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Margin purchases, short sales and stock return volatility in China: Evidence from the COVID-19 outbreak Journal article
Finance Research Letters, 2022,Volume: 46
Authors:  Lin, Yongjia;  Wang, Yizhi;  Fu, Xiaoqing (Maggie)
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Chinese stock market  COVID-19 outbreak  Margin purchases  Short sales  Volatility innovation  
Secondary organic aerosol formed by condensing anthropogenic vapours over China’s megacities Journal article
Nature Geoscience, 2022,Volume: 15,Issue: 4,Page: 255-261
Authors:  Nie, Wei;  Yan, Chao;  Huang, Dan Dan;  Wang, Zhe;  Liu, Yuliang;  Qiao, Xiaohui;  Guo, Yishuo;  Tian, Linhui;  Zheng, Penggang;  Xu, Zhengning;  Li, Yuanyuan;  Xu, Zheng;  Qi, Ximeng;  Sun, Peng;  Wang, Jiaping;  Zheng, Feixue;  Li, Xiaoxiao;  Yin, Rujing;  Dallenbach, Kaspar R.;  Bianchi, Federico;  Petäjä, Tuukka;  Zhang, Yanjun;  Wang, Mingyi;  Schervish, Meredith;  Wang, Sainan;  Qiao, Liping;  Wang, Qian;  Zhou, Min;  Wang, Hongli;  Yu, Chuan;  Yao, Dawen;  Guo, Hai;  Ye, Penglin;  Lee, Shuncheng;  Li, Yong Jie;  Liu, Yongchun;  Chi, Xuguang;  Kerminen, Veli Matti;  Ehn, Mikael;  Donahue, Neil M.;  Wang, Tao;  Huang, Cheng;  Kulmala, Markku;  Worsnop, Douglas;  Jiang, Jingkun;  Ding, Aijun
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Board change and firm risk: Do new directors mean unstable corporate policies? Journal article
Corporate Governance: An International Review, 2022,Volume: 30,Issue: 2,Page: 212-231
Authors:  Feng, Huiqun;  Xiao, Jason Zezhong
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Board Change  Corporate Governance  Demography  Expertise  Firm Risk  
Large Deviation Principles of Realized Laplace Transform of Volatility Journal article
Journal of Theoretical Probability, 2022,Volume: 35,Issue: 1,Page: 186-208
Authors:  Feng, Xinwei;  He, Lidan;  Liu, Zhi
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High-frequency Data  Large Deviation  Moderate Deviation  Realized Laplace Transform Of Volatility  Semi-martingale  
Early Warning of American Stock Market Crises Based on Volatility Model Conference paper
ACM International Conference Proceeding Series
Authors:  Zhu, Simu
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ARMA-GARCH model  Early warning of crises  Value at risk  Volatility clustering effect  
Co-skewness and expected return: Evidence from international stock markets Journal article
Journal of International Financial Markets, Institutions and Money, 2022,Volume: 76
Authors:  Dong, Liang;  Kot, Hung Wan;  Lam, Keith S.K.;  Liu, Ming
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Co-skewness  International Stock Market  Market Integration  Perceived Uncertainty  Stock Return  
Heteroscedasticity test of high-frequency data with jumps and market microstructure noise Journal article
Applied Stochastic Models in Business and Industry, 2022
Authors:  Liu, Qiang;  Liu, Zhi;  Zhang, Chuanhai
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Peer-to-Peer Energy Trading Using Prediction Intervals of Renewable Energy Generation Journal article
IEEE Transactions on Smart Grid, 2022
Authors:  Jia, Yanbo;  Wan, Can;  Cui, Wenkang;  Song, Yonghua;  Ju, Ping
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Batteries  chance constraints  distributed optimization  Distribution networks  Energy management  Nash bargaining  Peer-to-peer computing  Peer-to-peer energy transaction  prediction interval  Predictive models  renewable energy generation.  Renewable energy sources  Uncertainty  
Probabilistic Forecasting for Power Systems With Renewable Energy Sources: Basic Concepts and Mathematical Principles Journal article
Zhongguo Dianji Gongcheng Xuebao/Proceedings of the Chinese Society of Electrical Engineering, 2021,Volume: 41,Issue: 19,Page: 6493-6508
Authors:  Wan, Can;  Cui, Wenkang;  Song, Yonghua
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Machine Learning  Power System  Probabilistic Forecasting  Renewable Energy  Uncertainty  
Two-stage stochastic programming-based capacity optimization for a high-temperature electrolysis system considering dynamic operation strategies Journal article
Journal of Energy Storage, 2021,Volume: 40
Authors:  Qi, Ruomei;  Qiu, Yiwei;  Lin, Jin;  Song, Yonghua;  Li, Wenying;  Xing, Xuetao;  Hu, Qiang
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Capacity Optimization  High-temperature Electrolysis  Operation Strategy  Power Source Volatility