61 citations · 159 across the 15 of their papers we have counts for
3 papers · 1 filter
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…
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…
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…