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Correlation structure and principal components in the global crude oil market

Dai, Yue-hua; Xie, Wen-jie; Jiang, Zhi-qiang; Jiang, … - In: Empirical economics : a journal of the Institute for … 51 (2016) 4, pp. 1501-1519

Persistent link: https://www.econbiz.de/10011662331

Identifying states of global financial market based on information flow network motifs

Xie, Wen-Jie; Yong, Yang; Wei, Na; Yue, Peng; Zhou, Wei-Xing - In: The North American journal of economics and finance : a … 58 (2021), pp. 1-11

Persistent link: https://www.econbiz.de/10013186424

Impact of the COVID-19 pandemic on the intermittent behavior of the global spot markets of staple food crops

Gao, Xing-Lu; Jiang, Zhi-Qiang; Zhou, Wei-Xing - In: Journal of management science and engineering 9 (2024) 4, pp. 510-521

Intermittent or multifractal behavior has been reported in various markets, and the impact of the COVID-19 pandemic has been investigated. However, the impact of the COVID-19 pandemic on global spot markets for staple foods has not yet been studied. We fill this gap by investigating the grain...

Persistent link: https://www.econbiz.de/10015163366

Extreme risk spillover effects in world gold markets and the global financial crisis

Wang, Gang-Jin; Chi, Xie; Jiang, Zhi-Qiang; Stanley, H. … - In: International review of economics & finance : IREF 46 (2016), pp. 55-77

Persistent link: https://www.econbiz.de/10011626706

Interconnectedness and systemic risk of China's financial institutions

Wang, Gang-Jin; Jiang, Zhi-Qiang; Lin, Min; Chi, Xie; … - In: Emerging markets review 35 (2018), pp. 1-18

Persistent link: https://www.econbiz.de/10012114699

Factor volatility spillover and its implications on factor premia

Shi, Huai-Long; Zhou, Wei-Xing - In: Journal of international financial markets, … 80 (2022), pp. 1-19

Persistent link: https://www.econbiz.de/10013533171

Evolution of Worldwide Stock Markets, Correlation Structure and Correlation Based Graphs

Song, Dong-Ming - 2011

We investigate the daily correlation present among market indices of stock exchanges located all over the world in the time period Jan 1996 - Jul 2009. We discover that the correlation among market indices presents both a fast and a slow dynamics. The slow dynamics reflects the development and...

Persistent link: https://www.econbiz.de/10013121902

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

Yang, Yan-Hong; Shao, Ying-Hui; Zhou, Wei-Xing - In: Finance research letters 71 (2025), pp. 1-11

Persistent link: https://www.econbiz.de/10015196957

Predictability of large future changes in major financial indices

Sornette, Didier; Zhou, Wei-Xing - In: International journal of forecasting 22 (2006) 1, pp. 153-168

Persistent link: https://www.econbiz.de/10003283968

A global economic policy uncertainty index from principal component analysis

Dai, Peng-Fei; Xiong, Xiong; Zhou, Wei-Xing - In: Finance research letters 40 (2021), pp. 1-7

Persistent link: https://www.econbiz.de/10012819228