We identify networks of volatility spillovers and examine time-varying spillover intensities
with daily implied volatilities of US Treasury bonds, global stock indices, and commodities …

This study introduces an integrated vector error correction and directed acyclic graph
method for investigating contemporaneous causalities with application to regional scrap …

Contemporaneous causality among residential housing prices of ten major Chinese cities |
Emerald Insight Books and journals Case studies Expert Briefings Open Access Publish with …

Purpose This study aims to investigate dynamic relations among office property price indices
of 10 major cities in China for the years 2005–2021. Design/methodology/approach Using …

Housing price comovements are an important issue in economics. This study focuses on
monthly housing prices of 99 major cities in China for the years 2010–2019 by using …

This study explores dynamic relationships among Chinese housing prices for the years
2010–2019. With monthly data from 99 major cities in China, we use the vector error …

Due to significant implications for resource and food sectors that directly influence social
well-being, commodity price comovements represent an important issue in agricultural …

Commodity price comovements are an important issue in economics given their significant
implications for food and resource sectors that directly influence social well-being. This study …

In this study, we aim at investigating dynamic relations among steel price indices of all seven
regional markets in China, spanning the period of 2010M1–2021M4. With daily data, we …

The problem of dynamic relationships among the price indices of 10 major steel products–
the rebar, steel wire, plate, hot rolled coil, cold rolled plate, galvannealed sheet, seamless …