Xuemei Li

Southeast University

Banani, Dhaka, Bangladesh

Dhaka

Bangladesh

SCHOLARLY PAPERS

2

DOWNLOADS

184

TOTAL CITATIONS

0

Scholarly Papers (2)

1.

Gjr-Garch Midas Model Based Analyse Geopolitical Risk and Energy Price Volatility

Number of pages: 42 Posted: 16 Jan 2023
Southeast University, Southeast University, Southeast University and Southeast University
Downloads 160 (402,002)

Abstract:

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Geopolitical Risk, Energy Price, Mixing Data, Asymmetric effect, GJR-GARCH-MIDAS

2.

Functional Classification and Dynamic Prediction of Cumulative Intraday Returns of Crude Oil Futures in China

Number of pages: 27 Posted: 15 Aug 2023
Xuemei Li and Xiaoxing Liu
Southeast University and Southeast University
Downloads 24 (1,116,317)

Abstract:

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Dynamically updated forecasts, Weighted functional principal component analysis, Category pattern recognition, Functional mixed prediction