With rapid growth of natural gas consumption in China, it is in urgent need of more accurate and reliable models to make a reasonable forecast. Considering the limitations of the single model and the model uncertainty, this paper presents a combinative method to forecast natural gas consumption...

Identifying firms linked economically through the comovement of the credit rating of their corporate bonds, we find that a long-short strategy for stocks based on the link generates a risk-adjusted alpha of 0.62 percent per month, which cannot be explained by industry, customer-supplier, single-...