Modeling futures market risk simultaneously influenced by macro low-frequency information and daily risk factors is a valuable challenge. We propose a new general framework for it based on the flexible GARCH-MIDAS model. It uses a skewed t distribution to describe the asymmetry of long and short...

The shared bicycles had become an important choice for Beijing citizens to travel "the last kilometer" on a daily basis. By replacing buses and cars, sharing bicycles can reduce urban carbon emissions, and only occupy a small area of parking space, thus improving urban land use efficiency. A...