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The relationship between geopolitical risk and crude oil prices: evidence from nonlinear and frequency domain causality tests 期刊论文
SPANISH JOURNAL OF FINANCE AND ACCOUNTING-REVISTA ESPANOLA DE FINANCIACION Y CONTABILIDAD, 2022, 页码: 23
作者:  Jiang, Yong;  Ren, Yi-Shuai;  Yang, Xiao-Guang;  Ma, Chao-Qun;  Weber, Olaf
收藏  |  浏览/下载:16/0  |  提交时间:2023/02/07
Financial Risk Contagion in Stock Markets: Causality and Measurement Aspects 期刊论文
SUSTAINABILITY, 2019, 卷号: 11, 期号: 5
作者:  Xu, Guoxiang
收藏  |  浏览/下载:20/0  |  提交时间:2019/08/22
Econometric testing on linear and nonlinear dynamic relation between stock prices and macroeconomy in China 期刊论文
PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS, 2018, 卷号: 493, 页码: 107-115
作者:  
收藏  |  浏览/下载:22/0  |  提交时间:2018/07/30
The relationship between regional natural gas markets and crude oil markets from a multi-scale nonlinear Granger causality perspective 期刊论文
ENERGY ECONOMICS, 2017, 卷号: 67, 页码: 98-110
作者:  
收藏  |  浏览/下载:3/0  |  提交时间:2019/12/30
Generalized cross-spectral test for nonlinear Granger causality with applications to money–output and price–volume relations 期刊论文
Economic Modelling, 2016, 卷号: Vol.52 Part B, 页码: 661-671
作者:  
收藏  |  浏览/下载:9/0  |  提交时间:2019/12/31
Linear and nonlinear Granger causality investigation between carbon market and crude oil market: A multi-scale approach 期刊论文
ENERGY ECONOMICS, 2015, 卷号: 51, 页码: 300-311
作者:  
收藏  |  浏览/下载:26/0  |  提交时间:2018/07/30
testinglinearandnonlineargrangercausalityincsi300futuresandspotmarketsbasedonnewconceptsofnonlinearpositivenegativespillover 期刊论文
journalofsystemsscienceandcomplexity, 2014, 卷号: 27, 期号: 4, 页码: 729
作者:  
收藏  |  浏览/下载:14/0  |  提交时间:2020/01/10
Testing linear and nonlinear granger causality in CSI300 futures and spot markets based on new concepts of nonlinear positive/negative spillover 期刊论文
JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY, 2014, 卷号: 27, 期号: 4, 页码: 729-742
作者:  
收藏  |  浏览/下载:1/0  |  提交时间:2021/01/14
基于广义交叉谱密度方法的线性和非线性格兰杰因果关系检验 期刊论文
2013
李海奇; 洪永淼; 毛尚熠
收藏  |  浏览/下载:3/0  |  提交时间:2016/05/17
中国与西欧国家股票市场与房地产市场非线性之因果关系 学位论文
2011, 2011
苏志伟
收藏  |  浏览/下载:6/0  |  提交时间:2016/02/14


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