Market Efficiency and Cross-Correlations of Chinese New Energy Market with Other Assets: Evidence from Multifractality Analysis [0.03%]
基于多分形分析的中国新能源市场效率及与其他资产间的交叉相关性研究
Zeyi Fu,Hongli Niu,Weiqing Wang
Zeyi Fu
Despite the upgrading of the attention and investment of new energy in Chinese public, its market efficiency and associations with other assets are relatively rarely explored. This paper, firstly, explores the multifractal feature and marke...
Risk Connectedness Between Green and Conventional Assets with Portfolio Implications [0.03%]
绿色资产与传统资产间的风险溢出及其投资组合含义分析
Muhammad Abubakr Naeem,Sitara Karim,Aviral Kumar Tiwari
Muhammad Abubakr Naeem
The increasing concerns of investors toward green bonds and their appealing nature of diversification has motivated the current research to study the risk connectedness between green and conventional assets spanning from August 2014 to Dece...
Hamza Cherrat,Jean-Luc Prigent
Hamza Cherrat
In recent years, we have seen a very rapid increase in outstanding bank deposits. This increase has been particularly high since the outbreak of the COVID 19 pandemic, due to the lockdown that has, among other things, drastically reduced ho...
The Model Dimensionality and Its Impacts on the Strategic and Policy Outcomes in IAMs the Findings from the RICE2020 Model [0.03%]
基于RICE2020模型的能源经济系统一般均衡模型的战略和政策效果及其维度属性研究
Zili Yang
Zili Yang
This paper studies the impacts of regional breakdowns or model dimensionality on the model's optimal solutions. Using the United States (USA) and China (CHN) as the experimental subject, we test the various solutions related to USA and CHN,...
Turkish Stock Market from Pandemic to Russian Invasion, Evidence from Developed Machine Learning Algorithm [0.03%]
土耳其股票市场从疫情到俄罗斯入侵的情况：开发的机器学习算法的证据
Ahmed R M Alsayed
Ahmed R M Alsayed
In recent time, the two significant events; Coronavirus epidemic and Russian invasion are effecting all over the world in various aspects; healthily, economically, environmentally, and socially, etc. The first event has brought uncertaintie...
A Comprehensive Study of Market Prediction from Efficient Market Hypothesis up to Late Intelligent Market Prediction Approaches [0.03%]
从有效市场假说至晚期智能市场预测方法的全面研究
Amin Aminimehr,Ali Raoofi,Akbar Aminimehr et al.
Amin Aminimehr et al.
This paper has scrutinized the process of testing market efficiency, data generation process and the feasibility of market prediction with a detailed, coherent and statistical approach. Furthermore, attempts are made to extract knowledge fr...
A Multi-market Comparison of the Intraday Lead-Lag Relations Among Stock Index-Based Spot, Futures and Options [0.03%]
基于股市指数的现货、期货和期权之间的日内领先-滞后关系的多市场比较研究
Fei Ren,Mei-Ling Cai,Sai-Ping Li et al.
Fei Ren et al.
Using 1-min data, we explore the dynamic variation of the intraday lead-lag relations between stock indices and their derivatives through a comprehensive study with broader coverage of research objectives and methodologies. This paper provi...
GPS data Mining at Signalized Intersections for Congestion Charging [0.03%]
信号交叉路的GPS数据挖掘在交通拥堵收费中的应用
Wang Yu,Zhang Dongbo,Zhang Yu
Wang Yu
Nowadays more private car trips have caused worse congestion due to the Covid-19 pandemic in many cities. Congestion charging is one of the taxes that is levied on vehicle owners to reduce urban traffic congestion. One of the most important...
A New Stabled Relaxation Method for Pricing European Options Under the Time-Fractional Vasicek Model [0.03%]
时间分数Vasicek模型下的欧式期权定价的新稳定松弛方法
Mohamed Kharrat,Hassen Arfaoui
Mohamed Kharrat
Our objective is to solve the time-fractional Vasicek model for European options with a new stabled relaxation method. This new approach is based on the splitting method. Some numerical tests are presented to show the stability and the reli...
Mu-Yen Chen,Arun Kumar Sangaiah,Ting-Hsuan Chen et al.
Mu-Yen Chen et al.