2 citations · 2 across the 4 of their papers we have counts for
4 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…