3 papers
econ.EM2026
Energy Market and Carbon Emission Spillovers in Critical Minerals Investment: A Dynamic Connectedness Approach
Haibo Wang, Lutfu Sua, Jaime Ortiz +2
Design/methodology/approach A time-varying parameter vector autoregression (TVP-VAR) model is employed to quantify dynamic connectedness and directional volatility spillovers using…
econ.EM2026
Dynamic Risk in the U.S. Banking System: An Analysis of Sentiment, Policy Shocks, and Spillover Effects
Haibo Wang, Jun Huang, Lutfu S Sua +3
The 2023 U.S. banking crisis propagated not through direct financial linkages but through a high-frequency, information-based contagion channel. This paper moves beyond exploration…
econ.GN2024
Will Southeast Asia be the next global manufacturing hub? A multiway cointegration, causality, and dynamic connectedness analyses on factors influencing offshore decisions
Haibo Wang, Lutfu S. Sua, Jun Huang +2
The COVID-19 pandemic has compelled multinational corporations to diversify their global supply chain risk and to relocate their factories to Southeast Asian countries beyond China…