Search Results for author: Ying-Hui Shao

Found 3 papers, 0 papers with code

Visibility graph analysis of crude oil futures markets: Insights from the COVID-19 pandemic and Russia-Ukraine conflict

no code implementations29 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).

Clustering

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

no code implementations6 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.

How does economic policy uncertainty comove with stock markets: New evidence from symmetric thermal optimal path method

no code implementations8 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.

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