no code implementations • 29 Oct 2023 • Ying-Hui Shao, Ying-Lin Liu, Yan-Hong Yang
Drawing inspiration from the significant impact of the ongoing Russia-Ukraine conflict and the recent COVID-19 pandemic on global financial markets, this study conducts a thorough analysis of three key crude oil futures markets: WTI, Brent, and Shanghai (SC).
no code implementations • 6 Oct 2021 • 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.
no code implementations • 8 Jun 2021 • Ying-Hui Shao, Yan-Hong Yang, Wei-Xing Zhou
We revisit the dynamic relationship between domestic economic policy uncertainty and stock markets using the symmetric thermal optimal path (TOPS) method.