Search Results - person:"Peng, W"

Sector Level Equity Returns Predictability with Machine Learning and Market Contagion Measure

Peng, Weijia; Yao, Chun - 2023

In this paper, we develop new latent risk measures that are designed as a prior synthesis of key forecasting information associated with financial market contagion. These measures are based on the decomposition (using high-frequency financial data) of the quadratic covariation between two assets...

Persistent link: https://www.econbiz.de/10014256827

Bank price competition and enterprise innovation : based on empirical evidence of Chinese a-share listed companies

Li, Yi; Peng, Wei - In: International review of financial analysis 91 (2024), pp. 1-12

Persistent link: https://www.econbiz.de/10014446980

Assessing the volatility of green firms

Chollete, Lorán; Hughen, Keener; Lu, Ching-Chih; Peng, … - In: Finance research letters 64 (2024), pp. 1-7

Persistent link: https://www.econbiz.de/10014531647

How does product market competition affect dividend smoothing? : evidence from China

Shu, Shaowen; Peng, Wei - In: International review of economics & finance : IREF 92 (2024), pp. 177-192

Persistent link: https://www.econbiz.de/10014534888

Sector-level equity returns predictability with machine learning and market contagion measure

Peng, Weijia; Yao, Chun - In: Empirical economics : a quarterly journal of the … 65 (2023) 4, pp. 1761-1798

Persistent link: https://www.econbiz.de/10014388853

The impact of oil and natural gas prices on overnight risk in exchange rates based on the MVMQ-CAViaR models

Peng, Wei - In: International review of economics & finance : IREF 86 (2023), pp. 616-625

Persistent link: https://www.econbiz.de/10014434414

A deep learning approach for port congestion estimation and prediction

Peng, Wen Hao; Bai, Xiwen; Yang, Dong; Yuen, Kum Fai; … - In: Maritime policy & management 50 (2023) 7, pp. 835-860

Persistent link: https://www.econbiz.de/10014323111

Particulate control devices in Kemper County IGCC Project

Guan, Xiaofeng; Hewitt, Alan; Peng, WanWang; Vimalchand, P. - In: Energy reports 5 (2019), pp. 969-978

Southern Company has commissioned a 2 × 1 Integrated Gasification Combined Cycle (IGCC) facility in Kemper County, Mississippi. The plant demonstrated the Transport Integrated Gasification (TRIGTM) technology developed by Southern Company, KBR, and the U.S. Department of Energy (DOE). With a...

Persistent link: https://www.econbiz.de/10012041767

China's economic trend and development ideas under the impact of the epidemic

Peng, Weikang - In: Proceedings of the 5th International Conference on …, (pp. 73-82). 2022

Persistent link: https://www.econbiz.de/10013348517

Inertial proximal incremental aggregated gradient method with linear convergence guarantees

Zhang, Xiaoya; Peng, Wei; Zhang, Hui - In: Mathematical methods of operations research : ZOR 96 (2022) 2, pp. 187-213

Persistent link: https://www.econbiz.de/10013455001