Zhijie Xiao : Citation Profile

Boston College

18

H index

32

i10 index

1818

Citations

RESEARCH PRODUCTION:

70

Articles

41

Papers

1

Chapters

RESEARCH ACTIVITY:

   24 years (1997 - 2021). See details.
   Cites by year: 75
   Journals where Zhijie Xiao has often published
   Relations with other researchers
   Recent citing documents: 151.    Total self citations: 24 (1.3 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pxi26
   Updated: 2025-06-14    RAS profile: 2021-11-17    
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Relations with other researchers

Works with:

Maasoumi, Esfandiar (3)

Wang, Yulong (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Zhijie Xiao.

Is cited by:

Phillips, Peter (38)

LINTON, OLIVER (30)

Sharif, Arshian (29)

GAO, Jiti (28)

GUPTA, RANGAN (25)

Gaglianone, Wagner (24)

Kim, Tae-Hwan (24)

Selmi, Refk (19)

Lima, Luiz (19)

Taylor, Robert (17)

Francq, Christian (16)

Cites to:

Phillips, Peter (60)

Andrews, Donald (22)

Wong, Wing-Keung (22)

Engle, Robert (17)

LINTON, OLIVER (15)

Galvao, Antonio (13)

Robinson, Peter (13)

Perron, Pierre (12)

Hansen, Bruce (11)

Chen, Xiaohong (11)

Ouliaris, Sam (10)

Main data

Where Zhijie Xiao has published?

Journals with more than one article published# docs
Econometric Theory16
Journal of Econometrics14
Journal of Time Series Analysis6
Econometric Reviews5
Journal of the American Statistical Association5
Statistics & Probability Letters3
Journal of Macroeconomics2
Economics Letters2
Econometrics Journal2

Working Papers Series with more than one paper published# docs
Cowles Foundation Discussion Papers / Cowles Foundation for Research in Economics, Yale University11
Boston College Working Papers in Economics / Boston College Department of Economics7
FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) / EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil)5
Papers / arXiv.org3

Recent works citing Zhijie Xiao (2025 and 2024)

YearTitle of citing document
2024Option Pricing Revisited: The Role of Price Volatility and Dynamics. (2024). Wang, Linjie ; Li, Jian ; Chavas, Jean-Paul. In: 2024 Annual Meeting, July 28-30, New Orleans, LA. RePEc:ags:aaea22:343544.

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2024Consistent Specification Test of the Quantile Autoregression. (2024). Phella, Anthoulla. In: Papers. RePEc:arx:papers:2010.03898.

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2024Estimations of the Local Conditional Tail Average Treatment Effect. (2024). Chen, Le-Yu ; Yen, Yu-Min. In: Papers. RePEc:arx:papers:2109.08793.

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2024Inference in Predictive Quantile Regressions. (2024). Maynard, Alex ; Kuriyama, Nina ; Shimotsu, Katsumi. In: Papers. RePEc:arx:papers:2306.00296.

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2024Estimating Conditional Value-at-Risk with Nonstationary Quantile Predictive Regression Models. (2024). Katsouris, Christis. In: Papers. RePEc:arx:papers:2311.08218.

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2024Information-Enriched Selection of Stationary and Non-Stationary Autoregressions using the Adaptive Lasso. (2024). Reinschlussel, Thilo ; Arnold, Martin C. In: Papers. RePEc:arx:papers:2402.16580.

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2024Enhancing Causal Discovery in Financial Networks with Piecewise Quantile Regression. (2024). Roughan, Matthew ; Mitchell, Lewis ; Cornell, Cameron. In: Papers. RePEc:arx:papers:2408.12210.

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2024Dynamic tail risk forecasting: what do realized skewness and kurtosis add?. (2024). Gallo, Giampiero ; Storti, Giuseppe ; Okhrin, Ostap. In: Papers. RePEc:arx:papers:2409.13516.

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2024Robust Bond Risk Premia Predictability Test in the Quantiles. (2024). Fan, Qingliang ; Li, Xinjue ; Liao, Xiaosai. In: Papers. RePEc:arx:papers:2410.03557.

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2024Persistence-Robust Break Detection in Predictive Quantile and CoVaR Regressions. (2024). Hoga, Yannick. In: Papers. RePEc:arx:papers:2410.05861.

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2025Endogenous Heteroskedasticity in Linear Models. (2025). Montes-Rojas, Gabriel ; Galvao, Antonio ; Martinez-Iriarte, Julian ; Alejo, Javier. In: Papers. RePEc:arx:papers:2412.02767.

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2025Detecting Sparse Cointegration. (2025). Pitarakis, Jean-Yves ; Gonzalo, Jesus. In: Papers. RePEc:arx:papers:2501.13839.

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2025Self-Normalized Inference in (Quantile, Expected Shortfall) Regressions for Time Series. (2025). Schulz, Christian ; Hoga, Yannick. In: Papers. RePEc:arx:papers:2502.10065.

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2025Bayesian inference for dynamic spatial quantile models with interactive effects. (2025). Bai, Jushan ; Ando, Tomohiro ; Song, Yong ; Li, Kunpeng. In: Papers. RePEc:arx:papers:2503.00772.

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2025On a new robust method of inference for general time series models. (2025). Wang, Zihan ; Li, Dong ; Qiao, Xinghao ; Tong, Howell. In: Papers. RePEc:arx:papers:2503.08655.

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2025EVALUATING THE HETEROGENEOUS ROLE OF INSTITUTIONAL QUALITY IN MITIGATING THE ADVERSE EFFECTS OF CAPITAL FLIGHT ON NIGERIA’S ECONOMIC GROWTH: FRESH INSIGHTS FROM A QUANTILE NONLINEAR ARDL FRAMEWORK. (2025). Uguru, Ndubuisi Eme ; Dibia, Ndukwe O ; Odionye, Joseph Chukwudi ; Atuma, Emeka ; Agoh, Ndubuisi ; Ihezukwu, Veronica Adaku ; Ifeanyi, Chima Keneth. In: Economic Annals. RePEc:beo:journl:v:70:y:2025:i:244:p:143-171.

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2024Respond or not? Analyst recommendation and companies press releases after adverse events. (2024). Wang, Aiguo ; Chiu, Victoria. In: Accounting and Finance. RePEc:bla:acctfi:v:64:y:2024:i:4:p:3469-3494.

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2024Price support policy and market price dynamics: The case of Indian wheat. (2024). Tripathi, Ashutosh K. In: Agricultural Economics. RePEc:bla:agecon:v:55:y:2024:i:2:p:412-427.

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2024Dynamic linkages in agricultural and energy markets: A quantile impulse response approach. (2024). Wang, Linjie ; Li, Jian ; Chavas, Jeanpaul. In: Agricultural Economics. RePEc:bla:agecon:v:55:y:2024:i:4:p:639-676.

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2024Estimation of the conditional tail moment for Weibull‐type distributions. (2024). Qin, Jing ; Guillou, Armelle ; Goegebeur, Yuri. In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:51:y:2024:i:4:p:1782-1815.

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2025Detecting sparse cointegration. (2025). Pitarakis, Jean-Yves ; Gonzalo, Jesus. In: UC3M Working papers. Economics. RePEc:cte:werepe:45708.

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2024Limit Theory of Local Polynomial Estimation in Functional Coefficient Regression. (2024). Phillips, Peter ; Wang, Ying. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2398.

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2024Limit Theory and Inference in Non-cointegrated Functional Coefficient Regression. (2024). Phillips, Peter ; Tu, Yundong ; Wang, Ying. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2399.

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2024Robust uncertainty-aware control of energy storage systems using biased renewable energy forecast. (2024). Yoo, Yoon-Sik ; Kim, Jangkyum ; Yang, Hyo Sik ; Choi, Ho Seon. In: Applied Energy. RePEc:eee:appene:v:367:y:2024:i:c:s0306261924006925.

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2024Quantile interdependence and network connectedness between Chinas green financial and energy markets. (2024). Zhou, Yueyi ; Gao, Yang ; Zhao, Longfeng. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:81:y:2024:i:c:p:1148-1177.

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2024Does environmental policy matter for renewable energy production and economic activity? Evidence from Granger causality in quantiles. (2024). Lee, Chi-Chuan ; Li, Yong-Yi. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:81:y:2024:i:c:p:225-237.

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2024Electronic payments and money demand in China. (2024). Wen, Min ; Hwang, Jen-Te. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:82:y:2024:i:c:p:47-64.

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2024Heterogeneity effect of positive and negative jumps on the realized volatility: Evidence from China. (2024). Song, Yuping ; Xu, Yang ; Zhang, Qichao ; Huang, Jiefei. In: Economic Modelling. RePEc:eee:ecmode:v:136:y:2024:i:c:s0264999324001019.

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2024The volume-implied volatility relation in financial markets: A behavioral explanation. (2024). Cheuathonghua, Massaporn ; Padungsaksawasdi, Chaiyuth. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:71:y:2024:i:c:s1062940824000238.

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2024Has the COVID-19 pandemic shock transmitted to the u.s. stock market: Evidence using bootstrap (A)symmetric fourier granger causality test in quantiles. (2024). Peng, Yi-Ting ; Chang, Tsangyao ; Ranjbar, Omid ; Xiang, Feiyun. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:72:y:2024:i:c:s1062940824000810.

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2024Information content of option prices: Comparing analyst forecasts to option-based forecasts. (2024). Sanford, Anthony. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:73:y:2024:i:c:s1062940824001220.

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2024Forecasting crude oil volatility and stock volatility: New evidence from the quantile autoregressive model. (2024). Chen, Yan ; Zhang, Lei. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001608.

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2024Functional coefficient cointegration models with Box–Cox transformation. (2024). Tu, Yundong ; Lin, Yingqian. In: Economics Letters. RePEc:eee:ecolet:v:234:y:2024:i:c:s0165176523004986.

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2024Hypothesis testing on high dimensional quantile regression. (2024). Chen, Zhao ; Liu, XU ; Cheng, Vivian Xinyi. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:1:s0304407623002415.

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2024Estimation and bootstrapping under spatiotemporal models with unobserved heterogeneity. (2024). Feng, Xingdong ; Li, Wenyu ; Zhu, Qianqian. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:1:s0304407623002750.

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2024Semi-parametric single-index predictive regression models with cointegrated regressors. (2024). GAO, Jiti ; Zhou, Weilun ; Kew, Hsein ; Harris, David. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:1:s0304407623002932.

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2024A residual bootstrap for conditional Value-at-Risk. (2024). Smeekes, Stephan ; Beutner, Eric ; Heinemann, Alexander. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:2:s0304407623002701.

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2024Testing equality of several distributions in separable metric spaces: A maximum mean discrepancy based approach. (2024). Zhang, Jin-Ting ; Guo, Jia ; Zhou, BU. In: Journal of Econometrics. RePEc:eee:econom:v:239:y:2024:i:2:s0304407622000859.

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2024Reprint: Hypothesis testing on high dimensional quantile regression. (2024). Chen, Zhao ; Liu, XU ; Cheng, Vivian Xinyi. In: Journal of Econometrics. RePEc:eee:econom:v:239:y:2024:i:2:s0304407623003676.

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2024Robust inference of panel data models with interactive fixed effects under long memory: A frequency domain approach. (2024). Su, Liangjun ; Phillips, Peter ; Ke, Shuyao. In: Journal of Econometrics. RePEc:eee:econom:v:241:y:2024:i:2:s0304407624001076.

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2024Prewhitened long-run variance estimation robust to nonstationarity. (2024). Perron, Pierre ; Casini, Alessandro. In: Journal of Econometrics. RePEc:eee:econom:v:242:y:2024:i:1:s0304407624001404.

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2024Reprint of: Out-of-sample tests for conditional quantile coverage: An application to Growth-at-Risk. (2024). Fosten, Jack ; Corradi, Valentina ; Gutknecht, Daniel. In: Journal of Econometrics. RePEc:eee:econom:v:244:y:2024:i:2:s0304407624000927.

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2024Functional quantile autoregression. (2024). Liu, Weiyi ; Xiao, Zhijie ; Chen, Rong ; Dong, Chaohua. In: Journal of Econometrics. RePEc:eee:econom:v:244:y:2024:i:2:s0304407624001118.

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2024Scenario-based quantile connectedness of the U.S. interbank liquidity risk network. (2024). Bai, Jushan ; Ando, Tomohiro ; Vojtech, Cindy M ; Lu, Lina. In: Journal of Econometrics. RePEc:eee:econom:v:244:y:2024:i:2:s0304407624001325.

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2024Inference in predictive quantile regressions. (2024). Maynard, Alex ; Shimotsu, Katsumi ; Kuriyama, Nina. In: Journal of Econometrics. RePEc:eee:econom:v:245:y:2024:i:1:s0304407624002203.

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2024Estimating and testing for smooth structural changes in moment condition models. (2024). Li, Haiqi ; Zhou, Jin ; Hong, Yongmiao. In: Journal of Econometrics. RePEc:eee:econom:v:246:y:2024:i:1:s0304407624002471.

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2025Quasi Maximum Likelihood Estimation of Value at Risk and Expected Shortfall. (2025). Catania, Leopoldo ; Luati, Alessandra. In: Econometrics and Statistics. RePEc:eee:ecosta:v:33:y:2025:i:c:p:23-34.

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2024Modeling the behavior of renewable energy market: Understanding the moderation of climate risk factors. (2024). Sinha, Avik ; Saha, Tanaya ; Tiwari, Sunil. In: Energy Economics. RePEc:eee:eneeco:v:130:y:2024:i:c:s0140988323007880.

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2024Income elasticity of residential electricity consumption in rural South Africa. (2024). Koch, Steven ; Ye, Yuxiang ; Nkuna, Blessings. In: Energy Economics. RePEc:eee:eneeco:v:131:y:2024:i:c:s0140988324001130.

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2024Does oil spin the commodity wheel? Quantile connectedness with a common factor error structure across energy and agricultural markets. (2024). Parhi, Mamata ; Zhou, Xiaoran ; Enilov, Martin. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324001762.

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2024Uplifting India from severe energy poverty accounting for strong asymmetries: Do inclusive financial development, digitization and human capital help reduce the asymmetry?. (2024). Jahanger, Atif ; Adebayo, Tomiwa Sunday ; Hossain, Mohammad Razib ; Awan, Ashar. In: Energy Economics. RePEc:eee:eneeco:v:134:y:2024:i:c:s0140988324002767.

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2024Impact of climate policy uncertainty on return spillover among green assets and portfolio implications. (2024). , Thao ; Pham, Son D ; Do, Hung X. In: Energy Economics. RePEc:eee:eneeco:v:134:y:2024:i:c:s0140988324003396.

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2024Electricity market crisis in Europe and cross border price effects: A quantile return connectedness analysis. (2024). Nepal, Rabindra ; Jamasb, Tooraj ; Pham, Son Duy ; Do, Hung Xuan. In: Energy Economics. RePEc:eee:eneeco:v:135:y:2024:i:c:s0140988324003414.

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2024Attention to climate change and eco-friendly financial-asset prices: A quantile ARDL approach. (2024). , Walid. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324004043.

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2024Does M&A activity spin the cycle of energy prices?. (2024). Kizys, Renatas ; Enilov, Martin ; Wang, Jianuo. In: Energy Economics. RePEc:eee:eneeco:v:137:y:2024:i:c:s0140988324004894.

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2024Economic activities, dry bulk freight, and economic policy uncertainties as drivers of oil prices: A tail-behaviour time-varying causality perspective. (2024). Tiwari, Aviral ; Kocoglu, Mustafa ; Haouas, Ilham ; Padhan, Hemachandra. In: Energy Economics. RePEc:eee:eneeco:v:138:y:2024:i:c:s014098832400553x.

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2024Safe haven between European ESG and energy sector under Russian-Ukraine war: Role of sustainable investments for portfolio diversification. (2024). Imran, Zulfiqar Ali ; Ahad, Muhammad ; Shahzad, Khurram. In: Energy Economics. RePEc:eee:eneeco:v:138:y:2024:i:c:s0140988324005619.

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2024Does climate risk as barometers for specific clean energy indices? Insights from quartiles and time-frequency perspective. (2024). Abedin, Mohammad Zoynul ; Zeng, Hongjun ; Upreti, Vineet. In: Energy Economics. RePEc:eee:eneeco:v:140:y:2024:i:c:s0140988324007114.

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2025Metals of the future in a world in crisis: Geopolitical disruptions and the cleantech metal industry. (2025). Hsu, Kuang-Chung ; Pham, Linh. In: Energy Economics. RePEc:eee:eneeco:v:141:y:2025:i:c:s0140988324007126.

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2024Unraveling the nexus: Chinas economic policy uncertainty and carbon emission efficiency through advanced multivariate quantile-on-quantile regression analysis. (2024). Jahanger, Atif ; Yu, Yang ; Jian, Xin ; Wang, Hongxiang ; Balsalobre-Lorente, Daniel. In: Energy Policy. RePEc:eee:enepol:v:188:y:2024:i:c:s0301421524000776.

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2024Towards a greener future: How green technology innovation and energy efficiency are transforming sustainability. (2024). Rasool, Zeeshan ; Nazar, Raima ; Anser, Muhammad Khalid ; Song, Aifeng. In: Energy. RePEc:eee:energy:v:290:y:2024:i:c:s0360544223032851.

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2024Impact of oil price, economic globalization, and inflation on economic output: Evidence from Latin American oil-producing countries using the quantile-on-quantile approach. (2024). Murshed, Muntasir ; Işık, cem ; Alvarado, Rafael ; Ahmad, Munir ; Hossain, Mohammad Razib ; Cuesta, Lizeth ; Iik, Cem ; Tillaguango, Brayan ; Rehman, Abdul. In: Energy. RePEc:eee:energy:v:302:y:2024:i:c:s0360544224015597.

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2024From funds to footprints: Unravelling the asymmetric association between nuclear energy technology and environmental quality. (2024). Adebayo, Tomiwa Sunday ; Ali, Sajid ; Dai, Luote ; Huang, Anzhong. In: Energy. RePEc:eee:energy:v:309:y:2024:i:c:s0360544224027804.

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2024Skewness risk and the cross-section of cryptocurrency returns. (2024). Chen, Yan ; Liu, Yakun. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pa:s1057521924005581.

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2025Non-stationary financial risk factors and macroeconomic vulnerability for the UK. (2025). Szendrei, Tibor ; Varga, Katalin. In: International Review of Financial Analysis. RePEc:eee:finana:v:97:y:2025:i:c:s1057521924007981.

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2024How much does climate-related risk impact stock and commodity markets: A comparative study of the US and China. (2024). Chen, Yanhua ; Sharma, Aarzoo. In: Finance Research Letters. RePEc:eee:finlet:v:62:y:2024:i:pa:s1544612324001648.

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2024Estimation for generalized linear cointegration regression models through composite quantile regression approach. (2024). Pang, Tianxiao ; Cheng, Siang ; Liu, Bingqi. In: Finance Research Letters. RePEc:eee:finlet:v:65:y:2024:i:c:s154461232400597x.

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2024Asymmetric shocks of the COVID-19 pandemic on the Australian stock market: Evidence from multiple threshold nonlinear ARDL (MTNARDL) approach. (2024). Pradhan, Rudra P ; Gangopadhyay, Partha ; Das, Narasingha. In: International Economics. RePEc:eee:inteco:v:179:y:2024:i:c:s2110701724000568.

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2024Dynamic spillovers among global oil shocks, economic policy uncertainty, and inflation expectation uncertainty under extreme shocks. (2024). Jiang, Yong ; Ren, Yi-Shuai ; Yang, Xiao-Guang ; Klein, Tony ; Ma, Chao-Qun. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:91:y:2024:i:c:s1042443124000179.

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2024Composite expectile estimation in partial functional linear regression model. (2024). Song, Xinyuan ; Yu, Ping ; Du, Jiang. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:203:y:2024:i:c:s0047259x24000502.

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2024Option pricing revisited: The role of price volatility and dynamics. (2024). Wang, Linjie ; Li, Jian ; Chavas, Jean-Paul. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:33:y:2024:i:c:s2405851323000715.

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2024The asymmetric effect of G7 stock market volatility on predicting oil price volatility: Evidence from quantile autoregression model. (2024). Gao, Hongfu ; Zhang, Feipeng ; Yuan, DI. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:35:y:2024:i:c:s240585132400028x.

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2024Food-fuel nexus beyond mean-variance: New evidence from a quantile approach. (2024). Etienne, Xiaoli ; Wang, Linjie ; Li, Jian. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:36:y:2024:i:c:s2405851324000606.

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2024Promoting sustainable development: Evaluating the influence of natural resources, high-tech export and corruption on CO2 emissions in developing economies. (2024). Khan, Yasir ; Hassan, Taimoor. In: Resources Policy. RePEc:eee:jrpoli:v:88:y:2024:i:c:s0301420723012229.

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2024How do mineral resources and financial expenditure influence sustainable environment? Exploring the role of social globalization and trade policy uncertainty in China. (2024). Yan, Han. In: Resources Policy. RePEc:eee:jrpoli:v:90:y:2024:i:c:s0301420724000199.

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2024Impact of Fintech on natural resources management: How financial impacts shape the association?. (2024). Tiwari, Sunil. In: Resources Policy. RePEc:eee:jrpoli:v:90:y:2024:i:c:s0301420724001193.

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2024Resilience through mineral resource development, oil, and natural resource efficiency: Strengthening economies. (2024). Nazir, Sidra ; Yan, Youliang ; Jia, Miaoyin ; Lu, Gan. In: Resources Policy. RePEc:eee:jrpoli:v:91:y:2024:i:c:s030142072400309x.

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2024Natural resources, economic complexity and growth nexus: Role of digital governance in addressing the resource curse. (2024). He, Wei ; Li, Jun. In: Resources Policy. RePEc:eee:jrpoli:v:92:y:2024:i:c:s0301420724003702.

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2024How does energy resource diversification affect economic development? Evidence from BRICS economies. (2024). Gözgör, Giray ; Padhan, Hemachandra ; Gozgor, Giray ; Chen, Qiong ; Mahalik, Mantu Kumar ; Liu, Weibai ; Njangang, Henri ; Pruseth, Sujit Kumar. In: Resources Policy. RePEc:eee:jrpoli:v:98:y:2024:i:c:s0301420724006536.

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2024Do geopolitical risk, economic policy uncertainty, and oil implied volatility drive assets across quantiles and time-horizons?. (2024). Gok, Remzi ; Kara, Erkan ; Gemici, Eray ; Bouri, Elie. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:93:y:2024:i:c:p:137-154.

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2024Handling asymmetries in the trade balance. (2024). Bertsatos, Georgios ; Agiomirgianakis, George ; Tsounis, Nicholas. In: Research in Economics. RePEc:eee:reecon:v:78:y:2024:i:1:p:1-13.

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2024Economic resilience:Measurement and assessment across time and space. (2024). Chavas, Jean-Paul. In: Research in Economics. RePEc:eee:reecon:v:78:y:2024:i:2:s1090944324000176.

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2024Digital sparks for a greener future: Unleashing the potential of information and communication technologies in green energy transition. (2024). Chishti, Muhammad Zubair ; Beata, Szetela ; Luo, Shunjun ; Xie, Peijun. In: Renewable Energy. RePEc:eee:renene:v:221:y:2024:i:c:s0960148123016695.

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2024The windfall of green finance: Advancing environmental sustainability through wind energy. (2024). Ali, Sajid ; Meo, Muhammad Saeed ; Wang, Mingsen ; Zhong, Daojun. In: Renewable Energy. RePEc:eee:renene:v:227:y:2024:i:c:s0960148124006517.

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2025Budgeting for bio-resilience: Unraveling the asymmetric impact of bioenergy technology budgets on environmental quality. (2025). Wang, Canghong ; Meo, Muhammad Saeed ; Nazar, Raima ; Ali, Sajid. In: Renewable Energy. RePEc:eee:renene:v:239:y:2025:i:c:s0960148124021426.

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2024Environmental consequences of trade-induced uncertainty: Evidence from econometric estimation. (2024). Ali, Sajid ; Nazar, Raima ; Anser, Muhammad Khalid ; Wan, Lihong. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:191:y:2024:i:c:s1364032123009644.

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2024Does the U.S. export inflation? Evidence from the dynamic inflation spillover between the U.S. and EAGLEs. (2024). Li, Xiao-Ming ; Thanh, Thao Thac ; Pham, Son Duy ; Do, Hung Xuan. In: International Review of Economics & Finance. RePEc:eee:reveco:v:94:y:2024:i:c:s1059056024004192.

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2025Subjective probabilities under behavioral heuristics. (2025). Semenov, Andrei ; Rahman, Oriana. In: International Review of Economics & Finance. RePEc:eee:reveco:v:98:y:2025:i:c:s1059056025000620.

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2024Extreme state media reporting and the extreme stock market during COVID-19: A multi-quantile VaR Granger causality approach in China. (2024). Hong, Yun ; Jiang, Yanhui ; Su, Xiaojian ; Deng, Chao. In: Research in International Business and Finance. RePEc:eee:riibaf:v:67:y:2024:i:pa:s0275531923002696.

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2024Interdependence between foreign exchange rate and international reserves: Fresh evidence from China. (2024). Yoon, Seong-Min ; Jiang, Zhuhua. In: Research in International Business and Finance. RePEc:eee:riibaf:v:69:y:2024:i:c:s0275531924000473.

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2024Between policy swings and financial shockwaves: Asymmetric impact of economic policy uncertainty on financial stability in high-volatility nations. (2024). Nazar, Raima ; Ali, Sajid ; Rasool, Zeeshan ; Wu, Jie. In: Socio-Economic Planning Sciences. RePEc:eee:soceps:v:95:y:2024:i:c:s003801212400199x.

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2024Strategic socioeconomic planning to address ecological footprints in an uncertain economic landscape. (2024). Anser, Muhammad Khalid ; Nazar, Raima ; Ali, Sajid ; Zhang, Jubao ; Ma, Juan. In: Socio-Economic Planning Sciences. RePEc:eee:soceps:v:95:y:2024:i:c:s0038012124002477.

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2025Functional-coefficient quantile cointegrating regression with stationary covariates. (2025). Zhang, Jing ; Li, Haiqi ; Zheng, Chaowen. In: Statistics & Probability Letters. RePEc:eee:stapro:v:219:y:2025:i:c:s0167715224003134.

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2024Transition towards environmental sustainability through financial inclusion, and digitalization in China: Evidence from novel quantile-on-quantile regression and wavelet coherence approach. (2024). Zhang, Wei ; Bakhsh, Satar ; Anas, Muhammad ; Ali, Kishwar. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:198:y:2024:i:c:s0040162523006984.

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2024Pathways towards carbon neutrality in low carbon cities: The role of green patents, R&D and energy use for carbon emissions. (2024). Abbas, Shujaat ; Shahzad, Umer ; Sahore, Nidhi ; Saqib, Najia ; Si, Kamel. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:200:y:2024:i:c:s0040162523007941.

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2024Budgeting for a greener future: Asymmetric nexus between nuclear energy technology budgets and CO2 emissions. (2024). Ali, Sajid ; Guo, Meiwen ; Dai, Luote ; Huang, Anzhong ; Mirza, Aboubakar. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:202:y:2024:i:c:s0040162524001173.

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2025The impact of artificial intelligence on carbon market in China: Evidence from quantile-on-quantile regression approach. (2025). Zhao, Xiangyu ; Hu, Yanhui ; Jiang, Wei. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:212:y:2025:i:c:s0040162525000046.

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2024Robots for sustainability: Evaluating ecological footprints in leading AI-driven industrial nations. (2024). Rasool, Zeeshan ; Ali, Sajid ; Nazar, Raima ; Liu, Lei ; Wang, Canghong. In: Technology in Society. RePEc:eee:teinso:v:76:y:2024:i:c:s0160791x24000083.

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2024CAViaR models for Value-at-Risk and Expected Shortfall with long range dependency features. (2024). Oberoi, Jaideep ; Mitrodima, Gelly. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:120880.

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2025The Impact of Energy Efficiency Technologies, Political Stability and Environmental Taxes on Biocapacity in the USA. (2025). Simionescu, Mihaela. In: Energies. RePEc:gam:jeners:v:18:y:2025:i:9:p:2180-:d:1641640.

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2025Do Trade Frictions Distort the Purchasing Power Parity (PPP) Hypothesis? A Closer Look. (2025). Bonga-Bonga, Lumengo. In: IJFS. RePEc:gam:jijfss:v:13:y:2025:i:2:p:58-:d:1629959.

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More than 100 citations found, this list is not complete...

Works by Zhijie Xiao:

YearTitleTypeCited
2020Estimation and Inference about Tail Features with Tail Censored Data In: Papers.
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2020Estimation and Inference about Tail Features with Tail Censored Data.(2020) In: Boston College Working Papers in Economics.
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2021Bi-integrative analysis of two-dimensional heterogeneous panel data model In: Papers.
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2021Bootstrap inference for panel data quantile regression In: Papers.
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2006Rejoinder In: Journal of the American Statistical Association.
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2006Quantile Autoregression In: Journal of the American Statistical Association.
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2009Conditional Quantile Estimation for Generalized Autoregressive Conditional Heteroscedasticity Models In: Journal of the American Statistical Association.
[Full Text][Citation analysis]		article67
2003More Efficient Local Polynomial Estimation in Nonparametric Regression With Autocorrelated Errors In: Journal of the American Statistical Association.
[Full Text][Citation analysis]		article30
2004Unit Root Quantile Autoregression Inference In: Journal of the American Statistical Association.
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1998A Primer on Unit Root Testing In: Journal of Economic Surveys.
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1998A Primer on Unit Root Testing.(1998) In: Cowles Foundation Discussion Papers.
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2016The Reluctant Analyst In: Journal of Accounting Research.
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2018Hybrid quantile regression estimation for time series models with conditional heteroscedasticity In: Journal of the Royal Statistical Society Series B.
[Full Text][Citation analysis]		article11
2001Testing the Null Hypothesis of Stationarity Against an Autoregressive Unit Root Alternative In: Journal of Time Series Analysis.
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2001Bootstrapping Time Series Regressions with Integrated Processes In: Journal of Time Series Analysis.
[Full Text][Citation analysis]		article2
2002A Nonparametric Prewhitened Covariance Estimator In: Journal of Time Series Analysis.
[Full Text][Citation analysis]		article13
2017Quantile Regression on Quantile Ranges – A Threshold Approach In: Journal of Time Series Analysis.
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2018Square€ Root LASSO for High€ Dimensional Sparse Linear Systems with Weakly Dependent Errors In: Journal of Time Series Analysis.
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2018A Powerful Test for Changing Trends in Time Series Models In: Journal of Time Series Analysis.
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2008Copula-Based Nonlinear Quantile Autoregression In: Boston College Working Papers in Economics.
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2008Copula-Based Nonlinear Quantile Autoregression.(2008) In: Cowles Foundation Discussion Papers.
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2009Copula-based nonlinear quantile autoregression.(2009) In: Econometrics Journal.
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2008Copula-based nonlinear quantile autoregression.(2008) In: CeMMAP working papers.
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2009Quantile Cointegrating Regression In: Boston College Working Papers in Economics.
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2009Quantile cointegrating regression.(2009) In: Journal of Econometrics.
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2009Tests for Changing Mean with Monotonic Power In: Boston College Working Papers in Economics.
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2009Tests for changing mean with monotonic power.(2009) In: Journal of Econometrics.
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2008TESTS FOR CHANGING MEAN WITH MONOTONIC POWER.(2008) In: WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS.
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2009Conditional Quantile Estimation for GARCH Models In: Boston College Working Papers in Economics.
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2010Semiparametric Quantile Regression Estimation in Dynamic Models with Partially Varying Coefficients In: Boston College Working Papers in Economics.
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2012Semiparametric quantile regression estimation in dynamic models with partially varying coefficients.(2012) In: Journal of Econometrics.
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2010A Semiparametric Panel Model for unbalanced data with Application to Climate Change in the United Kingdom In: Boston College Working Papers in Economics.
[Full Text][Citation analysis]		paper21
2011A semiparametric panel model for unbalanced data with application to climate change in the United Kingdom.(2011) In: Journal of Econometrics.
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2011A semiparametric panel model for unbalanced data with application to climate change in the United Kingdom.(2011) In: Post-Print.
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2010A Semiparametric Panel Model for Unbalanced Data with Application to Climate Change in the United Kingdom.(2010) In: MPRA Paper.
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2010Testing Unit Root Based on Partially Adaptive Estimation In: Journal of Time Series Econometrics.
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2004Testing Unit Root Based on Partially Adaptive Estimation.(2004) In: Econometric Society 2004 Latin American Meetings.
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2004Testing unit root based on partially adaptive estimation.(2004) In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE).
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2019Efficient Estimation of Nonparametric Regression in The Presence of Dynamic Heteroskedasticity In: Cambridge Working Papers in Economics.
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2019Efficient estimation of nonparametric regression in the presence of dynamic heteroskedasticity.(2019) In: Journal of Econometrics.
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2001A Nonparametric Regression Estimator that Adapts to Error Distribution of Unknown Form In: STICERD - Econometrics Paper Series.
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2007A NONPARAMETRIC REGRESSION ESTIMATOR THAT ADAPTS TO ERROR DISTRIBUTION OF UNKNOWN FORM.(2007) In: Econometric Theory.
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2001A nonparametric regression estimator that adapts to error distribution of unknown form.(2001) In: LSE Research Online Documents on Economics.
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2001A nonparametric regression estimator that adapts to error distribution of unknown form.(2001) In: SFB 373 Discussion Papers.
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2002More Efficient Kernel Estimation in Nonparametric Regression with Autocorrelated Errors In: STICERD - Econometrics Paper Series.
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2002More Efficient Kernel Estimation in Nonparametric Regression with Autocorrelated Errors.(2002) In: Cowles Foundation Discussion Papers.
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2002More efficient kernel estimation in nonparametric regression with autocorrelated errors.(2002) In: LSE Research Online Documents on Economics.
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1999EFFICIENT DETRENDING IN COINTEGRATING REGRESSION In: Econometric Theory.
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2001HOW TO ESTIMATE AUTOREGRESSIVE ROOTS NEAR UNITY In: Econometric Theory.
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1998How to Estimate Autoregressive Roots Near Unity.(1998) In: Cowles Foundation Discussion Papers.
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2001SECOND-ORDER APPROXIMATION FOR ADAPTIVE REGRESSION ESTIMATORS In: Econometric Theory.
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2001Second-order approximation for adaptive regression estimators.(2001) In: LSE Research Online Documents on Economics.
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2001LIKELIHOOD-BASED INFERENCE IN TRENDING TIME SERIES WITH A ROOT NEAR UNITY In: Econometric Theory.
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2003POWER FUNCTIONS AND ENVELOPES FOR UNIT ROOT TESTS In: Econometric Theory.
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2005PARTIALLY LINEAR MODELS WITH UNIT ROOTS In: Econometric Theory.
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2002Partially Linear Models with Unit Roots.(2002) In: Cowles Foundation Discussion Papers.
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2009COMMENTARIES ON “Unit Root Testing in Practice: Dealing with Uncertainty over the Trend and Initial Condition,” by David I. Harvey, Stephen J. Leybourne, and A.M. Robert Taylor In: Econometric Theory.
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2013NONPARAMETRIC TESTS OF MOMENT CONDITION STABILITY In: Econometric Theory.
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2013A SMOOTH TEST FOR THE EQUALITY OF DISTRIBUTIONS In: Econometric Theory.
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2013ESTIMATION OF AND INFERENCE ABOUT THE EXPECTED SHORTFALL FOR TIME SERIES WITH INFINITE VARIANCE In: Econometric Theory.
[Full Text][Citation analysis]		article16
2014RIGHT-TAIL INFORMATION IN FINANCIAL MARKETS In: Econometric Theory.
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2014UNIT ROOTS: A SELECTIVE REVIEW OF THE CONTRIBUTIONS OF PETER C. B. PHILLIPS In: Econometric Theory.
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2014EFFICIENT REGRESSIONS VIA OPTIMALLY COMBINING QUANTILE INFORMATION In: Econometric Theory.
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2015ADAPTIVE NONPARAMETRIC REGRESSION WITH CONDITIONAL HETEROSKEDASTICITY In: Econometric Theory.
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2016A NEW CHARACTERIZATION OF THE NORMAL DISTRIBUTION AND TEST FOR NORMALITY In: Econometric Theory.
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1997An ADF Coefficient Test for a Unit Root in ARMA Models of Unknown Order with Empirical Applications to the U.S. Economy In: Cowles Foundation Discussion Papers.
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1998Higher Order Approximations for Wald Statistics in Cointegrating Regressions In: Cowles Foundation Discussion Papers.
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2001A CUSUM Test for Cointegration Using Regression Residuals In: Cowles Foundation Discussion Papers.
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2002A CUSUM test for cointegration using regression residuals.(2002) In: Journal of Econometrics.
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2002Efficient Regression in Time Series Partial Linear Models In: Cowles Foundation Discussion Papers.
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2020Copula-Based Time Series With Filtered Nonstationarity In: Cowles Foundation Discussion Papers.
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2020Copula-Based Time Series With Filtered Nonstationarity.(2020) In: Cowles Foundation Discussion Papers.
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2003Estimating Average Economic Growth in Time Series Data with Persistency In: Working Papers.
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2004Estimating average economic growth in time series data with persistency.(2004) In: Journal of Macroeconomics.
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2002Inference on the Quantile Regression Process In: Econometrica.
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2004SMOOTH TEST FOR TESTING EQUALITY OF TWO DENSITIES In: Econometric Society 2004 Far Eastern Meetings.
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2000N-Consistent Semiparametric Regression: Partially Linear Models with Unit Roots In: Econometric Society World Congress 2000 Contributed Papers.
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1999A residual based test for the null hypothesis of cointegration In: Economics Letters.
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2003Note on bandwidth selection in testing for long range dependence In: Economics Letters.
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2002Higher order approximations for Wald statistics in time series regressions with integrated processes In: Journal of Econometrics.
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2005Testing for cointegration using partially linear models In: Journal of Econometrics.
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2005A nonparametric test for changing trends In: Journal of Econometrics.
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2009Nonparametric and robust methods in econometrics In: Journal of Econometrics.
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2009Functional-coefficient cointegration models In: Journal of Econometrics.
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2012Robust inference in nonstationary time series models In: Journal of Econometrics.
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2019What do mean impacts miss? Distributional effects of corporate diversification In: Journal of Econometrics.
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1998Higher-order approximations for frequency domain time series regression In: Journal of Econometrics.
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2017Stochastic dominance via quantile regression with applications to investigate arbitrage opportunity and market efficiency In: European Journal of Operational Research.
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2002A generalized partially linear model of asymmetric volatility In: Journal of Empirical Finance.
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2007Do shocks last forever? Local persistency in economic time series In: Journal of Macroeconomics.
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2020Consistency of ℓ1 penalized negative binomial regressions In: Statistics & Probability Letters.
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2000On bootstrapping regressions with unit root processes In: Statistics & Probability Letters.
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2008Testing for parameter stability in quantile regression models In: Statistics & Probability Letters.
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2014Idiosyncratic Volatility, Expected Windfall, and the Cross-Section of Stock Returns In: Advances in Econometrics.
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2007An analysis of risk for defaultable bond portfolios In: Journal of Risk Finance.
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2014A Note on Covariance Matrix Estimation in Quantile Regressions In: Frontiers of Economics in China-Selected Publications from Chinese Universities.
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2004Do shocks permanently change output? : Local persistency in economic time series In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE).
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2004Robustness of stationary tests under long-memory alternatives In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE).
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2004Purchasing power parity and the unit root tests: a robust analysis In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE).
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2006Testing covariance stationarity In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE).
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2007Testing Covariance Stationarity.(2007) In: Econometric Reviews.
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2013Risk Analysis Using Regression Quantiles: Evidence from International Equity Markets In: The International Journal of Business and Finance Research.
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2010Is there long memory in financial time series? In: Applied Financial Economics.
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2020Econometric Reviews Honors Peter Charles Bonest Phillips, the Master Econometrician In: Econometric Reviews.
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2020Quantile aggregation and combination for stock return prediction In: Econometric Reviews.
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2021Econometric Reviews Honors Cheng Hsiao In: Econometric Reviews.
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2021Right tail information and asset pricing In: Econometric Reviews.
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2018Efficient estimation for time-varying coefficient longitudinal models In: Journal of Nonparametric Statistics.
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2016Tests for normality based on the quantile-mean covariance In: Stata Journal.
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2012Weak instrument inference in the presence of parameter instability In: Econometrics Journal.
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2018Testing for changing volatility In: Econometrics Journal.
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2017Mincer–Zarnowitz quantile and expectile regressions for forecast evaluations under aysmmetric loss functions In: Journal of Forecasting.
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