activity
20122026
most citedComparing the performance of FA, DFA and DMA using different synthetic long-range correlated time series

180 citations · 291 across the 14 of their papers we have counts for

collaborators
Showing econ.EMShow all

1 paper · 1 filter

econ.EM2021★ 2 cited

New insights into price drivers of crude oil futures markets: Evidence from quantile ARDL approach

Hao-Lin Shao, Ying-Hui Shao, Yan-Hong Yang

This paper investigates the cointegration between possible determinants of crude oil futures prices during the COVID-19 pandemic period. We perform comparative analysis of WTI and…