This study introduces an integrated vector error correction and directed acyclic graph method for investigating contemporaneous causalities with application to regional scrap steel prices in east, north, south, central, northeast, and southwest China. We use daily data and combine the Peter and...

It is an important task to make predictions of trading volumes of financial indices to market participants. In the present study, we focus on this issue for the Chinese Stock Index 300 (CSI300) spot by exploring the high-frequency one-minute data spanning the launch date of the corresponding...

The real estate market in China has been growing rapidly during the past decade, with different property price patterns across various regions. Among different types of properties, prices of retail properties have not been sufficiently analyzed. This study focuses on forecasting problems of...