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The importance of extreme shock : examining the effect of investor sentiment on the crude oil futures market

Wang, Lu; Ma, Feng; Niu, Tianjiao; Liang, Chao - In: Energy economics 99 (2021), pp. 1-14

Persistent link: https://www.econbiz.de/10012939414

Forecasting crude oil volatility with geopolitical risk : do time-varying switching probabilities play a role?

Wang, Lu; Ma, Feng; Hao, Jianyang; Gao, Xinxin - In: International review of financial analysis 76 (2021), pp. 1-12

Persistent link: https://www.econbiz.de/10012804675

Geopolitical risk uncertainty and oil future volatility : evidence from MIDAS models

Mei, Dexiang; Ma, Feng; Liao, Yin; Wang, Lu - In: Energy economics 86 (2020), pp. 1-8

Persistent link: https://www.econbiz.de/10012511406

Directly pricing VIX futures with observable dynamic jumps based on high-frequency VIX

Jiang, Gongyue; Qiao, Gaoxiu; Ma, Feng; Wang, Lu - In: The journal of futures markets 42 (2022) 8, pp. 1518-1548

Persistent link: https://www.econbiz.de/10013288000

Prediction of Crude Oil Prices in a Mixed-Frequency Data-Rich Condition : New Evidence from the LASSO-MIDAS Model

Hao, Jianyang; wang, lu; Wahab, M.I.M; Ma, Feng - 2022

In a data-rich environment, few studies use many predictors at different frequencies to forecast crude oil returns. This paper proposes a new model, LASSO-MIDAS, which combines LASSO (the least absolute shrinkage and selection operator) and MIDAS (mixed data sampling model) to predict crude oil...

Persistent link: https://www.econbiz.de/10013308801

Multiperiod supply chain network equilibrium model with electronic commerce and multicriteria decision-making

Liu, Guoshan; Xu, Shiqin - In: RAIRO / Operations research 46 (2012) 3, pp. 253-287

Persistent link: https://www.econbiz.de/10010223205

The nonlinear complementarity model of industrial symbiosis network equilibrium problem

Xu, Shiqin; Liu, Guoshan; Lv, Wendai; Liu, Yingmei - In: RAIRO / Operations research 48 (2014) 4, pp. 559-594

Persistent link: https://www.econbiz.de/10011454281

Research on a stock-matching trading strategy based on bi-objective optimization

Diao, Haican; Liu, Guoshan; Zhu, Zhuangming - In: Frontiers of business research in China : selected … 14 (2020) 1, pp. 90-103

Persistent link: https://www.econbiz.de/10012262390

A New Extreme Point Algorithm and Its Application in PSQP Algorithms for Solving Mathematical Programs with Linear Complementarity Constraints

Zhang, Jianzhong; Liu, Guoshan - In: Journal of global optimization : an international … 19 (2001) 4, pp. 345-362

Persistent link: https://www.econbiz.de/10007174506

The impacts of Chinese FDI and China-Africa trade on economic growth of African countries: The role of institutional quality

Miao, Miao; Lang, Qiaoqi; Borojo, Dinkneh Gebre; Jiang, … - In: Economies 8 (2020) 3, pp. 1-20

While there is a consensus on the expanding importance of the China-Africa economic relationship, there is much more debate on how to portray the relationship. Thus, this study is aimed to examine the impacts of the China-Africa trade and Chinese foreign direct investment (FDI) on the growth of...

Persistent link: https://www.econbiz.de/10013199682