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Volatility modeling and the asymmetric effect for China's carbon trading pilot market 期刊论文
Physica A: Statistical Mechanics and its Applications, 2020, 页码: 1-11
Authors:  Fu Y(傅洋);  Zheng ZY(郑泽宇)
Adobe PDF(1652Kb)  |  Favorite  |  View/Download:29/1  |  Submit date:2019/12/30
Carbon emissions  Carbon price behavior  ARMA–EGARCH–SGED process  News impact curve  Asymmetric effect  Backtesting Value-at-Risk  
New dynamics between volume and volatility 期刊论文
Physica A: Statistical Mechanics and its Applications, 2019, 卷号: 525, 页码: 1343-1350
Authors:  Zheng ZY(郑泽宇);  Gui J(桂珺);  Qiao, Zhi;  Fu Y(傅洋);  Stanley, H.Eugene;  Li, Baowen
View  |  Adobe PDF(1056Kb)  |  Favorite  |  View/Download:106/21  |  Submit date:2019/04/27
Dynamics  Volume  Volatility  Local maximum volatility  Scaling  
Earthquake prediction based on community division 期刊论文
Physica A: Statistical Mechanics and its Applications, 2018, 卷号: 506, 页码: 969-974
Authors:  Xu, Yanjie;  Ren T(任涛);  Liu YY(刘意杨);  Li, Zhe
View  |  Adobe PDF(808Kb)  |  Favorite  |  View/Download:104/19  |  Submit date:2018/06/17
Earthquake Network  Directed Weighted Network  Prediction  Community Division  
Comparison of two fractal interpolation methods 期刊论文
Physica A: Statistical Mechanics and its Applications, 2017, 卷号: 469, 页码: 563-571
Authors:  Fu Y(傅洋);  Zheng ZY(郑泽宇);  Xiao R(肖睿);  Shi HB(史海波)
View  |  Adobe PDF(1880Kb)  |  Favorite  |  View/Download:283/69  |  Submit date:2016/12/29
Fractal Surface Modeling  The Midpoint Displacement Method  The Weierstrass–mandelbrot Method  Autocorrelation Analysis  
Statistical regularities of Carbon emission trading market: Evidence from European Union allowances 期刊论文
Physica A: Statistical Mechanics and its Applications, 2015, 卷号: 426, 页码: 9-15
Authors:  Zheng ZY(郑泽宇);  Xiao R(肖睿);  Shi HB(史海波);  Li GH(李贵红);  Zhou XF(周晓锋)
View  |  Adobe PDF(467Kb)  |  Favorite  |  View/Download:369/97  |  Submit date:2015/03/17
European Union Allowances  Volatility  Detrended Fluctuation Analysis  Cross Correlations  Long-range Correlation