Jiliang Sheng

Predictability of climate policy uncertainty index

Ying Chen, Liang Peng, Jiliang Sheng

Since Gavriilidis (2021) constructed the monthly climate policy uncertainty (CPU) index, researchers have used the index to investigate the impact of CPU on economic, financial, and energy markets at the level of both mean and volatility. Focusing on the predictability of CPU …

cn, us (code pays fourni par la source)

CVaR-based risk parity model with machine learning

Jiliang Sheng, Huan Chen, Yunbi An

cn, ca (code pays fourni par la source)

Retraction notice to "The longitudinal relationship between tourism, electricity consumption, and CO2 emissions" [Heliyon 10 (2024) e35724]

Rizwan Munir, Tahir Abbas, Liaqat Ali Waseem, Jiliang Sheng et autres

[This retracts the article DOI: 10.1016/j.heliyon.2024.e35724.].

cn, ae, pk, sa (code pays fourni par la source)

Authorized retailer's gray market activities and supply chain performance improvement

Dingjun Hong, Jiliang Sheng, Ziyu Wu, Jianchang Fan

This paper establishes a supply chain consisting of one manufacturer, two authorized retailers from different countries, and one independent gray marketer. The paper considers two decentralized decision settings regarding the participation of the authorized retailer in the gray market: In Scenario Ⅰ, …

cn (code pays fourni par la source)

Optimal delegation contract with portfolio risk

Jiliang Sheng, Yan-Yan Yang, Jun Yang

Conventional linear benchmarked contracts tend to cause excessive pegging to the benchmark and thus price distortion of stocks in the benchmark. This paper studies the optimal delegation contract when there is principal-agent friction. Specifically, it explores the impacts of incorporating the risk …

Active portfolio management in the face of ESG uncertainty: An agile framework for adaptive investment strategies

Limin Wen, Junxue Li, Jiliang Sheng, Yi Zhang

cn (code pays fourni par la source)

RETRACTED: The longitudinal relationship between tourism, electricity consumption, and CO2 emissions

Rizwan Munir, Tahir Abbas, Liaqat Ali Waseem, Jiliang Sheng et autres

emissions in Pakistan.

cn, ae, pk, sa (code pays fourni par la source)

Measurement of Systemic Risk Based on the QRDCCNN Model

Juchao Li, Jiliang Sheng, Yi Huang

cn (code pays fourni par la source)

How nonlinear benchmark in delegation contract can affect asset price and price informativeness

Jiliang Sheng, Yan-Yan Yang, Xiaoting Wang, Jun Yang

cn, ca (code pays fourni par la source)

High-dimensional CoVaR risk spillover network from oil market to global stock markets—Lessons from the Kyoto Protocol

Jiliang Sheng, Juchao Li, Jun Yang, Yufan Wang et autres

This paper explores the impact of the Kyoto Protocol by investigating the correlation and risk spillover between the crude oil market and the stock markets of 28 countries during its two commitment periods. Besides time-varying Copula-CoVaR models, the Adaptive Lasso-VAR model with …

cn, ca (code pays fourni par la source)

Optimal Delegation Contract with Portfolio Risk

Jiliang Sheng, yanyan yangyan, Jun Yang

cn, ca (code pays fourni par la source)

Systemic Tail Risk and Future Return: An Investigation from the Perspectives of Investor Sentiment and Short-Selling Constraints

Jiliang Sheng, Xue Yu, Yunbi An, Jun Yang

cn, ca (code pays fourni par la source)