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期刊论文 [17]
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The heterogeneous dependence between global crude oil and Chinese commodity futures markets: evidence from quantile regression.
期刊论文
Applied Economics, 2019, 卷号: Vol.51 No.28, 页码: 3031-3048
作者:
Zhu, HM
;
Duan, R
;
Peng, C
;
Jia, XH
收藏
  |  
浏览/下载:4/0
  |  
提交时间:2019/12/17
commodity futures market
Crude oil
heterogeneous dependence
quantile regression
structural breaks
The heterogeneous dependence between global crude oil and Chinese commodity futures markets: evidence from quantile regression
期刊论文
Applied Economics, 2019, 卷号: Vol.51 No.28, 页码: 3031-3048
作者:
Huiming Zhu
;
Rong Duan
;
Cheng Peng
;
Xianghua Jia
收藏
  |  
浏览/下载:3/0
  |  
提交时间:2019/12/17
Crude oil
commodity futures market
heterogeneous dependence
structural breaks
quantile regression
Do shale gas and oil productions move in convergence? An investigation using unit root tests with structural breaks
期刊论文
2019, 卷号: 77, 页码: 21-33
作者:
Hu, Haiqing
;
Wei, Wei
;
Chang, Chun-Ping
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  |  
浏览/下载:2/0
  |  
提交时间:2019/12/20
Shale gas
Shale oil
Natural gas
Structural breaks
Time-Varying Volatility Feedback of Energy Prices: Evidence from Crude Oil, Petroleum Products, and Natural Gas Using a TVP-SVM Model
期刊论文
SUSTAINABILITY, 2018, 卷号: 10, 期号: 12, 页码: 17
作者:
Jiang, Yong
;
Ma, Chao-Qun
;
Yang, Xiao-Guang
;
Ren, Yi-Shuai
收藏
  |  
浏览/下载:22/0
  |  
提交时间:2019/03/05
crude oil
natural gas
petroleum product
structural breaks
time-varying volatility feedback
TVP-SVM model
Interaction between oil and US dollar exchange rate: nonlinear causality, time-varying influence and structural breaks in volatility
期刊论文
Applied Economics, 2018, 卷号: 50, 期号: 3, 页码: 319-334
作者:
Wen, Fenghua
;
Xiao, Jihong
;
Huang, Chuangxia
;
Xia, Xiaohua*
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  |  
浏览/下载:16/0
  |  
提交时间:2019/12/03
Crude oil prices
US dollar exchange rate
nonlinear Granger causality
time-varying influence
structural breaks in volatility
On the dynamics of sovereign debt in China: Sustainability and structural change
期刊论文
ECONOMIC MODELLING, 2018, 卷号: 68, 页码: 356-359
作者:
Cuestas, Juan Carlos
;
Regis, Paulo Jose
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  |  
浏览/下载:2/0
  |  
提交时间:2019/11/26
Public debt
Structural breaks
Nonlinearities
Sustainability
Time-Varying Volatility Feedback of Energy Prices: Evidence from Crude Oil, Petroleum Products, and Natural Gas Using a TVP-SVM Model
期刊论文
SUSTAINABILITY, 2018, 卷号: Vol.10 No.12
作者:
Jiang, Y
;
Ma, CQ
;
Yang, XG
;
Ren, YS
收藏
  |  
浏览/下载:9/0
  |  
提交时间:2019/12/26
crude oil
natural gas
petroleum product
structural breaks
time-varying volatility feedback
TVP-SVM model
Time-Varying Volatility Feedback of Energy Prices: Evidence from Crude Oil, Petroleum Products, and Natural Gas Using a TVP-SVM Model.
期刊论文
Sustainability, 2018, 卷号: Vol.10 No.12, 页码: 4705
作者:
Jiang, Yong
;
Ma, Chao-Qun
;
Yang, Xiao-Guang
;
Ren, Yi-Shuai
收藏
  |  
浏览/下载:6/0
  |  
提交时间:2019/12/26
crude oil
natural gas
petroleum product
structural breaks
time-varying volatility feedback
TVP-SVM model
Time-Varying Volatility Feedback of Energy Prices: Evidence from Crude Oil, Petroleum Products, and Natural Gas Using a TVP-SVM Model
期刊论文
Sustainability, 2018, 卷号: Vol.10 No.12, 页码: 4705
作者:
Yong Jiang
;
Chao-Qun Ma
;
Xiao-Guang Yang
;
Yi-Shuai Ren
收藏
  |  
浏览/下载:5/0
  |  
提交时间:2019/12/26
crude
oil
natural
gas
petroleum
product
structural
breaks
time-varying
volatility
feedback
TVP-SVM
model
Forecasting the volatility of crude oil futures using HAR-type models with structural breaks
期刊论文
Energy Economics, 2016, 卷号: 59, 页码: 400-413
作者:
Wen, Fenghua
;
Gong, Xu
;
Cai, Shenghua*
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  |  
浏览/下载:3/0
  |  
提交时间:2019/12/03
C53
G17
Q41
Q47
Volatility forecasting
Realized volatility
HAR-RV model
Structural breaks
PROMETHEE II method
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