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Oil-importing optimal decision considering country risk with extreme events : a multi-objective programming approach
Li, Jianping; Tang, Ling; Sun, Xiaolei; Wu, Dengsheng - In: Computers & operations research : and their … 42 (2014), pp. 108-115
Persistent link: https://www.econbiz.de/10010236823
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Identifying the risk-return tradeoff and exploring the dynamic risk exposure of country portfolio of the FSU's oil economies
Sun, Xiaolei; Li, Jianping; Tang, Ling; Wu, Dengsheng - In: Economic modelling 29 (2012) 6, pp. 2494-2503
Persistent link: https://www.econbiz.de/10009673674
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Spillovers among sovereign CDS, stock and commodity markets: a correlation network perspective
Sun, Xiaolei; Wang, Jun; Yao, Yanzhen; Li, Jingyu; Li, … - In: International review of financial analysis 68 (2020), pp. 1-17
Persistent link: https://www.econbiz.de/10012301063
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Spillovers between sovereign CDS and exchange rate markets : the role of market fear
Feng, Qianqian; Sun, Xiaolei; Liu, Chang; Li, Jianping - In: The North American journal of economics and finance : a … 55 (2021), pp. 1-22
Persistent link: https://www.econbiz.de/10012667722
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Understanding country risk assessment : a historical review
Sun, Xiaolei; Feng, Qianqian; Li, Jianping - In: Applied economics 53 (2021) 37, pp. 4329-4341
Persistent link: https://www.econbiz.de/10012609758
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What drives cross-border spillovers among sovereign CDS, foreign exchange and stock markets?
Feng, Qianqian; Wang, Yijing; Sun, Xiaolei; Li, Jianping; … - In: Global finance journal 56 (2023), pp. 1-22
Persistent link: https://www.econbiz.de/10014478959
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Time-frequency comovements between sovereign CDS and exchange rates : the role of sentiments
Liu, Chang; Sun, Xiaolei; Li, Jianping - In: Global finance journal 56 (2023), pp. 1-26
Persistent link: https://www.econbiz.de/10014478976
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Forecasting sovereign CDS spreads with a regime-switching combination method
Li, Jianping; Feng, Qianqian; Hao, Jun; Sun, Xiaolei - In: Journal of forecasting 43 (2024) 8, pp. 3089-3103
Persistent link: https://www.econbiz.de/10015110602
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Sovereign ratings change under climate risks
Sun, Xiaolei; Shen, Yiran; Guo, Kun; Ji, Qiang - In: Research in international business and finance 66 (2023), pp. 1-16
Persistent link: https://www.econbiz.de/10014462226
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The roles of political risk and crude oil in stock market based on quantile cointegration approach : a comparative study in China and US
Guo, Yawei; Li, Jianping; Li, Yehua; You, Wan-hai - In: Energy economics 97 (2021), pp. 1-24
Persistent link: https://www.econbiz.de/10012820832