A5027740499- Energy, Environment, Economic Growth
- Energy, Environment, and Transportation Policies
- Market Dynamics and Volatility
- Global Energy and Sustainability Research
- Environmental Impact and Sustainability
- Financial Markets and Investment Strategies
- Complex Systems and Time Series Analysis
- Optimization and Mathematical Programming
- Energy and Environment Impacts
- Financial Risk and Volatility Modeling
- Multi-Criteria Decision Making
Southwestern University of Finance and Economics
2023
Macau University of Science and Technology
2018-2019
Economic policy uncertainty (EPU) has important implications for crude oil market. To explore the implications, this paper investigates impact of EPU on return volatility and which index most forecasting power in end, we employ GARCH-MIDAS model can incorporate lower frequency variable with higher effectively. We find that a positive significant volatility, but effect is short-lived decay period about one year. Particularly, our results show US best over long-term, whereas China performance...
With the continuous increase in global fossil energy consumption, carbon dioxide emissions and greenhouse effect have gradually increased. This study uses a simultaneous equations model to explore dynamic nexus of temperature, OECD non-OECD countries, with panel data from 2004 2019. The results show that improvement international competitiveness has reduced frequency extreme weather significantly reducing consumption countries countries. Sustainable economic growth but increased emissions,...
The supervision effectiveness evaluation of small and medium sized (SMS) financial institutions in rural areas is a multiple attribute group decision making (MAGDM). Recently, the Exponential TODIM (ExpTODIM) Evaluation Based on Distance from Average Solution (EDAS) technique has been employed to manage MAGDM issues. intuitionistic fuzzy sets (IFSs) are as tool for portraying uncertain information during SMS areas. In this work, number (IFN) TODIM-EDAS (IFN-ExpTODIM-EDAS) cultivated under...
This paper examines whether the Shanghai-Hong Kong Stock Connect program drives market comovement between Shanghai and Hong Kong. We distinguish financial liberalization induced from that by other factors through comparing time-varying correlations of with those Shenzhen-Hong Our results show, if we ignore period crash, correlation does not significantly increase after launch program. Furthermore, inconsistent theoretical prediction, find financially non-liberalized Shenzhen much more than...