32 citations · 71 across the 6 of their papers we have counts for
6 papers
Moment connectedness and driving factors in the energy-food nexus: A time-frequency perspective
Yun-Shi Dai, Peng-Fei Dai, Stéphane Goutte +2
With escalating macroeconomic uncertainty, the risk interlinkages between energy and food markets have become increasingly complex, posing serious challenges to global energy and f…
Multiscale risk spillovers and external driving factors: Evidence from the global futures and spot markets of staple foods
Yun-Shi Dai, Peng-Fei Dai, Stéphane Goutte +2
Stable and efficient food markets are crucial for global food security, yet international staple food markets are increasingly exposed to complex risks, including intensified risk…
The impact of geopolitical risk on the international agricultural market: Empirical analysis based on the GJR-GARCH-MIDAS model
Yun-Shi Dai, Peng-Fei Dai, Wei-Xing Zhou
The current international landscape is turbulent and unstable, with frequent outbreaks of geopolitical conflicts worldwide. Geopolitical risk has emerged as a significant threat to…
The impact of the Russia-Ukraine conflict on the extreme risk spillovers between agricultural futures and spots
Wei-Xing Zhou, Yun-Shi Dai, Kiet Tuan Duong +1
The ongoing Russia-Ukraine conflict between two major agricultural powers has posed significant threats and challenges to the global food system and world food security. Focusing o…
Correlation structure analysis of the global agricultural futures market
Yun-Shi Dai, Ngoc Quang Anh Huynh, Qing-Huan Zheng +1
This paper adopts the random matrix theory (RMT) to analyze the correlation structure of the global agricultural futures market from 2000 to 2020. It is found that the distribution…
Tail dependence structure and extreme risk spillover effects between the international agricultural futures and spot markets
Yun-Shi Dai, Peng-Fei Dai, Wei-Xing Zhou
This paper combines the Copula-CoVaR approach with the ARMA-GARCH-skewed Student-t model to investigate the tail dependence structure and extreme risk spillover effects between the…