supported by the National Natural Science Foundation of China(NSFC No.72063015,72071098);the Key Research Base Project of Humanities and Social Sciences in Jiangxi Province Universities(JD21050);Fundamental Research Funds for the Central Universities(41004885).
Using expected utility under uncertain probability theory(EUUP,Izhakian,2017,2020),we study whether the ambiguity related to individual stocks is priced in the Chinese A-share market and the mechanism behind the ambig...
supported by Fundamental Research Funds for the Central Uni versities[2023JBW8001];the National Natural Science Foundation of China[grant numbers 72201286,72072042];Humanities and Social Science Fund of Ministry of Education of China[23YJC910008].
This study theoretically explores the impact of market segmentation uncertainty on pro-ducers'production decisions and their subsequent effects on producers'profits,consumer surplus,and social welfare.This uncertainty...
The spread of natural gas in the main international natural gas markets shows charac-teristics of violent fluctuation,frequent mutation,and periodic evolution,which pose a great challenge to the safety and sustainable...
supported by the Sichuan Provincial Philosophy and Social Science Foundation of China[grant number SC23TJ045].
In this paper,we develop an equilibrium framework to explain the characteristics of volatility index(vix)futures prices and returns across maturities.In the framework,the investors prefer Vix futures with specific mat...
Introduction Types of paper Contributions falling into the following categories will be considered for publication:Original reseach papers,reviews.Please ensure that you select the appropriate article type from the li...
supported by National Natural Science Foundation of China(Key Program,No 72133003).
The transition toward carbon neutrality in China necessitates integrating more renewable energy sources(RES)into the power grid.However,a high share of RES can destabilize the grid,making it crucial to add clean,flexi...
support from the National Natural Science Foundation of China(72301025);the Beijing Municipal Social Science Foundation(23GLB022);the Fundamental Research Funds for the Central Universities(No.FRF-TP-22-060A1,FRF-BR-23-08B).
The emergence of electric vehicles has contributed to mitigating air pollution and greenhouse effects caused by traditional fuel vehicles.The power battery industry chain,which is a primary component of electric vehic...
Traditional transportation development has yielded significant economic and social ben-efits,but it has also led to increased pollution emissions and substantial environmental impacts.Transport has become a major sour...
supported by the National Natural Science Foundation of China(72171083);the Fundamental Research Funds for Central Universities.
Intermittent or multifractal behavior has been reported in various markets,and the impact of the COVID-19 pandemic has been investigated.However,the impact of the COVID-19 pandemic on global spot markets for staple fo...
Introduction Types of paper Contributions falling into the following categories will be considered for publication:Original reseach papers,reviews.Please ensure that you select the appropriate article type from the li...