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湖南大学 [5]
厦门大学 [4]
数学与系统科学研究院 [4]
中国科学院大学 [3]
上海大学 [2]
清华大学 [1]
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期刊论文 [15]
学位论文 [4]
会议论文 [2]
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2019 [3]
2018 [1]
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Multilayer Financial Complex Networks and Their Applications
期刊论文
IEEE TRANSACTIONS ON CIRCUITS AND SYSTEMS I-REGULAR PAPERS, 2022, 页码: 14
作者:
Li, Xuerong
;
Xu, Xiaoyue
;
Liu, Jiaqi
;
Dong, Jichang
;
Lu, Jinhu
收藏
  |  
浏览/下载:11/0
  |  
提交时间:2023/02/07
Couplings
Complex networks
Biological system modeling
Banking
Entropy
Analytical models
Urban areas
Financial networks
maximum entropy approach
multi-layer networks
risk contagion
spillover effects
Systemically important financial institutions in China: from view of tail risk spillover network
期刊论文
APPLIED ECONOMICS LETTERS, 2021, 页码: 7
作者:
Yang, Xin
;
Chen, Shan
;
Liu, Zhifeng
;
Yang, Xiaoguang
;
Huang, Chuangxia
收藏
  |  
浏览/下载:54/0
  |  
提交时间:2021/10/26
Financial institution
tail risk spillover network
panel data regression model
systemic risk
complex network
Impact of the RMB Joining in the SDR Basket on Its Internationalization from the Perspective of Risk Spillover
期刊论文
JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY, 2020, 页码: 12
作者:
Zhang, Bingjie
;
Wang, Shouyang
;
Wei, Yunjie
;
Zhao, Xueting
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  |  
浏览/下载:51/0
  |  
提交时间:2020/09/23
Dynamic network
risk spillover
RMB internationalization
SDR basket
structural VAR
Risk spillovers between oil and stock markets: A VAR for VaR analysis
期刊论文
Energy Economics, 2019, 卷号: Vol.80, 页码: 524-535
作者:
Danyan Wen
;
Gang-Jin Wang
;
Chaoqun Ma
;
Yudong Wang
收藏
  |  
浏览/下载:18/0
  |  
提交时间:2019/12/13
Crude
oil
Stock
markets
Risk
spillover
effect
VAR
for
VaR
Pseudo
impulse-response
functions
Risk spillovers between oil and stock markets: A VAR for VaR analysis
期刊论文
Energy Economics, 2019
作者:
Danyan Wen
;
Gang-Jin Wang
;
Chaoqun Ma
;
Yudong Wang
收藏
  |  
浏览/下载:8/0
  |  
提交时间:2019/12/13
Crude
oil
Stock
markets
Risk
spillover
effect
VAR
for
VaR
Pseudo
impulse-response
functions
Risk spillovers between oil and stock markets: A VAR for VaR analysis.
期刊论文
Energy Economics, 2019, 卷号: Vol.80, 页码: 524-535
作者:
Wen, DY
;
Wang, GJ
;
Ma, CQ
;
Wang, YD
收藏
  |  
浏览/下载:7/0
  |  
提交时间:2019/12/17
Crude oil
Pseudo impulse-response functions
Risk spillover effect
Stock markets
VAR for VaR
Risk spillover of international crude oil to China's firms: Evidence from granger causality across quantile.
期刊论文
Energy Economics, 2018, 卷号: Vol.72, 页码: 188-199
作者:
Peng, Cheng
;
Zhu, Huiming
;
Guo, Yawei
;
Chen, Xiuyun
收藏
  |  
浏览/下载:2/0
  |  
提交时间:2019/12/26
C14
C22
Crude oil
E44
Firm returns
G15
G32
Q43
Quantile granger causality
Refined oil pricing reform
Risk spillover
VaR
Tail Dependence in Copper Future Prices Based on a Conditional Multivariate Extreme Value Model
会议论文
PROCEEDINGS OF THE 9TH (2017) INTERNATIONAL CONFERENCE ON FINANCIAL RISK AND CORPORATE FINANCE MANAGEMENT, 2017-01-01
作者:
Guo Ming
;
Qin Xuezhi
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  |  
浏览/下载:3/0
  |  
提交时间:2019/12/02
Multivariate extreme value theory
tail dependence
risk spillover effect
Dynamic return-volatility dependence and risk measure of CoVaR in the oil market: A time-varying mixed copula model
期刊论文
ENERGY ECONOMICS, 2017, 卷号: 68, 页码: 53-65
作者:
Liu, Bing-Yue
;
Ji, Qiang
;
Fan, Ying
收藏
  |  
浏览/下载:2/0
  |  
提交时间:2019/12/30
Return-volatility dependence
Implied volatility index
Oil market
Risk spillover
Time-varying mixed copula model
Systemic Risk Measurement of Listed Securities Firms in China
会议论文
8th International Conference on Financial Risk and Corporate Finance Management, 2016-01-01
作者:
Ma Leiyong[1]
收藏
  |  
浏览/下载:4/0
  |  
提交时间:2019/04/26
risk
securities
CoVaR
VaR
spillover
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