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Forecasting carbon prices based on real-time decomposition and causal temporal convolutional networks
期刊论文
APPLIED ENERGY, 2023, 卷号: 331, 页码: 20
作者:
Li, Dan
;
Li, Yijun
;
Wang, Chaoqun
;
Chen, Min
;
Wu, Qi
收藏
  |  
浏览/下载:26/0
  |  
提交时间:2023/02/07
Carbon price forecast
Granger forecast
Real-time decomposition
Neural Granger causality
Causal temporal convolutional network
Market volatility, market skewness, and the cross-section of expected returns in Chinese equity markets
期刊论文
APPLIED ECONOMICS, 2022, 页码: 17
作者:
Liu, Qing
;
Wang, Shouyang
;
Sui, Cong
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  |  
浏览/下载:16/0
  |  
提交时间:2023/02/07
Volatility risk
risk-neutral skewness
options
cross-sectional regression
asymmetry
Oil price shocks, investor sentiment, and asset pricing anomalies in the oil and gas industry
期刊论文
INTERNATIONAL REVIEW OF FINANCIAL ANALYSIS, 2020, 卷号: 70
作者:
Zhu, Zhaobo
;
Ji, Qiang
;
Sun, Licheng
;
Zhai, Pengxiang
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  |  
浏览/下载:23/0
  |  
提交时间:2021/01/16
Option pricing based on a regime switching dividend process
期刊论文
COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 2019
作者:
Yan, HuaHui
;
Chen, Qihong
;
Shu, HuiSheng
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  |  
浏览/下载:24/0
  |  
提交时间:2019/08/22
Option pricing
hidden Markov chain
discrete dividend
regime switching
jump diffusion model
Market inefficiencies associated with pricing oil stocks during shocks
期刊论文
ENERGY ECONOMICS, 2019, 卷号: 81, 页码: 661-671
作者:
Qiao, Kenan
;
Sun, Yuying
;
Wang, Shouyang
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  |  
浏览/下载:39/0
  |  
提交时间:2020/01/10
Crude oil shocks
Interval-valued factor pricing models
Market efficiency
Oil stocks
Quantile regression
When Auditors Say 'No,' Does the Market Listen?
期刊论文
EUROPEAN ACCOUNTING REVIEW, 2019
作者:
Chen, Shimin
;
Hu, Bingbing
;
Wu, Donghui
;
Zhao, Ziye
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  |  
浏览/下载:28/0
  |  
提交时间:2019/08/22
Audit modifications
Information content
Capital market efficiency
Sentiment Dispersion and Asset Pricing Error: Evidence from the Chinese Stock Market
期刊论文
Emerging Markets Finance and Trade, 2019
作者:
Xiong, X.
;
Han, J.
;
Feng, X.
;
An, Y.
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  |  
浏览/下载:2/0
  |  
提交时间:2019/11/21
Heterogeneous investors
pricing error
sentiment dispersion
Bayesian statistical inference for European options with stock liquidity
期刊论文
PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS, 2019, 卷号: Vol.518, 页码: 312-322
作者:
Gao, R
;
Li, YQ
;
Lin, LS
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浏览/下载:2/0
  |  
提交时间:2019/12/13
Option pricing
Stock liquidity
Bayesian statistical method
Metropolis-within-Gibbs algorithm
Bayesian statistical inference for European options with stock liquidity.
期刊论文
Physica A, 2019, 卷号: Vol.518, 页码: 312-322
作者:
Gao, R
;
Li, YQ
;
Lin, LS
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  |  
浏览/下载:7/0
  |  
提交时间:2019/12/13
Bayesian statistical method
Metropolis-within-Gibbs algorithm
Option pricing
Stock liquidity
Bayesian statistical inference for European options with stock liquidity.
期刊论文
Physica A, 2019, 卷号: Vol.518, 页码: 312-322
作者:
Gao, Rui
;
Li, Yaqiong
;
Lin, Lisha
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  |  
浏览/下载:12/0
  |  
提交时间:2019/12/17
Bayesian statistical method
Metropolis-within-Gibbs algorithm
Option pricing
Stock liquidity
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