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econ.EM2026
Event-Driven Market Co-Movement Dynamics in Critical Mineral Equities: An Empirical Framework Using Change Point Detection and Cross-Sectional Analysis
Haibo Wang
This study examines market behavior in critical mineral investments using a novel analytical framework that combines change-point detection (PELT algorithm) with cross-sectional an…
econ.EM2025
Assessing Dynamic Connectedness in Global Supply Chain Infrastructure Portfolios: The Impact of Risk Factors and Extreme Events
Haibo Wang
This paper analyses the risk factors around investing in global supply chain infrastructure: the energy market, investor sentiment, and global shipping costs. It presents portfolio…