4 papers
Russia-Ukraine conflict and the quantile return connectedness of grain futures in the BRICS and international markets
Yan-Hong Yang, Ying-Hui Shao, Wei-Xing Zhou
This study investigates quantile-based connectedness among BRICS and international grain futures around the Russia-Ukraine conflict and milestones of the Black Sea Grain Initiative…
Dynamic spillovers and investment strategies across artificial intelligence ETFs, artificial intelligence tokens, and green markets
Ying-Hui Shao, Yan-Hong Yang, Han-Xian Zhou +1
This paper investigates the risk spillovers among AI ETFs, AI tokens, and green markets using the R2 decomposition method. We reveal several key insights. First, the overall transm…
Risk spillovers between the BRICS and the U.S. staple grain futures markets
Ying-Hui Shao, Yan-Hong Yang, Wei-Xing Zhou
This study examines contemporaneous and lagged spillover effects in BRICS staple grain futures markets and their linkages with U.S. markets. The results show that contemporaneous s…
Contemporaneous and lagged spillovers between agriculture, crude oil, carbon emission allowance, and climate change
Yan-Hong Yang, Ying-Hui Shao, Wei-Xing Zhou
In this paper, we examine the dynamic spillovers among the crude oil, carbon emission allowance, climate change, and agricultural markets. Adopting a novel decomposed connect…