时间升序提交时间降序 Impact of oil price fluctuations on tanker maritime network structure and traffic flow changes 期刊论文 APPLIED ENERGY, 2019, 卷号: 237, 页码: 390-403 作者:  Yu, Hongchu;  Fang, Zhixiang;  Lu, Feng;  Murray, Alan T.;  Zhang, Hengcai 收藏  |  浏览/下载：58/0  |  提交时间：2019/05/22 Oil price  Maritime network structure  Traffic flow changes  Automatic identification system  Granger causality test  Vector autoregressive method   Heterogeneous Causal Relationships between Spot and Futures Oil Prices: Evidence from Quantile Causality Analysis. 期刊论文 Sustainability, 2019, 卷号: Vol.11 No.5, 页码: 1359 作者:  Su, Xianfang;  Zhu, Huiming;  Yang, Xinxia 收藏  |  浏览/下载：6/0  |  提交时间：2019/12/13 crude oil market  futures price  heterogeneous relationship  quantile causality test   Heterogeneous Causal Relationships between Spot and Futures Oil Prices: Evidence from Quantile Causality Analysis 期刊论文 SUSTAINABILITY, 2019, 卷号: Vol.11 No.5 作者:  Su, XF;  Zhu, HM;  Yang, XX 收藏  |  浏览/下载：17/0  |  提交时间：2019/12/17 crude oil market  futures price  heterogeneous relationship  quantile causality test   Heterogeneous Causal Relationships between Spot and Futures Oil Prices: Evidence from Quantile Causality Analysis 期刊论文 SUSTAINABILITY, 2019, 卷号: Vol.11 No.5 作者:  Su, XF;  Zhu, HM;  Yang, XX 收藏  |  浏览/下载：5/0  |  提交时间：2019/12/17 crude oil market  futures price  heterogeneous relationship  quantile causality test   The optimal hedge strategy of crude oil spot and futures markets: Evidence from a novel method 期刊论文 International Journal of Finance & Economics, 2019, 卷号: Vol.24 No.1, 页码: 186-203 作者:  Lu‐Tao Zhao;  Ya Meng;  Yue‐Jun Zhang;  Yun‐Tao Li 收藏  |  浏览/下载：14/0  |  提交时间：2019/12/13 copula  EVT  FIGARCH  model  oil  price  optimal  hedge  ratio  VaR   The optimal hedge strategy of crude oil spot and futures markets: Evidence from a novel method 期刊论文 INTERNATIONAL JOURNAL OF FINANCE & ECONOMICS, 2019, 卷号: Vol.24 No.1, 页码: 186-203 作者:  Zhao, LT;  Meng, Y;  Zhang, YJ;  Li, YT 收藏  |  浏览/下载：3/0  |  提交时间：2019/12/17 copula  EVT  FIGARCH model  oil price  optimal hedge ratio  VaR