EconBase
← All authors

Hao-Lin Shao

Columbia University (from arXiv:2110.02693, 2021) · OpenAlex

4 papers in scope · 4 published · 1 on the econ.EM arXiv · 95 citations · h-index 3 (over the papers listed here)

Papers

(1 of 4)

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 Ying-Hui Shao, Yan-Hong Yang
Paper profile Fluctuation and Noise Letters arXiv:2110.02693
The Time-Dependent Lead-Lag Relationship Between WTI and Brent Crude Oil Spot Markets
published2020 · Frontiers in Physics · 15 citations
with Yan-Hong Yang, Ying-Hui 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 Ying-Hui Shao, Yanhong Yang, 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, Ying-Hui Shao, H. Eugene Stanley
Physica A Statistical Mechanics and its Applications

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.