61 citations · 159 across the 15 of their papers we have counts for
15 papers
Dynamic spillovers and investment strategies across artificial intelligence ETFs, artificial intelligence tokens, and green markets
Ying-Hui Shao, Yan-Hong Yang, Han-Xian Zhou +1
This paper investigates the risk spillovers among AI ETFs, AI tokens, and green markets using the R2 decomposition method. We reveal several key insights. First, the overall transm…
Risk spillovers between the BRICS and the U.S. staple grain futures markets
Ying-Hui Shao, Yan-Hong Yang, Wei-Xing Zhou
This study examines contemporaneous and lagged spillover effects in BRICS staple grain futures markets and their linkages with U.S. markets. The results show that contemporaneous s…
Joint multifractality in the cross-correlations between grains \& oilseeds indices and external uncertainties
Ying-Hui Shao, Xing-Lu Gao, Yan-Hong Yang +1
This study investigates the relationships between agricultural spot markets and external uncertainties via the multifractal detrending moving-average cross-correlation analysis (MF…
Russia-Ukraine conflict and the quantile return connectedness of grain futures in the BRICS and international markets
Yan-Hong Yang, Ying-Hui Shao, Wei-Xing Zhou
This study investigates quantile-based connectedness among BRICS and international grain futures around the Russia-Ukraine conflict and milestones of the Black Sea Grain Initiative…
Contemporaneous and lagged spillovers between agriculture, crude oil, carbon emission allowance, and climate change
Yan-Hong Yang, Ying-Hui Shao, Wei-Xing Zhou
In this paper, we examine the dynamic spillovers among the crude oil, carbon emission allowance, climate change, and agricultural markets. Adopting a novel decomposed connect…
Education journal rankings: A diversity-based Author Affiliation Index assessment methodology
Yan-Hong Yang, Ying-Hui Shao
Determining the reputation of academic journals is an crucial issue. The Author Affiliation Index (AAI) was proposed as a novel indicator for judging journal quality in many academ…
Visibility graph analysis of crude oil futures markets: Insights from the COVID-19 pandemic and Russia-Ukraine conflict
Yan-Hong Yang, Ying-Lin Liu, Ying-Hui Shao
Drawing inspiration from the significant impact of the ongoing Russia-Ukraine conflict and the recent COVID-19 pandemic on global financial markets, this study conducts a thorough…
The short-term effect of COVID-19 pandemic on China's crude oil futures market: A study based on multifractal analysis
Shao Ying-Hui, Liu Ying-Lin, Yang Yan-Hong
The ongoing COVID-19 shocked financial markets globally, including China's crude oil future market, which is the third most traded crude oil futures after WTI and Brent. As China's…
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…
How does economic policy uncertainty comove with stock markets: New evidence from symmetric thermal optimal path method
Ying-Hui Shao, Yan-Hong Yang, Wei-Xing Zhou
We revisit the dynamic relationship between domestic economic policy uncertainty and stock markets using the symmetric thermal optimal path (TOPS) method. We observe different inte…
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…
Non-Poisson donation behaviors in virtual worlds
Yan-Hong Yang, Ming-Xia Li, Wei-Xing Zhou +1
Similar to charitable giving in real world, donation behaviors play an important role in the complex interactions among individuals in virtual worlds. However, it is not clear if t…
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…
Joint multifractal analysis based on wavelet leaders
Zhi-Qiang Jiang, Yan-Hong Yang, Gang-Jin Wang +1
Mutually interacting components form complex systems and the outputs of these components are usually long-range cross-correlated. Using wavelet leaders, we propose a method of char…