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