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Applications and Case Studies - A Kernel-Based Spatio-Temporal Dynamical Model for Nowcasting Weather Radar Reflectivities

Xu, Ke; Wikle, Christopher K.; Fox, Neil I. - In: Journal of the American Statistical Association : JASA 100 (2005) 472, pp. 1133-1144

Persistent link: https://www.econbiz.de/10006605504

A Kernel-Based Spatio-Temporal Dynamical Model for Nowcasting Weather Radar Reflectivities

Xu, Ke; Wikle, Christopher K.; Fox, Neil I. - In: Journal of the American Statistical Association 100 (2005) December, pp. 1133-1144

Persistent link: https://www.econbiz.de/10005734221

High frequency market making during stressed periods

Xu, Ke - In: International review of economics & finance : IREF 87 (2023), pp. 379-397

Persistent link: https://www.econbiz.de/10014472358

Digital finance, social security expenditures, and rural-urban household income poverty : evidence based on an area and household level analysis

Xu, Ke - In: Finance research letters 60 (2024), pp. 1-7

Persistent link: https://www.econbiz.de/10014490268

Fractional cointegration and price discovery in Canadian commodities

Xu, Ke; Stewart, Kenneth G.; Cao, Zeyang - In: The North American journal of economics and finance : a … 63 (2022), pp. 1-12

Persistent link: https://www.econbiz.de/10014225743

A Fractionally Cointegrated VAR Model with Deterministic Trends and Application to Commodity Futures Markets

Dolatabadi, Sepideh - 2017

We apply the fractionally cointegrated vector autoregressive (FCVAR) model to analyze the relationship between spot and futures prices in five commodity markets (aluminium, copper, lead, nickel, and zinc). To this end, we first extend the FCVAR model to accommodate deterministic trends in the...

Persistent link: https://www.econbiz.de/10012946780

The impact of RMB's SDR inclusion on price discovery in onshore-offshore markets

Chen, Yu-Lun; Xu, Ke - In: Journal of banking & finance 127 (2021), pp. 1-14

Persistent link: https://www.econbiz.de/10012820935

Dynamic pricing and channel efficiency in the presence of the cost learning effect

Xu, Ke; Chiang, Wei-yu Kevin; Liang, Liang - In: International transactions in operational research : … 18 (2011) 5, pp. 579-604

Persistent link: https://www.econbiz.de/10009303196

A fractionally cointegrated VAR analysis of price discovery in commodity futures markets

Dolatabadi, Sepideh; Nielsen, Morten Ørregaard; Xu, Ke - 2014

Persistent link: https://www.econbiz.de/10010394599

A fractionally cointegrated VAR analysis of price discovery in commodity futures markets

Dolatabadi, Sepideh; Nielsen, Morten Ørregaard; Xu, Ke - 2014

In this paper we apply the recently developed fractionally cointegrated vector autoregressive (FCVAR) model to analyze price discovery in the spot and futures markets for five non-ferrous metals (aluminium, copper, lead, nickel, and zinc). The FCVAR model allows for long memory (fractional...

Persistent link: https://www.econbiz.de/10010381431