All Stories

  1. Toward Robust Monitoring of Exponential Processes: A Memory‐Driven Scheme for Zero‐ and Steady‐State Scenarios
  2. Dynamic forecasting of exchange rate spillovers with TVP-VAR and deep learning models
  3. Tail risk co-movement and connectedness of clean cryptos, green financial assets and energy markets: a time-frequency LASSO-CoES approach
  4. A Robust L‐Comoments Covariance Matrix‐Based Hotelling's T2${T^{2}}$ Control Chart for Monitoring High‐Dimensional Non‐Normal Multivariate Data in the Presence of Outliers
  5. Frequency domain cross-quantile coherency and connectedness network of exchange rates: Evidence from ASEAN+3 countries
  6. Time-frequency higher-order moment Co-movement and connectedness between Chinese stock and commodity markets
  7. Time-frequency tail risk spillover between ESG climate and high-carbon assets: The role of economic policy uncertainty and financial Stress
  8. Dynamic connectedness of climate risks, oil shocks, and China’s energy futures market: Time-frequency evidence from Quantile-on-Quantile regression
  9. Time-frequency cross-quantile liquidity connectedness of cryptocurrencies, DeFi tokens and NFTs
  10. The Influence of Equity Market Sentiment on Credit Default Swap Markets: Evidence from Wavelet Quantile Regression
  11. Frequency domain quantile dependence and connectedness between crude oil and exchange rates: Evidence from oil-importing and exporting countries
  12. Quantile Dependence between Crude Oil and China’s Biofuel Feedstock Commodity Market
  13. Time-frequency extreme risk spillover network of cryptocurrency coins, DeFi tokens and NFTs
  14. The asymmetric effects of economic growth, urbanization and deindustrialization on carbon emissions: Evidence from China
  15. Influencing factors of China’s direct investment in RCEP countries: evidence from panel quantile regression
  16. Time-Frequency connectedness of policy uncertainty, geopolitical risk and Chinese commodity markets: evidence from rolling window analysis
  17. Flight-to-quality or not? Evidence from China’s green bond and green equity markets during COVID-19 crisis
  18. Time-frequency effect of investor sentiment, economic policy uncertainty, and crude oil on international stock markets: evidence from wavelet quantile analysis
  19. Time-frequency coherence and quantile causality between trade policy uncertainty and rare earth prices: Evidence from China and the US
  20. Abiotic stress responses in plants
  21. Investor attention and cryptocurrency: Evidence from wavelet-based quantile Granger causality analysis
  22. Temperature drop of heating fluid as a primary condition for effective utilization of low-grade heat using flash cycles and zeotropic mixtures in refrigeration ejector systems
  23. Quantile heterogeneous impact of R&D on firm growth in Chinese manufacture: how ownership, firm size and sectors matter?
  24. The heterogeneous effect of driving factors on carbon emission intensity in the Chinese transport sector: Evidence from dynamic panel quantile regression
  25. The direct and indirect effects of democracy on carbon dioxide emissions in BRICS countries: evidence from panel quantile regression
  26. The effects of economic policy uncertainty on China’s economy: evidence from time-varying parameter FAVAR
  27. Does economic policy uncertainty matter for commodity market in China? Evidence from quantile regression
  28. Asymmetric effects of oil prices and exchange rates on China’s industrial prices
  29. The Heterogeneous Effects of FDI and Foreign Trade on CO2 Emissions: Evidence from China
  30. The heterogeneous dependence between global crude oil and Chinese commodity futures markets: evidence from quantile regression
  31. The heterogeneous response of the stock market to emission allowance price: evidence from quantile regression
  32. The heterogeneous effects of urbanization and income inequality on CO2 emissions in BRICS economies: evidence from panel quantile regression
  33. The impact of income, economic openness and interest rates on housing prices in China: evidence from dynamic panel quantile regression
  34. The Asymmetric Effects of Oil Price Shocks on the Chinese Stock Market: Evidence from a Quantile Impulse Response Perspective
  35. OPTIMAL PROPORTIONAL REINSURANCE AND INVESTMENT PROBLEM WITH CONSTRAINTS ON RISK CONTROL IN A GENERAL JUMP-DIFFUSION FINANCIAL MARKET
  36. Bayesian Filtering for Markov Switching Stochastic Volatility Model with Heavy Tails
  37. Bayesian Analysis of Stock Index Return Volatility
  38. Bayesian Analysis of Supply Chain Diagnosis Using Dynamic Networks
  39. Bayesian evaluation approach for process capability based on subsamples
  40. Supplier Selection Using Process Capability and Price Information Chart
  41. Consumers Risk Control in a Collaborative Supply Chain