This paper explores the role of speculation and economy fundamentals in the oil market using a two-component GARCH-MIDAS model. Specifically, the authors highlight the different roles played by the changing oil shocks with respect to the short-term and long-term components regarding oil market...

This paper explores the role of speculation and economy fundamentals in the oil market using a two-component GARCH-MIDAS model. Particularly, the authors highlight the different role played by changing oil shocks on short-term and long-term components in terms of oil market volatility. The...

This paper explores the role of speculation and economy fundamentals in the oil market using a two-component GARCH-MIDAS model. Specifically, the authors highlight the different roles played by the changing oil shocks with respect to the short-term and long-term components regarding oil market...

The authors investigate multiplicate relationships between investor attention and gold futures return. The Vector Auto Regression (VAR) estimates demonstrate that investor attention exhibits significant impact on gold futures returns and the effect can be positive or negative depending on how...

In this paper, precise fault location in electrical traction network systems is discussed in the high-frequency domain. Based on the analysis of the equivalent impedance at the measurement terminal, the relationship between the fault distance and the frequency spectrum extreme points of the...

In this paper, methods of fault location are discussed in electrical traction single-end direct power supply network systems. Based on the distributed parameter model of the system, the position of the short-circuit fault can be located with the aid of the current and voltage value at the...

The authors investigate multiplicate relationships between investor attention and gold futures return. The Vector Auto Regression (VAR) estimates demonstrate that investor attention exhibits significant impact on gold futures returns and the effect can be positive or negative depending on how...

This paper investigate the different effect of oil returns on financing investment and operating investment. We find that oil returns negatively affect the financing investment, but positively affect the operating investment. The negative effect on financing investment can last for 1 year, but...