3 papers
q-fin.RM2025
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…
q-fin.RM2024
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…
q-fin.ST2024
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…