{"id":"https://openalex.org/W2773425988","doi":"https://doi.org/10.1007/s11424-017-6281-7","title":"A Hybrid Approach for Studying the Lead-Lag Relationships Between China\u2019s Onshore and Offshore Exchange Rates Considering the Impact of Extreme Events","display_name":"A Hybrid Approach for Studying the Lead-Lag Relationships Between China\u2019s Onshore and Offshore Exchange Rates Considering the Impact of Extreme Events","publication_year":2017,"publication_date":"2017-11-29","ids":{"openalex":"https://openalex.org/W2773425988","doi":"https://doi.org/10.1007/s11424-017-6281-7","mag":"2773425988"},"language":"en","primary_location":{"id":"doi:10.1007/s11424-017-6281-7","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s11424-017-6281-7","pdf_url":null,"source":{"id":"https://openalex.org/S45848134","display_name":"Journal of Systems Science and Complexity","issn_l":"1009-6124","issn":["1009-6124","1559-7067"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Journal of Systems Science and Complexity","raw_type":"journal-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5052851649","display_name":"Yunjie Wei","orcid":"https://orcid.org/0000-0001-8737-7975"},"institutions":[{"id":"https://openalex.org/I168719708","display_name":"City University of Hong Kong","ror":"https://ror.org/03q8dnn23","country_code":"HK","type":"education","lineage":["https://openalex.org/I168719708"]},{"id":"https://openalex.org/I19820366","display_name":"Chinese Academy of Sciences","ror":"https://ror.org/034t30j35","country_code":"CN","type":"government","lineage":["https://openalex.org/I19820366"]},{"id":"https://openalex.org/I4210120485","display_name":"Academy of Mathematics and Systems Science","ror":"https://ror.org/02jkmyk67","country_code":"CN","type":"facility","lineage":["https://openalex.org/I19820366","https://openalex.org/I4210120485"]}],"countries":["CN","HK"],"is_corresponding":false,"raw_author_name":"Yunjie Wei","raw_affiliation_strings":["Academy of Mathematics and Systems Science, Chinese Academy of Sciences, Beijing, 100190, China","Center for Forecasting Science, Chinese Academy of Sciences, Beijing, 100190, China","Department of Management Sciences, City University of Hong Kong, Hong Kong, China"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Academy of Mathematics and Systems Science, Chinese Academy of Sciences, Beijing, 100190, China","institution_ids":["https://openalex.org/I19820366","https://openalex.org/I4210120485"]},{"raw_affiliation_string":"Center for Forecasting Science, Chinese Academy of Sciences, Beijing, 100190, China","institution_ids":["https://openalex.org/I19820366"]},{"raw_affiliation_string":"Department of Management Sciences, City University of Hong Kong, Hong Kong, China","institution_ids":["https://openalex.org/I168719708"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5101612612","display_name":"Qi Wei","orcid":"https://orcid.org/0000-0001-9852-5902"},"institutions":[{"id":"https://openalex.org/I137867983","display_name":"Central University of Finance and Economics","ror":"https://ror.org/008e3hf02","country_code":"CN","type":"education","lineage":["https://openalex.org/I137867983"]},{"id":"https://openalex.org/I4210103805","display_name":"Great Wall Motors (China)","ror":"https://ror.org/019xwzn44","country_code":"CN","type":"company","lineage":["https://openalex.org/I4210103805"]},{"id":"https://openalex.org/I4210135906","display_name":"Beijing Great Wall Hospital","ror":"https://ror.org/03j2vsq41","country_code":"CN","type":"healthcare","lineage":["https://openalex.org/I4210135906"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Qi Wei","raw_affiliation_strings":["China Great Wall Asset Management Corporation, Beijing, 100045, China","School of Finance, Central University of Finance and Economics, Beijing, 100081, China"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"China Great Wall Asset Management Corporation, Beijing, 100045, China","institution_ids":["https://openalex.org/I4210103805","https://openalex.org/I4210135906"]},{"raw_affiliation_string":"School of Finance, Central University of Finance and Economics, Beijing, 100081, China","institution_ids":["https://openalex.org/I137867983"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5078558986","display_name":"Shouyang Wang","orcid":"https://orcid.org/0000-0001-5773-998X"},"institutions":[{"id":"https://openalex.org/I19820366","display_name":"Chinese Academy of Sciences","ror":"https://ror.org/034t30j35","country_code":"CN","type":"government","lineage":["https://openalex.org/I19820366"]},{"id":"https://openalex.org/I4210120485","display_name":"Academy of Mathematics and Systems Science","ror":"https://ror.org/02jkmyk67","country_code":"CN","type":"facility","lineage":["https://openalex.org/I19820366","https://openalex.org/I4210120485"]}],"countries":["CN"],"is_corresponding":true,"raw_author_name":"Shouyang Wang","raw_affiliation_strings":["Academy of Mathematics and Systems Science, Chinese Academy of Sciences, Beijing, 100190, China","Center for Forecasting Science, Chinese Academy of Sciences, Beijing, 100190, China"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Academy of Mathematics and Systems Science, Chinese Academy of Sciences, Beijing, 100190, China","institution_ids":["https://openalex.org/I19820366","https://openalex.org/I4210120485"]},{"raw_affiliation_string":"Center for Forecasting Science, Chinese Academy of Sciences, Beijing, 100190, China","institution_ids":["https://openalex.org/I19820366"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5100672405","display_name":"Kin Keung Lai","orcid":"https://orcid.org/0000-0003-1478-4996"},"institutions":[{"id":"https://openalex.org/I88830068","display_name":"Shaanxi Normal University","ror":"https://ror.org/0170z8493","country_code":"CN","type":"education","lineage":["https://openalex.org/I88830068"]},{"id":"https://openalex.org/I889458895","display_name":"University of Hong Kong","ror":"https://ror.org/02zhqgq86","country_code":"HK","type":"education","lineage":["https://openalex.org/I889458895"]}],"countries":["CN","HK"],"is_corresponding":false,"raw_author_name":"Kin Keung Lai","raw_affiliation_strings":["Department of Industrial and Manufacturing Systems Engineering, Hong Kong University, Hong Kong, China","International Business School, Shaanxi Normal University, Xi\u2019an, 710119, China","International Business School, Shaanxi Normal University, Xi'an, 710119, China"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of Industrial and Manufacturing Systems Engineering, Hong Kong University, Hong Kong, China","institution_ids":["https://openalex.org/I889458895"]},{"raw_affiliation_string":"International Business School, Shaanxi Normal University, Xi\u2019an, 710119, China","institution_ids":["https://openalex.org/I88830068"]},{"raw_affiliation_string":"International Business School, Shaanxi Normal University, Xi'an, 710119, China","institution_ids":["https://openalex.org/I88830068"]}]}],"institutions":[],"countries_distinct_count":2,"institutions_distinct_count":8,"corresponding_author_ids":["https://openalex.org/A5078558986"],"corresponding_institution_ids":["https://openalex.org/I19820366","https://openalex.org/I4210120485"],"apc_list":{"value":2890,"currency":"USD","value_usd":2890},"apc_paid":null,"fwci":2.4556,"has_fulltext":false,"cited_by_count":11,"citation_normalized_percentile":{"value":0.93784903,"is_in_top_1_percent":false,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":89,"max":97},"biblio":{"volume":"31","issue":"3","first_page":"734","last_page":"749"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11059","display_name":"Market Dynamics and Volatility","score":0.9961000084877014,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T11059","display_name":"Market Dynamics and Volatility","score":0.9961000084877014,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10503","display_name":"Global Financial Crisis and Policies","score":0.9957000017166138,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10007","display_name":"Monetary Policy and Economic Impact","score":0.9948999881744385,"subfield":{"id":"https://openalex.org/subfields/2000","display_name":"General Economics, Econometrics and Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/residual","display_name":"Residual","score":0.7013424634933472},{"id":"https://openalex.org/keywords/lag","display_name":"Lag","score":0.6560368537902832},{"id":"https://openalex.org/keywords/granger-causality","display_name":"Granger causality","score":0.5930424928665161},{"id":"https://openalex.org/keywords/econometrics","display_name":"Econometrics","score":0.5874791145324707},{"id":"https://openalex.org/keywords/renminbi","display_name":"Renminbi","score":0.5378785133361816},{"id":"https://openalex.org/keywords/term","display_name":"Term (time)","score":0.5294156670570374},{"id":"https://openalex.org/keywords/lead","display_name":"Lead (geology)","score":0.5089783668518066},{"id":"https://openalex.org/keywords/hilbert\u2013huang-transform","display_name":"Hilbert\u2013Huang transform","score":0.49385887384414673},{"id":"https://openalex.org/keywords/mode","display_name":"Mode (computer interface)","score":0.4930975139141083},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.4728553295135498},{"id":"https://openalex.org/keywords/submarine-pipeline","display_name":"Submarine pipeline","score":0.4348498582839966},{"id":"https://openalex.org/keywords/series","display_name":"Series (stratigraphy)","score":0.4209596514701843},{"id":"https://openalex.org/keywords/exchange-rate","display_name":"Exchange rate","score":0.39006713032722473},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.33037036657333374},{"id":"https://openalex.org/keywords/statistics","display_name":"Statistics","score":0.21481138467788696},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.1833951771259308},{"id":"https://openalex.org/keywords/geology","display_name":"Geology","score":0.1411455273628235},{"id":"https://openalex.org/keywords/monetary-economics","display_name":"Monetary economics","score":0.1333349347114563},{"id":"https://openalex.org/keywords/physics","display_name":"Physics","score":0.08159732818603516}],"concepts":[{"id":"https://openalex.org/C155512373","wikidata":"https://www.wikidata.org/wiki/Q287450","display_name":"Residual","level":2,"score":0.7013424634933472},{"id":"https://openalex.org/C75778745","wikidata":"https://www.wikidata.org/wiki/Q342626","display_name":"Lag","level":2,"score":0.6560368537902832},{"id":"https://openalex.org/C129824826","wikidata":"https://www.wikidata.org/wiki/Q2630107","display_name":"Granger causality","level":2,"score":0.5930424928665161},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.5874791145324707},{"id":"https://openalex.org/C9841139","wikidata":"https://www.wikidata.org/wiki/Q39099","display_name":"Renminbi","level":3,"score":0.5378785133361816},{"id":"https://openalex.org/C61797465","wikidata":"https://www.wikidata.org/wiki/Q1188986","display_name":"Term (time)","level":2,"score":0.5294156670570374},{"id":"https://openalex.org/C2777093003","wikidata":"https://www.wikidata.org/wiki/Q6508345","display_name":"Lead (geology)","level":2,"score":0.5089783668518066},{"id":"https://openalex.org/C25570617","wikidata":"https://www.wikidata.org/wiki/Q1006462","display_name":"Hilbert\u2013Huang transform","level":3,"score":0.49385887384414673},{"id":"https://openalex.org/C48677424","wikidata":"https://www.wikidata.org/wiki/Q6888088","display_name":"Mode (computer interface)","level":2,"score":0.4930975139141083},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.4728553295135498},{"id":"https://openalex.org/C162284963","wikidata":"https://www.wikidata.org/wiki/Q17106102","display_name":"Submarine pipeline","level":2,"score":0.4348498582839966},{"id":"https://openalex.org/C143724316","wikidata":"https://www.wikidata.org/wiki/Q312468","display_name":"Series (stratigraphy)","level":2,"score":0.4209596514701843},{"id":"https://openalex.org/C2776988154","wikidata":"https://www.wikidata.org/wiki/Q66100","display_name":"Exchange rate","level":2,"score":0.39006713032722473},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.33037036657333374},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.21481138467788696},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.1833951771259308},{"id":"https://openalex.org/C127313418","wikidata":"https://www.wikidata.org/wiki/Q1069","display_name":"Geology","level":0,"score":0.1411455273628235},{"id":"https://openalex.org/C556758197","wikidata":"https://www.wikidata.org/wiki/Q580018","display_name":"Monetary economics","level":1,"score":0.1333349347114563},{"id":"https://openalex.org/C121332964","wikidata":"https://www.wikidata.org/wiki/Q413","display_name":"Physics","level":0,"score":0.08159732818603516},{"id":"https://openalex.org/C62520636","wikidata":"https://www.wikidata.org/wiki/Q944","display_name":"Quantum mechanics","level":1,"score":0.0},{"id":"https://openalex.org/C114793014","wikidata":"https://www.wikidata.org/wiki/Q52109","display_name":"Geomorphology","level":1,"score":0.0},{"id":"https://openalex.org/C112633086","wikidata":"https://www.wikidata.org/wiki/Q381287","display_name":"White noise","level":2,"score":0.0},{"id":"https://openalex.org/C187320778","wikidata":"https://www.wikidata.org/wiki/Q1349130","display_name":"Geotechnical engineering","level":1,"score":0.0},{"id":"https://openalex.org/C111919701","wikidata":"https://www.wikidata.org/wiki/Q9135","display_name":"Operating system","level":1,"score":0.0},{"id":"https://openalex.org/C31258907","wikidata":"https://www.wikidata.org/wiki/Q1301371","display_name":"Computer network","level":1,"score":0.0},{"id":"https://openalex.org/C151730666","wikidata":"https://www.wikidata.org/wiki/Q7205","display_name":"Paleontology","level":1,"score":0.0},{"id":"https://openalex.org/C11413529","wikidata":"https://www.wikidata.org/wiki/Q8366","display_name":"Algorithm","level":1,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1007/s11424-017-6281-7","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s11424-017-6281-7","pdf_url":null,"source":{"id":"https://openalex.org/S45848134","display_name":"Journal of Systems Science and Complexity","issn_l":"1009-6124","issn":["1009-6124","1559-7067"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Journal of Systems Science and Complexity","raw_type":"journal-article"}],"best_oa_location":null,"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":29,"referenced_works":["https://openalex.org/W139818498","https://openalex.org/W625457988","https://openalex.org/W1713980409","https://openalex.org/W1882490089","https://openalex.org/W1966935273","https://openalex.org/W1981419029","https://openalex.org/W1996008419","https://openalex.org/W2007221293","https://openalex.org/W2015544881","https://openalex.org/W2056394377","https://openalex.org/W2077709628","https://openalex.org/W2089780494","https://openalex.org/W2098313800","https://openalex.org/W2116796368","https://openalex.org/W2140208140","https://openalex.org/W2169635647","https://openalex.org/W2178225550","https://openalex.org/W2218117548","https://openalex.org/W2396356127","https://openalex.org/W3016156866","https://openalex.org/W3121224878","https://openalex.org/W3122027775","https://openalex.org/W3123458323","https://openalex.org/W3123744954","https://openalex.org/W3123753677","https://openalex.org/W3125312369","https://openalex.org/W3125790495","https://openalex.org/W3147941133","https://openalex.org/W4210606352"],"related_works":["https://openalex.org/W1967189760","https://openalex.org/W2381433509","https://openalex.org/W2363286014","https://openalex.org/W2006682031","https://openalex.org/W2356016147","https://openalex.org/W2470325038","https://openalex.org/W2009558723","https://openalex.org/W2369410041","https://openalex.org/W2118549504","https://openalex.org/W2371963750"],"abstract_inverted_index":null,"counts_by_year":[{"year":2026,"cited_by_count":1},{"year":2025,"cited_by_count":2},{"year":2024,"cited_by_count":3},{"year":2023,"cited_by_count":1},{"year":2022,"cited_by_count":1},{"year":2021,"cited_by_count":1},{"year":2019,"cited_by_count":2}],"updated_date":"2026-07-23T08:03:31.855105","created_date":"2025-10-10T00:00:00"}