Research of Economic Policy and Financial Asset Allocation based on Regression and correlation analysis model

2020 ◽  
Author(s):  
Shanshan Wang ◽  
Rong Zhou
Keyword(s):  
Economic Policy ◽  
Correlation Analysis ◽  
Asset Allocation ◽  
Financial Asset ◽  
Analysis Model

scholarly journals Sector Volatility Spillover and Economic Policy Uncertainty: Evidence from China’s Stock Market

Mathematics ◽  
2021 ◽  
Vol 9 (12) ◽  
pp. 1411
Author(s):  
Xiaqing Su ◽  
Zhe Liu
Keyword(s):  
Economic Policy ◽  
Stock Market ◽  
Asset Allocation ◽  
Policy Uncertainty ◽  
Volatility Spillover ◽  
Economic Policy Uncertainty ◽  
Long Run ◽  
Transmission Structure ◽  
Long Term Impact

Following generalized variance decomposition, we identify the transmission structure of financial shock among ten sectors in China. Then, we examine whether economic policy uncertainty (EPU) affects it through GARCH-MIDAS regression. We find that consumer discretionary, industrials, and materials sectors are systemically important industries during the sample period. Further research of dynamic analysis shows that each sector acts in a time-varying role in this structure. The results of the GARCH-MIDAS regression indicate that none of the selected EPU indexes has a significant long-term impact on the total volatility spillover of the inter-sector stock market in China. However, the EPUs do affect some sectors’ spillover indexes in the long run, and they are significantly heterogeneous. This paper can provide regulatory suggestions for policymakers and reasonable asset allocation and risk avoidance methods for investors.

Correlation Analysis of Energy Structure and Economic Growth Based on Information Entropy

2013 ◽  
Vol 827 ◽  
pp. 446-450
Author(s):  
Ming Yang ◽  
Hong Zhi Liao ◽  
Rong Jiang
Keyword(s):  
Economic Growth ◽  
Correlation Analysis ◽  
Information Entropy ◽  
Industrial Structure ◽  
Energy Structure ◽  
Analysis Method ◽  
Analysis Model ◽  
Quantitative Results ◽  
Instance Analysis ◽  
Change Tendency

The energy structure is closely related to economic growth, it is an important index to measure the effect on the economy of energy. Grasp the change tendency of the energy structure and economic growth, it can provide theoretical basis for future structure optimization and the adjustment of industrial structure. This paper, based on information entropy theory, puts forward the concepts of energy structure entropy and industrial structure entropy, and combine with regression analysis method, establishes the correlation analysis model between the energy structure and economic growth, finally through the instance analysis to give the quantitative results for the adjustment of structure.

scholarly journals Correlation analysis of PCB and comparison of test-analysis model reduction methods

2014 ◽  
Vol 27 (4) ◽  
pp. 835-845 ◽  
Author(s):  
Fei Xu ◽  
Chuanri Li ◽  
Tongmin Jiang ◽  
Shuanglong Rong
Keyword(s):  
Correlation Analysis ◽  
Model Reduction ◽  
Analysis Model ◽  
Test Analysis ◽  
Reduction Methods

Land Value Evaluation of Real Estate Development Project Based on Grey Correlation Analysis

2013 ◽  
Vol 438-439 ◽  
pp. 1782-1785
Author(s):  
Wei Ran Wang ◽  
Yun Xiu Sai ◽  
Xing Fang
Keyword(s):  
Real Estate ◽  
Correlation Analysis ◽  
Influence Factors ◽  
Development Project ◽  
Real Estate Development ◽  
Land Value ◽  
Analysis Model ◽  
The Real Estate ◽  
Grey Correlation ◽  
Grey Correlation Analysis

The accuracy of land value directly affects the size of the project development profit in real estate development project, more will be related to the project success and failure. According to the characteristics of the real estate development, land prices in the mature real estate, on the basis of influence factors, the grey correlation analysis model is set up by using the value of developed successful plot, to estimate the land value, and combined with examples to provide a reference for scientific decision-making to real estate developers.

An Ising spin state explanation for financial asset allocation

2016 ◽  
Vol 445 ◽  
pp. 112-116 ◽  
Author(s):  
Philip A. Horvath ◽  
Kelly R. Roos ◽  
Amit Sinha
Keyword(s):  
Spin State ◽  
Asset Allocation ◽  
Financial Asset ◽  
Ising Spin

Research on Mass of Leaves Estimation

2013 ◽  
Vol 655-657 ◽  
pp. 2010-2014
Author(s):  
Hong Wang ◽  
Li Hui Zhou
Keyword(s):  
Correlation Analysis ◽  
Relevant Factor ◽  
Analysis Model ◽  
Proposed Model ◽  
Depth Analysis ◽  
Sample Data

This paper establishes correlation analysis model to calculate the profile of trees and the distribution of leaves, and estimate mass of leaves. The establishment of the proposed model makes an in-depth analysis of sample data and determines the interrelationship of all relevant factor which make it easy to operate and applicable to all types of trees. If there are sufficient types of trees, more factors can be considered to make the model more accurate.

The Canary Wharf Debacle: From ‘TINA’—There is No Alternative—To ‘THEMBA’—There Must Be an Alternative

1993 ◽  
Vol 25 (9) ◽  
pp. 1247-1265 ◽  
Author(s):  
A Merrifield
Keyword(s):  
Economic Policy ◽  
Commercial Real Estate ◽  
The Political ◽  
Financial Asset ◽  
Short Term ◽  
Progressive Politics ◽  
The United Kingdom ◽  
Canary Wharf ◽  
Market Driven ◽  
London Docklands

In this paper, the recent failure of the Canary Wharf project at London Docklands in the wake of the financial collapse of Canadian property giant, Olympia and York, is critically examined. Some theoretical pointers are offered as to how the Canary Wharf affair arose, the logic through which it was implemented, and the political and financial mechanisms deployed to ride the storm are highlighted. The shifts occurring in the global political economy since the mid-1970s are charted, particularly the massive explosion of the financial sector. These developments have, in turn, rendered commercial real estate a pure financial asset. It is argued that it is this mechanism that spurred the frenetic speculation and overinvestment in the property sector throughout much of the 1980s. This was especially so at London Docklands as investment activities there were further catalysed by an urban and economic policy that endorsed market-driven, speculative short-term practices. The contradictions and instabilities this process engendered at Canary Wharf itself, and how the ensuing ‘fallout’ has been minimised and legitimated in the United Kingdom through effective nationalisation are examined. The paper is concluded with a discussion on the implications the débâcle has for critical theory and progressive politics.

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