10 citations · 18 across the 3 of their papers we have counts for
4 papers
New insights into price drivers of crude oil futures markets: Evidence from quantile ARDL approach
Hao-Lin Shao, Ying-Hui Shao, Yan-Hong Yang
This paper investigates the cointegration between possible determinants of crude oil futures prices during the COVID-19 pandemic period. We perform comparative analysis of WTI and…
Time-dependent lead-lag relationships between the VIX and VIX futures markets
Yan-Hong Yang, Ying-Hui Shao
We utilize the symmetric thermal optimal path (TOPS) method to examine the dynamic interaction patterns between the VIX and VIX futures markets. We document that the VIX dominates…
Statistical properties of user activity fluctuations in virtual worlds
Yan-Hong Yang, Wen-Jie Xie, Ming-Xia Li +2
User activity fluctuations reflect the performance of online society. We investigate the statistical properties of 1-min user activity time series of simultaneously online users in…
Individual position diversity in dependence socioeconomic networks increases economic output
Wen-Jie Xie, Yan-Hong Yang, Ming-Xia Li +2
The availability of big data recorded from massively multiplayer online role-playing games (MMORPGs) allows us to gain a deeper understanding of the potential connection between in…