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Textual sentiment of comments and collapse of P2P platforms : evidence from China's P2P market

Wang, Chao; Zhang, Yue; Zhang, Weiguo; Gong, Xue - In: Research in international business and finance 58 (2021), pp. 1-15

Persistent link: https://www.econbiz.de/10013286279

Predicting energy futures high-frequency volatility using technical indicators : the role of interaction

Gong, Xue; Ye, Xin; Zhang, Weiguo; Zhang, Yue - In: Energy economics 119 (2023), pp. 1-19

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Dynamic spatiotemporal correlation coefficient based on adaptive weight

Mo, Guoli; Tan, Chunzhi; Zhang, Weiguo; Yu, Xuezeng - In: Financial innovation : FIN 9 (2023) 1, pp. 1-43

Risk management is an important aspect of financial research because correlations among financial data are essential in evaluating portfolio risk. Among various correlations, spatiotemporal correlations involve economic entity attributes and are interrelated in space and time. Such correlations...

Persistent link: https://www.econbiz.de/10014288911

Two-stage international portfolio models with higher moment risk measures

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The determinants of cross-border bond risk premia

Ge, Futing; Zhang, Weiguo - In: Journal of international financial markets, … 81 (2022), pp. 1-19

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A new scenario reduction method based on higher-order moments

Zhang, Weiguo; He, Xiaolei - In: INFORMS journal on computing : JOC ; charting new … 34 (2022) 4, pp. 1903-1918

Persistent link: https://www.econbiz.de/10013362483

Robust international portfolio optimization with worst‐case mean‐CVaR

Luan, Fei; Zhang, Weiguo; Liu, Yongjun - In: European journal of operational research : EJOR 303 (2022) 2, pp. 877-890

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COVID‑19 impact on stock markets : a multiscale event analysis perspective

Li, Helong; Xu, Guanglong; Huang, Qin; Ruan, Rubin; … - In: Computational economics 63 (2024) 3, pp. 1191-1212

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Theoretical foundations of efficient ecological economic studies

Zhang, Weiguo - In: Global Ecological Governance and Ecological Economy, (pp. 75-90). 2022

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Examining the impact of rich media on consumer willingness to pay in online stores

Li, Ting; Meshkova, Zornitsa - In: Electronic commerce research and applications 12 (2013) 6, pp. 449-461

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