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Sparsity analysis of energy price forecasting

Chen, Shi - In: Econometric measures of financial risk in high dimensions, (pp. 37-62). 2017

Persistent link: https://www.econbiz.de/10011913345

Inflation co-movement across countries in multi-maturity term structure: an arbitrage-free approach

Chen, Shi - In: Econometric measures of financial risk in high dimensions, (pp. 63-89). 2017

Persistent link: https://www.econbiz.de/10011913346

The common and specific components of inflation expectations across European countries

Chen, Shi; Härdle, Wolfgang; Wang, Weining - In: Empirical economics : a quarterly journal of the … 62 (2022) 2, pp. 553-580

Persistent link: https://www.econbiz.de/10012819484

Discount schemes for the preemptible service of a cloud platform with unutilized capacity

Chen, Shi; Moinzadeh, Kamran; Tan, Yong - In: Information systems research : ISR 32 (2021) 3, pp. 967-986

Persistent link: https://www.econbiz.de/10012669899

High-dimensional statistical learning techniques for time-varying limit order book networks

Chen, Shi; Härdle, Wolfgang; Schienle, Melanie - 2021

This paper provides statistical learning techniques for determining the full own-price market impact and the relevance and effect of cross-price and cross-asset spillover channels from intraday transactions data. The novel tools allow extracting comprehensive information contained in the limit...

Persistent link: https://www.econbiz.de/10012614016

When to lock the volatile input price? : procurement of commodity components under different pricing schemes

Chen, Shi; Lei, Junfei; Moinzadeh, Kamran - In: Manufacturing & service operations management : M & SOM 24 (2022) 2, pp. 1183-1201

Persistent link: https://www.econbiz.de/10013258794

High-dimensional Statistical Learning Techniques for Time-varying Limit Order Book Networks

Chen, Shi; Härdle, Wolfgang; Schienle, Melanie - 2021

Persistent link: https://www.econbiz.de/10013246745

Mitigating free riding in social networks : the impact of underestimating others' ability in financial market

Ding, Jing; Fang, Libing; Chen, Shi - In: International review of economics & finance : IREF 70 (2020), pp. 582-599

Persistent link: https://www.econbiz.de/10012486838

Incentive alignment and coordination of project supply chains

Chen, Shi; Lee, Hau Leung - In: Management science : journal of the Institute for … 63 (2017) 4, pp. 1011-1025

Persistent link: https://www.econbiz.de/10011672796

Inventory control and delivery time quotation for assembly supply chains

Chen, Shi; Moinzadeh, Kamran - In: Operations research 66 (2018) 4, pp. 1004-1022

Persistent link: https://www.econbiz.de/10011916646

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