32 citations · 71 across the 6 of their papers we have counts for
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econ.GN2025
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…
econ.GN2023★ 21 cited
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…