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Jun Wang
Chinese Academy of Sciences
14Publications
3H-index
16Citations
Publications 14
Newest
Published on Feb 13, 2019in Emerging Markets Finance and Trade 0.93
Xiuwen Chen2
Estimated H-index: 2
(CAS: Chinese Academy of Sciences),
Xiaolei Sun11
Estimated H-index: 11
(CAS: Chinese Academy of Sciences),
Jun Wang3
Estimated H-index: 3
(CAS: Chinese Academy of Sciences)
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 ...
Published on May 1, 2019in International Review of Financial Analysis 1.69
Xiaolei Sun11
Estimated H-index: 11
,
Jun Wang3
Estimated H-index: 3
+ 2 AuthorsJianping LiXiaolei19
Estimated H-index: 19
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...
Published on Dec 1, 2018in Computers & Industrial Engineering 3.52
Jun Wang3
Estimated H-index: 3
(CAS: Chinese Academy of Sciences),
Xiaolei Sun11
Estimated H-index: 11
(CAS: Chinese Academy of Sciences)
+ 2 AuthorsChang Liu3
Estimated H-index: 3
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...
Xiaolei Sun11
Estimated H-index: 11
(CAS: Chinese Academy of Sciences),
Xiuwen Chen2
Estimated H-index: 2
(CAS: Chinese Academy of Sciences)
+ 1 AuthorsJianping LiXiaolei19
Estimated H-index: 19
(CAS: Chinese Academy of Sciences)
Abstract Dynamic interactions between policy uncertainty and economic activity, including oil prices, have attracted increasing amounts of scholarly interest, but few studies have considered the inherent feature that the entire market is composed of different stakeholders operating in different time horizons. To fill this gap and address this issue, this paper proposes a multi-scale correlation framework. Specifically, we use the wavelet coherence method and scale-by-scale linear Granger causali...
Published on Jan 1, 2018in Procedia Computer Science
Qianqian Feng (CAS: Chinese Academy of Sciences), Jun Wang3
Estimated H-index: 3
(CAS: Chinese Academy of Sciences),
Xiaolei Sun11
Estimated H-index: 11
(CAS: Chinese Academy of Sciences)
Abstract Country risk is an important factor influencing the international investments and transactions. Forecasting country risks of host countries are crucial for investors to make investment strategies and decisions. Considering the complexity and nonlinearity of country risk, this paper proposes a hybrid forecasting model based on empirical mode decomposition (EMD) and extreme learning machine (ELM). Firstly, the original data is decomposed into several different frequency components using E...
Published on Jan 1, 2018in Procedia Computer Science
Xuping Ma (CAS: Chinese Academy of Sciences), Jun Wang3
Estimated H-index: 3
(CAS: Chinese Academy of Sciences),
Xiaolei Sun11
Estimated H-index: 11
(CAS: Chinese Academy of Sciences)
Abstract Exchange rate volatility interacts closely with capital market prices and have a huge impact on import-export trade and foreign investment in the real economy. This paper adopted the VAR-based spillover index approach to explore the exchange rate risk contagion among belt-road countries. By taking Central Asian countries as example, we find that the internal interaction is extremely weak among Central Asian currency markets while the Kyrgyz currency plays a relatively important role in ...
Published on Jan 1, 2017in Procedia Computer Science
Guowen Li2
Estimated H-index: 2
(CAS: Chinese Academy of Sciences),
Xiaoqian Zhu7
Estimated H-index: 7
(CAS: Chinese Academy of Sciences)
+ 2 AuthorsJianping LiXiaolei19
Estimated H-index: 19
(CAS: Chinese Academy of Sciences)
Abstract The financial system plays a crucial role in development of countries, which makes its stability be heated around the world. However, traditional indices which help measure financial stability such as quantile, leverage ratio and liquidity have instinctive shortcomings. For example, these digital indices are usually unavailable and one-sided. Therefore, finding a new approach to quantifying and visualizing financial stability is necessary and desirable. Different from digital data, text...
Published on Jan 1, 2017in Procedia Computer Science
Jun Wang3
Estimated H-index: 3
(CAS: Chinese Academy of Sciences),
Xiaolei Sun11
Estimated H-index: 11
(CAS: Chinese Academy of Sciences),
Jianping LiXiaolei19
Estimated H-index: 19
(CAS: Chinese Academy of Sciences)
Abstract This paper proposed a multi-scale correlations perspective to explore the relationship between economic policy uncertainty and sovereign bond yield in the United States, using the Ensemble EMD decomposition algorithm and Pearson correlation coefficient. Results show that these two variables exhibit a completely opposite linear relationship in the long-term trend before and after 27 April 2009, indicating that there is obvious conversion of stage characteristics and the relationship betw...
Published on Jan 1, 2014in Procedia Computer Science
Mingquan Wang2
Estimated H-index: 2
(CAS: Chinese Academy of Sciences),
Jun Wang3
Estimated H-index: 3
(CAS: Chinese Academy of Sciences),
Feng Tian1
Estimated H-index: 1
(CAS: Chinese Academy of Sciences)
Abstract The China sustainable development is the simultaneously three key facets, including urbanism, industrialization, and information. Building a Smart Low-carbon City is an energy strategy for the sustainable development of Chinese cities. One technology way for this strategy is the City Intelligent Energy Network (CIEN), supporting a green, ecological development of the Chinese cities. CIEN starts from the redistribute of city land-use, taking small gas turbine as the major power, combinin...
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