This paper examines the impacts of COVID-19 outbreak on the spillover between ten US
and Chinese equity sectors. We use Copula and Conditional Value at Risk approaches. The …

We explore the time-varying effects of financial and geopolitical uncertainties on commodity
markets using a time-varying parameter structural vector autoregression with stochastic …

In this paper, we analyze the impact of the COVID-19 crisis on global stock sectors from two
perspectives. First, to measure the effect of the COVID-19 on the volatility connectedness …

The stock market investors aim at maximizing their investment returns. Stock
recommendation task is to recommend stocks with higher return ratios for the investors. Most …

This paper examines the impact of the Sino-US trade and non-trade disputes on Chinese
stock market. By employing the event study methodology, we investigate the abnormal …

By using the NARDL model, we investigate the asymmetric relationship between Sino-US
interest rate differentials, economic policy uncertainty (EPU) ratio, and the RMB exchange …

The quantified measurement and comprehensive analysis of artificial intelligence
development (AIDEV) are vital for countries to form AI industrial ecology and promote the …

Using daily money, stock, bond, foreign exchange, and credit markets data in the G7 and
BRICS between 2006 and 2022, this paper investigates the extreme risk interconnectedness …

The strong impact of COVID-19 on the global mining market has caused severe fluctuations
in the prices of mineral products and mining stocks. Meanwhile, geopolitical conflicts have …

How to rapidly and accurately detect the financial crisis is one of the fundamental and
challenging problems in the field of financial risk management. This paper aims to develop a …