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Ying-Hui Shao

Shanghai University of International Business and Economics (per OpenAlex) · ORCID · OpenAlex

17 papers in scope · 17 published · 1 on the econ.EM arXiv · 410 citations · h-index 9 (over the papers listed here)

Papers

(1 of 17)

Risk spillovers between artificial intelligence assets and green markets
published2026 · Physica A Statistical Mechanics and its Applications
with Yan-Hong Yang, Han-Xian Zhou, Wei-Xing Zhou
Physica A Statistical Mechanics and its Applications
Risk spillovers between the BRICS and the U.S. staple grain futures markets
published2025 · Finance research letters · 3 citations · first circulated 2024
with Yan-Hong Yang, Wei-Xing Zhou, Yanhong Yang
Finance research letters
Joint multifractality in cross-correlations between grains & oilseeds indices and external uncertainties
published2025 · Financial Innovation · 3 citations · first circulated 2024
with Xing-Lu Gao, Yan-Hong Yang, Wei-Xing Zhou, Yanhong Yang
Financial Innovation
Visibility Graph Analysis of Crude Oil Futures Markets: Insights from the COVID-19 Pandemic and Russia–Ukraine Conflict
published2024 · Fluctuation and Noise Letters · 1 citations · first circulated 2023
with Yan-Hong Yang, Ying-Lin Liu, Yanhong Yang
Fluctuation and Noise Letters
Contemporaneous and lagged spillovers between agriculture, crude oil, carbon emission allowance, and climate change
published2024 · Finance research letters · 9 citations
with Yan-Hong Yang, Wei-Xing Zhou
Finance research letters
New Insights into Domestic Price Drivers of Crude Oil Futures Markets: Evidence from Quantile ARDL Approach
published2024 · Fluctuation and Noise Letters · 2 citations · first circulated 2021
with Hao-Lin Shao, Yan-Hong Yang
Paper profile Fluctuation and Noise Letters arXiv:2110.02693
Impact of the COVID-19 pandemic on the intermittent behavior of the global spot markets of staple food crops
published2024 · Journal of Management Science and Engineering · 2 citations · first circulated 2023
with Xing-Lu Gao, Zhi-Qiang Jiang, Wei-Xing Zhou
Journal of Management Science and Engineering
Education journal rankings: a diversity-based Author Affiliation Index assessment methodology
published2024 · Scientometrics · 4 citations · first circulated 2023
with Yan-Hong Yang
Scientometrics
Do the global grain spot markets exhibit multifractal nature?
published2022 · Chaos Solitons & Fractals · 49 citations
with Xing-Lu Gao, Yan-Hong Yang, Wei-Xing Zhou
Chaos Solitons & Fractals
The Short-Term Effect of COVID-19 Pandemic on China’s Crude Oil Futures Market: A Study Based on Multifractal Analysis
published2022 · Fluctuation and Noise Letters · 20 citations
with Yinglin Liu, Yan-Hong Yang
Fluctuation and Noise Letters
How does economic policy uncertainty comove with stock markets: New evidence from symmetric thermal optimal path method
published2022 · Physica A Statistical Mechanics and its Applications · 9 citations · first circulated 2021
with Yan-Hong Yang, Wei-Xing Zhou
Physica A Statistical Mechanics and its Applications
MULTIFRACTAL BEHAVIOR OF CRYPTOCURRENCIES BEFORE AND DURING COVID-19
published2021 · Fractals · 24 citations
with Han Xu, Ying-Lin Liu, Hai-Chuan Xu
Fractals
Does Crude Oil Market Efficiency Improve After the Lift of the U.S. Export Ban? Evidence From Time-Varying Hurst Exponent
published2020 · Frontiers in Physics · 11 citations
Frontiers in Physics
The Time-Dependent Lead-Lag Relationship Between WTI and Brent Crude Oil Spot Markets
published2020 · Frontiers in Physics · 15 citations
with Yan-Hong Yang, Hao-Lin Shao, Xin Song
Frontiers in Physics
Time-varying lead–lag structure between the crude oil spot and futures markets
published2019 · Physica A Statistical Mechanics and its Applications · 45 citations
with Yanhong Yang, Hao-Lin Shao, H. Eugene Stanley
Physica A Statistical Mechanics and its Applications
Revisiting the weak-form efficiency of the EUR/CHF exchange rate market: Evidence from episodes of different Swiss franc regimes
published2019 · Physica A Statistical Mechanics and its Applications · 33 citations
with Yanhong Yang, Hao-Lin Shao, H. Eugene Stanley
Physica A Statistical Mechanics and its Applications
Comparing the performance of FA, DFA and DMA using different synthetic long-range correlated time series
published2012 · Scientific Reports · 180 citations
with Gao-Feng Gu, Zhi-Qiang Jiang, Wei-Xing Zhou, Didier Sornette, Gao Feng Gu
Scientific Reports

Assembled from arXiv and OpenAlex. Duplicate records for the same paper are merged, and the published version is shown where we could identify one. Corrections welcome.