{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2025,7,30]],"date-time":"2025-07-30T14:25:20Z","timestamp":1753885520084,"version":"3.41.2"},"reference-count":26,"publisher":"Wiley","issue":"1","license":[{"start":{"date-parts":[[2021,8,3]],"date-time":"2021-08-03T00:00:00Z","timestamp":1627948800000},"content-version":"vor","delay-in-days":214,"URL":"http:\/\/creativecommons.org\/licenses\/by\/4.0\/"}],"funder":[{"DOI":"10.13039\/501100012294","name":"National Social Science Fund Youth Project","doi-asserted-by":"publisher","award":["19BJL024"],"award-info":[{"award-number":["19BJL024"]}],"id":[{"id":"10.13039\/501100012294","id-type":"DOI","asserted-by":"publisher"}]}],"content-domain":{"domain":["onlinelibrary.wiley.com"],"crossmark-restriction":true},"short-container-title":["Complexity"],"published-print":{"date-parts":[[2021,1]]},"abstract":"<jats:p>This article analyses the transmission path of the international commodity futures market\u2019s impact on the Chinese economy. We use the MIDAS model and daily data to predict China\u2019s CPI in real time. Empirical analysis results show that (1) the influence of high\u2010frequency explanatory variables on low\u2010frequency CPI is different. The optimal lag orders of domestic high\u2010frequency variables are all around 23, which can be regarded as one month in practice, indicating that their CPI influence takes one month to show. (2) Both the univariate MIDAS model and the multivariate MIDAS combined prediction model have good performance in prediction accuracy. (3) The predicted results of the multivariate MIDAS combined prediction model for CPI in China\u2019s normal months are relatively excellent. However, when exceptional circumstances occur, the prediction results will show a specific deviation, and the prediction accuracy will also be reduced. Finally, some feasible suggestions are put forward according to the research results.<\/jats:p>","DOI":"10.1155\/2021\/7069193","type":"journal-article","created":{"date-parts":[[2021,8,3]],"date-time":"2021-08-03T23:05:50Z","timestamp":1628031950000},"update-policy":"https:\/\/doi.org\/10.1002\/crossmark_policy","source":"Crossref","is-referenced-by-count":0,"title":["Research on the Influence of Volatility of International Energy Commodity Futures Market on CPI in China"],"prefix":"10.1155","volume":"2021","author":[{"given":"Keyao","family":"Lin","sequence":"first","affiliation":[]},{"ORCID":"https:\/\/orcid.org\/0000-0003-2814-1211","authenticated-orcid":false,"given":"Chao","family":"Xun","sequence":"additional","affiliation":[]},{"given":"Fei","family":"Wang","sequence":"additional","affiliation":[]},{"given":"Angela Chi","family":"Chao","sequence":"additional","affiliation":[]},{"given":"Zhenyu","family":"Du","sequence":"additional","affiliation":[]}],"member":"311","published-online":{"date-parts":[[2021,8,3]]},"reference":[{"key":"e_1_2_10_1_2","doi-asserted-by":"publisher","DOI":"10.1109\/tpwrd.2018.2877966"},{"key":"e_1_2_10_2_2","doi-asserted-by":"publisher","DOI":"10.1016\/j.apenergy.2021.117024"},{"key":"e_1_2_10_3_2","doi-asserted-by":"publisher","DOI":"10.1016\/j.jclepro.2019.03.026"},{"key":"e_1_2_10_4_2","doi-asserted-by":"publisher","DOI":"10.3390\/su10010261"},{"key":"e_1_2_10_5_2","doi-asserted-by":"publisher","DOI":"10.1016\/j.techfore.2018.07.002"},{"key":"e_1_2_10_6_2","doi-asserted-by":"publisher","DOI":"10.1007\/s12555-018-0506-y"},{"key":"e_1_2_10_7_2","doi-asserted-by":"publisher","DOI":"10.1080\/1406099X.2018.1562011"},{"key":"e_1_2_10_8_2","doi-asserted-by":"publisher","DOI":"10.1142\/s0217590820460030"},{"key":"e_1_2_10_9_2","doi-asserted-by":"publisher","DOI":"10.1016\/j.econmod.2015.11.008"},{"key":"e_1_2_10_10_2","doi-asserted-by":"publisher","DOI":"10.1177\/097491011100300204"},{"key":"e_1_2_10_11_2","doi-asserted-by":"publisher","DOI":"10.1016\/j.foodpol.2011.11.007"},{"key":"e_1_2_10_12_2","doi-asserted-by":"publisher","DOI":"10.1007\/s11156-013-0359-7"},{"key":"e_1_2_10_13_2","doi-asserted-by":"publisher","DOI":"10.1016\/j.eneco.2015.03.005"},{"key":"e_1_2_10_14_2","doi-asserted-by":"publisher","DOI":"10.1142\/s021759082050037x"},{"key":"e_1_2_10_15_2","doi-asserted-by":"publisher","DOI":"10.1016\/j.enpol.2019.02.011"},{"key":"e_1_2_10_16_2","doi-asserted-by":"publisher","DOI":"10.1016\/j.jdeveco.2005.09.003"},{"key":"e_1_2_10_17_2","first-page":"960","article-title":"Exchange rates and the current account","volume":"70","author":"Dornbusch R.","year":"1980","journal-title":"The American Economic Review"},{"key":"e_1_2_10_18_2","doi-asserted-by":"publisher","DOI":"10.1016\/s0261-5606(14)00019-9"},{"key":"e_1_2_10_19_2","first-page":"238","article-title":"Macroeconomic effects of financial shocks","volume":"102","author":"Quadrini J. 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