《Journal of Management Science and Engineering》

作品数:221被引量:238H指数:6
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《Journal of Management Science and Engineering》
主办单位:Science Press (CSPM Ltd.);National Natural Science Foundation of China;College of Management and Economics, Tianjin University
最新期次:2024年4期更多>>
发文主题:AUTHORSGUIDESUBMISSIONEVIDENCEONLINE更多>>
发文领域:经济管理自动化与计算机技术文化科学社会学更多>>
发文基金:国家自然科学基金国家社会科学基金中国博士后科学基金北京市自然科学基金更多>>
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Ambiguity,limited market participation,and the crosssectional stock return
《Journal of Management Science and Engineering》2024年第4期522-534,共13页Yefang Yuan Aifan Ling Zhijun Hu 
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...
关键词:AMBIGUITY Ambiguity premium Heterogeneity of investor ambiguity aversion Limited market participation 
Welfare analysis with uncertain market segment proportions
《Journal of Management Science and Engineering》2024年第4期535-552,共18页Yijun Wang Shiting Ren Xuan Zhou Junqing Kang 
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...
关键词:WELFARE UNCERTAINTY Market segments Capital constraint Misallocation 
Research on the volatility characteristics and evolutionary mechanism of the“Asian premium”for natural gas
《Journal of Management Science and Engineering》2024年第4期553-567,共15页Jian Chai Mingxiao Zhao Xiaokong Zhang Na Li Zhefei Zhang Zenghui Liu 
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...
关键词:Natural gas Asian premium Speculative premium Energy security premium BMA TVP-SV-VAR 
Demand risks and term structure of volatility index futures
《Journal of Management Science and Engineering》2024年第4期568-586,共19页Xinglin Yang Juan Huang 
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...
关键词:FUTURES Demand risks Preferred-habitat investors Jump risks Term structure 
GUIDE FOR AUTHORS
《Journal of Management Science and Engineering》2024年第4期I0002-I0008,共7页
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...
关键词:SUBMISSION contributing GUIDE 
Could coal-fired power plants with CCS be an effective way for carbon neutrality in China?
《Journal of Management Science and Engineering》2024年第4期461-473,共13页Boqiang Lin Zhiwei Liu 
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...
关键词:Renewable energy resources Flexible power Battery energy storage system Carbon capture and storage 
Forecasting the market value of power battery industry chain:A novel RRMIDAS-SVR model
《Journal of Management Science and Engineering》2024年第4期474-489,共16页Weiqing Wang Zengbin Zhang Liukai Wang Hairong Lan Yu Xiong 
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...
关键词:RRMIDAS-SVR Power battery industry chain Electric vehicles Development status 
Can smart transportation reduce carbon emission intensity?-An empirical study from macro and micro perspectives in China
《Journal of Management Science and Engineering》2024年第4期490-509,共20页Shuai Ling Shurui Jin Qing Wang Paul M.Schonfeld 
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...
关键词:Smart transportation Carbon emission intensity Mechanism analysis Dynamic threshold model 
Impact of the COVID-19 pandemic on the intermittent behavior of the global spot markets of staple food crops
《Journal of Management Science and Engineering》2024年第4期510-521,共12页Xing-Lu Gao Zhi-Qiang Jiang Wei-Xing Zhou 
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...
关键词:ECONOPHYSICS Multifractal analysis Agricultural food markets Statistical tests Intrinsic multifractality COVID-19 pandemic 
GUIDE FOR AUTHORS
《Journal of Management Science and Engineering》2024年第3期I0003-I0009,共7页
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...
关键词:SUBMISSION contributing GUIDE 
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