邵颖慧｜上海对外经贸大学｜学者主页

期刊论文

2026

Risk spillovers between artificial intelligence assets and green markets

Ying-Hui Shao, Yan-Hong Yang, Han-Xian Zhou, Wei‐Xing Zhou

Physica A Statistical Mechanics and its Applications

DOI

2025

Risk spillovers between the BRICS and the U.S. staple grain futures markets

Ying-Hui Shao, Yan-Hong Yang, Wei‐Xing Zhou

Finance research letters

DOI

2025

Joint multifractality in cross-correlations between grains & oilseeds indices and external uncertainties

Ying-Hui Shao, Xing-Lu Gao, Yan-Hong Yang, Wei‐Xing Zhou

Financial Innovation

DOI

2024

Visibility Graph Analysis of Crude Oil Futures Markets: Insights from the COVID-19 Pandemic and Russia–Ukraine Conflict

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

Fluctuation and Noise Letters

DOI

2024

Contemporaneous and lagged spillovers between agriculture, crude oil, carbon emission allowance, and climate change

Yan-Hong Yang, Ying-Hui Shao, Wei‐Xing Zhou

Finance research letters

DOI

2024

New Insights into Domestic Price Drivers of Crude Oil Futures Markets: Evidence from Quantile ARDL Approach

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

Fluctuation and Noise Letters

DOI

2022

Do the global grain spot markets exhibit multifractal nature?

Xing-Lu Gao, Ying-Hui Shao, Yan-Hong Yang, Wei‐Xing Zhou

Chaos Solitons & Fractals

DOI

2022

The Short-Term Effect of COVID-19 Pandemic on China’s Crude Oil Futures Market: A Study Based on Multifractal Analysis

Ying-Hui Shao, Yinglin Liu, Yan-Hong Yang

Fluctuation and Noise Letters

DOI

2022

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

Ying-Hui Shao, Yan-Hong Yang, Wei‐Xing Zhou

Physica A Statistical Mechanics and its Applications

DOI

2021

MULTIFRACTAL BEHAVIOR OF CRYPTOCURRENCIES BEFORE AND DURING COVID-19

Ying-Hui Shao, HAN XU, YING-LIN LIU, Hai-Chuan Xu

Fractals

DOI

2020

Does Crude Oil Market Efficiency Improve After the Lift of the U.S. Export Ban? Evidence From Time-Varying Hurst Exponent

Ying-Hui Shao

Frontiers in Physics

DOI

2020

The Time-Dependent Lead-Lag Relationship Between WTI and Brent Crude Oil Spot Markets

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

Frontiers in Physics

DOI

2019

Time-varying lead–lag structure between the crude oil spot and futures markets

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

Physica A Statistical Mechanics and its Applications

DOI

2019

Revisiting the weak-form efficiency of the EUR/CHF exchange rate market: Evidence from episodes of different Swiss franc regimes

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

Physica A Statistical Mechanics and its Applications

DOI

预印本

2019

Time-dependent lead-lag relationships between the VIX and VIX futures markets

Yan-Hong Yang, Ying-Hui Shao

RePEc: Research Papers in Economics

DOI

邵颖慧

精选作品

期刊论文

Risk spillovers between artificial intelligence assets and green markets

Risk spillovers between the BRICS and the U.S. staple grain futures markets

Joint multifractality in cross-correlations between grains & oilseeds indices and external uncertainties

Visibility Graph Analysis of Crude Oil Futures Markets: Insights from the COVID-19 Pandemic and Russia–Ukraine Conflict

Contemporaneous and lagged spillovers between agriculture, crude oil, carbon emission allowance, and climate change

New Insights into Domestic Price Drivers of Crude Oil Futures Markets: Evidence from Quantile ARDL Approach

Do the global grain spot markets exhibit multifractal nature?

The Short-Term Effect of COVID-19 Pandemic on China’s Crude Oil Futures Market: A Study Based on Multifractal Analysis

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

MULTIFRACTAL BEHAVIOR OF CRYPTOCURRENCIES BEFORE AND DURING COVID-19

Does Crude Oil Market Efficiency Improve After the Lift of the U.S. Export Ban? Evidence From Time-Varying Hurst Exponent

The Time-Dependent Lead-Lag Relationship Between WTI and Brent Crude Oil Spot Markets

Time-varying lead–lag structure between the crude oil spot and futures markets

Revisiting the weak-form efficiency of the EUR/CHF exchange rate market: Evidence from episodes of different Swiss franc regimes

预印本

Time-dependent lead-lag relationships between the VIX and VIX futures markets

研究方向