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Xiaolei Sun
Chinese Academy of Sciences
42Publications
11H-index
303Citations
Publications 42
Newest
#1Xiuwen Chen (CAS: Chinese Academy of Sciences)H-Index: 2
#2Jianping LiXiaolei (CAS: Chinese Academy of Sciences)H-Index: 19
Last.Dengsheng Wu (CAS: Chinese Academy of Sciences)H-Index: 10
view all 4 authors...
From the initial idea, writing, submitting, and reviewing to the online presentation of a research paper takes a long time. The identified intellectual structure of a research paper may have a certain time lag. In view of this problem, scholars have suggested that research grants may be an alternative way to identify intellectual structure as early as possible. However, these comments are mentioned qualitatively. Few researchers have verified the research grant by early identification of the int...
#1Qiang Ji (CAS: Chinese Academy of Sciences)H-Index: 21
#2Jianping Li (CAS: Chinese Academy of Sciences)
Last.Xiaolei Sun (CAS: Chinese Academy of Sciences)H-Index: 11
view all 3 authors...
#1Xiuwen Chen (CAS: Chinese Academy of Sciences)H-Index: 2
#2Xiaolei Sun (CAS: Chinese Academy of Sciences)H-Index: 11
Last.Jun Wang (CAS: Chinese Academy of Sciences)H-Index: 3
view all 3 authors...
ABSTRACTIn recent years, researchers have increasingly studied the interaction between the crude oil market and economic policy uncertainty (EPU). To have a deeper knowledge, this article examines ...
#1Qiang Ji (CAS: Chinese Academy of Sciences)H-Index: 21
#2Jianping Li (CAS: Chinese Academy of Sciences)
Last.Xiaolei Sun (CAS: Chinese Academy of Sciences)H-Index: 11
view all 3 authors...
Abstract This paper examines information spillover between WTI returns and investor sentiment indices measured by various trader positions using a connectedness approach. Our findings show that sentiment by trader type is highly correlated with WTI returns. Among the different sentiment types, speculator sentiment makes the largest contribution to WTI returns variation over the full sample period. The dynamic results show that the influence of investor sentiment increases significantly when oil ...
#1Lu Wei (CAS: Chinese Academy of Sciences)H-Index: 2
#2Guowen Li (CAS: Chinese Academy of Sciences)H-Index: 2
Last.Jianping LiXiaolei (CAS: Chinese Academy of Sciences)H-Index: 19
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Abstract Selecting risk factors is essential for measuring energy corporate risk. However, the comprehensive identification of energy corporate risk factors is still a difficult issue. This paper innovatively uses the text mining approach to comprehensively identify energy corporate risk factors from textual risk disclosures reported in financial statements. Based on 131,755 risk factor headings from 3707 Form 10-K filings from 840 U.S. energy corporations over the period 2010–2016, 66 types of ...
Abstract In the wake of the globalization of financial markets, studying spillovers among different asset markets, especially spillovers that include sovereign CDS markets, is of vital importance. This paper attempts to build a spillover network to investigate the complex interactions within the system of sovereign CDS, stock and commodity markets by adopting the spillover index based on forecast error variance (FEV) decomposition. The results reveal that emerging countries have larger average s...
#1Xiuwen Chen (CAS: Chinese Academy of Sciences)H-Index: 2
#2Xiaolei Sun (CAS: Chinese Academy of Sciences)H-Index: 11
Last.Jianping LiXiaolei (CAS: Chinese Academy of Sciences)H-Index: 19
view all 3 authors...
ABSTRACTThis paper provides evidence for the impact of oil price shocks on economic policy uncertainty (EPU) from a multi-scale perspective using discrete wavelet transform and VAR model. Results indicate that oil price shocks impose a positive effect on EPU at an original level while effects of oil price shocks on EPU are time-varying over different time-scales. Particularly, oil price shocks lead to a positive change in the trend of EPU in the short- and long-term. Whereas, in the medium term,...
#1Xiaoyang Yao (China Jiliang University)
#2Jianping LiXiaolei (CAS: Chinese Academy of Sciences)H-Index: 19
Last.Dengsheng Wu (CAS: Chinese Academy of Sciences)H-Index: 10
view all 4 authors...
Abstract A perfect combination of fact-based and value-based judgments is what multiple criteria decision-making (MCDM) issues pursue. Tolerability constraints, an important part of value-based judgments, are easily observable and have drawn attention in theory. However, their practical applications in the MCDM process are still in their infancy. This paper aims to fill the gap between theory and application. A framework for tolerability constraints in the context of non-independent criteria is ...
#1Jun Wang (CAS: Chinese Academy of Sciences)H-Index: 3
#2Xiaolei Sun (CAS: Chinese Academy of Sciences)H-Index: 11
Last.Chang LiuH-Index: 3
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Abstract Optimizing the oil-import portfolio has become extremely effective for enhancing energy security. The focus of this paper is on whether China’s oil-import portfolio has been continuously optimized since 2005. Firstly, a multi-objective programming problem was constructed based on cost–risk tradeoff, and the optimal results were obtained. The oil-import portfolio of China since 2005 was then analyzed by comparing the optimal import strategy with the actual strategy. Next, the cost fluctu...
#1Xiaolei Sun (CAS: Chinese Academy of Sciences)H-Index: 11
#2Mingxi Liu (CAS: Chinese Academy of Sciences)H-Index: 1
Last.Zeqian SimaH-Index: 1
view all 3 authors...
Abstract Forecasting cryptocurrency prices is crucial for investors. In this paper, we adopt a novel Gradient Boosting Decision Tree (GBDT) algorithm, Light Gradient Boosting Machine (LightGBM), to forecast the price trend (falling, or not falling) of cryptocurrency market. In order to utilize market information, we combine the daily data of 42 kinds of primary cryptocurrencies with key economic indicators. Results show that the robustness of the LightGBM model is better than the other methods, ...
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