Evaluating Economy-Wide Impacts of Complex Regulations: A Hybrid Linking Approach for Detailed Sector and CGE Models [0.03%]
复杂监管措施的经济影响评估：详细部门模型和CGE模型相结合的方法
Andrew Schreiber,David Evans,Alex Marten et al.
Andrew Schreiber et al.
We develop a novel methodology for linking a detailed sector model with a computable general equilibrium (CGE) model to estimate the economy-wide social costs and distributional impacts of a complex environmental regulation when an iterativ...
Insights from Adding Transportation Sector Detail into an Economy-Wide Model: The Case of the ADAGE CGE Model [0.03%]
关于经济模型的交通运输业细节分析——以ADAGE计算一般均衡模型为例
Yongxia Cai,Jared Woollacott,Robert H Beach et al.
Yongxia Cai et al.
Computable general equilibrium (CGE) models provide valuable insights into economy-wide impacts of anticipated future structural changes in the transportation sector, yet few CGE models offer detailed transportation representations. We use ...
Forecasting crude oil prices in the COVID-19 era: Can machine learn better? [0.03%]
机器能更好地预测新冠肺炎时期的原油价格吗？
Guangning Tian,Yuchao Peng,Yuhao Meng
Guangning Tian
Since the onset of the COVID-19 pandemic, energy price predictability has worsened. We evaluate the effectiveness of the two machine learning methods of shrinkage and combination on the spot prices of crude oil before and during the COVID-1...
COVID-induced sentiment and the intraday volatility spillovers between energy and other ETFs [0.03%]
新冠疫情对金融市场情绪以及能源类ETF与其它类ETF日内波动溢出效应的影响研究
Muhammad Abubakr Naeem,Sitara Karim,Larisa Yarovaya et al.
Muhammad Abubakr Naeem et al.
Did Covid19 induce market turmoil impact the intraday volatility spillovers between energy and other ETFs?. To examine this, we first estimate the realized volatility of ETFs using the 5-min high-frequency data. Next, we employ time-varying...
The role of the COVID-19 pandemic in time-frequency connectedness between oil market shocks and green bond markets: Evidence from the wavelet-based quantile approaches [0.03%]
基于小波的分位数方法下的新冠肺炎疫情在原油市场冲击与绿色债券市场时间频率连接性中的作用研究
Ping Wei,Yinshu Qi,Xiaohang Ren et al.
Ping Wei et al.
This study contributes to the existing literature on the relationship between oil market shocks and the green bond market by investigating the impact of the COVID-19 pandemic on their dynamic correlation. We first decompose the oil market s...
Douglas Thomas,Juan Fung
Douglas Thomas
Power outages in the U.S. affect many firms' economic activity and are likely to result in downstream supply chain disruptions. This paper examines the impact of power disturbances in the supply chain for four industries: manufacturing, dur...
Yiguo Sun,Delong Li,Chenyi Suo et al.
Yiguo Sun et al.
Using U.S. data, we investigate how the COVID-19 pandemic influences oil price returns in an asset pricing framework. Unlike earlier studies, we consider a threshold model to allow for the possibility that COVID-19 risk may not play a role ...
COVID-19 and the quantile connectedness between energy and metal markets [0.03%]
COVID-19与能源和金属市场之间的分位数关联性
Bikramaditya Ghosh,Linh Pham,Tamara Teplova et al.
Bikramaditya Ghosh et al.
This study analyzes the relationship between clean and dirty energy sources and energy metals during the COVID-19 pandemic. We document a sharp increase in connectedness after the COVID-19 pandemic, that is asymmetric at the lower and upper...
China's energy stock market jumps: To what extent does the COVID-19 pandemic play a part? [0.03%]
新冠疫情下中国能源股市场飙升背后原因几何？
Yuan Tong,Ning Wan,Xingyu Dai et al.
Yuan Tong et al.
The price jump behavior may bring tremendous challenges on risk management and asset pricing. This paper uses the BN-S test, the wavelet coherence method, and applies high-frequency data to explore whether and to what extent the COVID-19 pa...
The discrepancies in the impacts of COVID-19 lockdowns on electricity consumption in China: Is the short-term pain worth it? [0.03%]
中国新冠疫情封锁对电力消耗影响的差异：短期内的价值与代价几何？
Nana Deng,Bo Wang,Yueming Qiu et al.
Nana Deng et al.
The COVID-19 pandemic caused severe economic contraction and paralyzed industrial activity. Despite a growing body of literature on the impacts of COVID-19 mitigation measures, scant evidence currently exists on the impacts of lockdowns on ...