20 citations · 54 across the 11 of their papers we have counts for
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econ.EM2021★ 2 cited
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…
q-fin.GN2021
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…