Yaojie Zhang : Citation Profile

Nanjing University of Science and Technology

25

H index

49

i10 index

2164

Citations

RESEARCH PRODUCTION:

103

Articles

2

Papers

RESEARCH ACTIVITY:

   9 years (2017 - 2026). See details.
   Cites by year: 240
   Journals where Yaojie Zhang has often published
   Relations with other researchers
   Recent citing documents: 381.    Total self citations: 76 (3.39 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pzh1078
   Updated: 2026-06-06    RAS profile: 2026-05-17    
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Relations with other researchers

Works with:

Wang, Yudong (34)

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

Is cited by:

GUPTA, RANGAN (58)

Salisu, Afees (31)

Umar, Muhammad (31)

Wang, Yudong (27)

Ji, Qiang (26)

Chevallier, Julien (18)

Lyócsa, Štefan (16)

Pierdzioch, Christian (15)

lucey, brian (13)

Huynh, Luu Duc Toan (13)

Zhang, Yue-Jun (12)

Cites to:

Wang, Yudong (352)

Bollerslev, Tim (196)

Zhou, Guofu (157)

Diebold, Francis (142)

Campbell, John (141)

Andersen, Torben (135)

Kilian, Lutz (127)

Corsi, Fulvio (101)

Inoue, Atsushi (100)

Patton, Andrew (91)

Jiang, Fuwei (86)

Main data

Where Yaojie Zhang has published?

Journals with more than one article published# docs
Journal of Forecasting13
Energy Economics10
Economic Modelling8
Finance Research Letters7
Resources Policy6
Applied Economics6
International Journal of Forecasting5
International Review of Financial Analysis5
The North American Journal of Economics and Finance4
Energy4
Quantitative Finance4
International Journal of Finance & Economics4
Physica A: Statistical Mechanics and its Applications2
Emerging Markets Finance and Trade2
China Finance Review International2
International Review of Economics & Finance2
Pacific-Basin Finance Journal2
Research in International Business and Finance2
Journal of Empirical Finance2
Journal of Futures Markets2

Recent works citing Yaojie Zhang (2026 and 2025)

YearTitle of citing document
2025Financial Consequences of Fraud in Amman Stock Exchange Firms. (2025). Jaradat, Safa ; Alqudah, Anas ; Al-Haddad, Lara. In: Advances in Decision Sciences. RePEc:aag:wpaper:v:29:y:2025:i:1:p:83-111.

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2025Time-frequency analysis of geopolitical risk and food commodity market: a wavelet based investigation. (2025). , Aiswarya ; Muralikrishna, Muthumeenakshi. In: Agricultural and Resource Economics: International Scientific E-Journal. RePEc:ags:areint:364310.

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2025Global Multidimensional Poverty Prediction using World Development Indicators. (2025). García Arancibia, Rodrigo ; Gonzalez, Daniela Agostina ; Girela, Ignacio. In: Working Papers. RePEc:aoz:wpaper:350.

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2026Adaptive combinations of tail-risk forecasts. (2024). Amendola, Alessandra ; Candila, Vincenzo ; Storti, Giuseppe ; Naimoli, Antonio. In: Papers. RePEc:arx:papers:2406.06235.

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2025Global Stock Market Volatility Forecasting Incorporating Dynamic Graphs and All Trading Days. (2024). Wang, Chao ; Gao, Junbin ; Chi, Zhengyang. In: Papers. RePEc:arx:papers:2409.15320.

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2025Graph Signal Processing for Global Stock Market Realized Volatility Forecasting. (2025). Wang, Chao ; Gao, Junbin ; Chi, Zhengyang. In: Papers. RePEc:arx:papers:2410.22706.

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2025Stock Price Prediction Using a Hybrid LSTM-GNN Model: Integrating Time-Series and Graph-Based Analysis. (2025). Sonani, Meet Satishbhai ; Badii, Atta ; Moin, Armin. In: Papers. RePEc:arx:papers:2502.15813.

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2025Forecasting realized volatility in the stock market: a path-dependent perspective. (2025). Liu, Xiangdong ; Hong, Shaopeng ; Fu, Sicheng. In: Papers. RePEc:arx:papers:2503.00851.

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2026Volatility Spillovers and Interconnectedness in OPEC Oil Markets: A Network-Based log-ARCH Approach. (2025). Djebari, Fayçal ; Otto, Philipp ; Mazouz, Khelifa ; Mehidi, Kahina. In: Papers. RePEc:arx:papers:2507.15046.

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2025Equity Premium Prediction: Taking into Account the Role of Long, even Asymmetric, Swings in Stock Market Behavior. (2025). Ausloos, Marcel ; Un, Kuok Sin. In: Papers. RePEc:arx:papers:2509.10483.

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2025Improving S&P 500 Volatility Forecasting through Regime-Switching Methods. (2025). Jakkula, Anurag R ; Blake, Ava C ; Gandhi, Nivika A. In: Papers. RePEc:arx:papers:2510.03236.

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2026Understanding Carbon Trade Dynamics: A European Union Emissions Trading System Perspective. (2025). Chakraborty, Avirup. In: Papers. RePEc:arx:papers:2510.22341.

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2026Two-Step Regularized HARX to Measure Volatility Spillovers in Multi-Dimensional Systems. (2026). Mallory, Mindy L. In: Papers. RePEc:arx:papers:2601.03146.

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2026Null-Validated Topological Signatures of Financial Market Dynamics. (2026). Akingbade, Samuel W. In: Papers. RePEc:arx:papers:2602.00383.

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2026Adaptive Window Selection for Financial Risk Forecasting. (2026). Wang, Ruodu ; Lyu, Chenxin ; Li, Yinhuan. In: Papers. RePEc:arx:papers:2603.01157.

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2026Beyond Polarity: Multi-Dimensional LLM Sentiment Signals for WTI Crude Oil Futures Return Prediction. (2026). Wang, Yiqing ; Geng, Kerui ; Liu, Dou ; Ma, Ding ; Dai, Dehao. In: Papers. RePEc:arx:papers:2603.11408.

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2026Beyond Conflict Intervention: Unmasking Gulf Supremacy Rivalries and Strategic Interests in the Horn of Africa. (2026). Kimaita, S. In: International Journal of Research and Innovation in Social Science. RePEc:bcp:journl:v:10:y:2026:i:2:p:3060-3067.

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2025Uncovering Economic Policy Uncertainty During Conflict. (2025). Brochet, Sophie ; Rauh, Christopher ; Mueller, Hannes. In: Working Papers. RePEc:bge:wpaper:1503.

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2025Safe havens in the digital age: Cryptocurrencies and geopolitical risks. (2025). Tran, Hoang Dinh ; Nguyen, Bao Cong ; Phuong, Anh Thi. In: HO CHI MINH CITY OPEN UNIVERSITY JOURNAL OF SCIENCE - ECONOMICS AND BUSINESS ADMINISTRATION. RePEc:bjw:econen:v:15:y:2025:i:3:p:160-180.

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2025Accounting fraud detection through textual risk disclosures in annual reports: From the perspective of SEC guidelines. (2025). Chang, Yanpeng ; Zhu, Xiaoqian ; Li, Jianping ; Wu, Huidong. In: Accounting and Finance. RePEc:bla:acctfi:v:65:y:2025:i:2:p:1837-1862.

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2025Sustainability Assurance Practice Diversity and Idiosyncratic Risk in Carbon‐Intensive Firms: A Textual Analysis Approach. (2025). Snchezsancho, Marta ; Martnezferrero, Jennifer ; Perotepea, Javier. In: Accounting and Finance. RePEc:bla:acctfi:v:65:y:2025:i:4:p:3664-3687.

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2026Financial Statement Fraud Detection by Integrating Supervisory Punishment Reports Into Machine Learning Methods: Evidence From China. (2026). Mi, Xianhua ; Chen, Dongqing ; Ma, Chaoqun ; Luo, Meng. In: Accounting and Finance. RePEc:bla:acctfi:v:66:y:2026:i:1:p:165-177.

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2025Do Chinas Agricultural Futures Overreact to U.S. Futures Markets Returns? Evidence From Soybean and Corn Futures. (2025). Lv, Wenshu ; Xia, Weiyi ; Xiong, Tao ; Fang, Guangcheng. In: Australian Journal of Agricultural and Resource Economics. RePEc:bla:ajarec:v:69:y:2025:i:2:p:453-470.

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2025The Cross‐Industry Contagion Network of Systemic Risk: Evidence From China. (2025). Huang, Xiaoqing ; Shen, Qing ; Sun, Limei. In: Asian-Pacific Economic Literature. RePEc:bla:apacel:v:39:y:2025:i:2:p:104-121.

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2025The Predictive Power of Economic Policy Uncertainty for Exchange Rate Volatility: Evidence From Multiple Economies. (2025). Cai, Yingyuan ; Wei, Qing ; Chang, Bisharat Hussain. In: Australian Economic Papers. RePEc:bla:ausecp:v:64:y:2025:i:2:p:235-250.

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2025Geopolitical Risk, Market Indices, and ESG Performance During Crises. (2025). Saini, Mohit ; Yadav, Mahender ; Aduameyaw, Emmanuel ; Danso, Albert ; Agoba, Abel Mawuko. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:34:y:2025:i:7:p:9421-9440.

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2026The Effects of Geopolitical Oil Price Shocks. (2026). Zanetti, Francesco ; Verduzco-Bustos, Guillermo. In: CESifo Working Paper Series. RePEc:ces:ceswps:_12606.

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2026The Effects of Geopolitical Oil Price Shocks. (2026). Verduzco-Bustos, Guillermo ; Zanetti, Francesco. In: CIGS Working Paper Series. RePEc:cnn:wpaper:26-005e.

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2025Analyzing dynamics of crude oil price amid sudden events and intervention measures: Insights from a Prophet-QR model. (2025). Zhuo, Xingxuan ; Ye, Jianjiang ; Liu, Han ; Lin, Feng. In: Applied Energy. RePEc:eee:appene:v:401:y:2025:i:pb:s030626192501445x.

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2025Economic policy uncertainty and ESG performance. (2025). Liu, Yuehan ; Yang, Qinghe ; Jian, Jianhui. In: Journal of Asian Economics. RePEc:eee:asieco:v:101:y:2025:i:c:s1049007825002076.

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2025Policy intervention and stock market stability risks: Evidence from carbon emission trading policy on energy firms in China. (2025). Yao, Shujie ; Wang, Haonan ; Ye, Cheng ; Chen, Chuanglian. In: Journal of Asian Economics. RePEc:eee:asieco:v:98:y:2025:i:c:s1049007825000582.

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2025External trade policy uncertainty, corporate risk exposure, and stock market volatility. (2025). Tang, Guohao ; Chen, Jian ; Liu, Hongkui ; Yu, Jiasheng. In: China Economic Review. RePEc:eee:chieco:v:89:y:2025:i:c:s1043951x24002207.

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2025Resilience of energy market under geopolitical risks: What’s the policy implications?. (2025). Chang, Chun-Ping ; Li, Jing ; Yin, Zhujia ; Zhu, Yingxin ; Cao, Jie. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:86:y:2025:i:c:p:1706-1724.

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2025Risk spillover effects among Chinese policy, economy and financial markets: Evidence from mixed-frequency data. (2025). Yu, BO ; Hu, Jiukai ; Wang, Jie. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:86:y:2025:i:c:p:2263-2277.

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2025Interconnectedness and determinants of sectoral stock markets in China: Insights from higher-order moment contagion analysis. (2025). Gao, Yang ; Zhao, Wandi ; Zhang, Mengwan ; Cao, Jiawen. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:87:y:2025:i:c:p:831-859.

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2025Examining Chinese volume–volatility nexus: A regime-switching perspective. (2025). Yan, Yayi ; Xia, Yingcun ; Wang, Shaoping. In: Economic Modelling. RePEc:eee:ecmode:v:144:y:2025:i:c:s0264999324003407.

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2025Predicting cryptocurrency volatility: The power of model clustering. (2025). Qu, Shaoguang ; Qiu, Yue ; Xie, Tian ; Shi, Zhentao. In: Economic Modelling. RePEc:eee:ecmode:v:144:y:2025:i:c:s0264999324003432.

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2025Share repurchases under economic policy uncertainty: Evidence from China. (2025). Luo, Chenyu ; Huang, Chenghao ; Kuang, Xuewen. In: Economic Modelling. RePEc:eee:ecmode:v:144:y:2025:i:c:s0264999324003481.

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2025Nonlinear hedging climate policy uncertainty: A dynamic mixed copula approach. (2025). Han, Yingwei ; Li, Jie. In: Economic Modelling. RePEc:eee:ecmode:v:151:y:2025:i:c:s0264999325001774.

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2025Quantifying firm-level carbon risk: A novel emission reduction stress factor. (2025). Zhu, Lei ; Shen, Jie ; Zheng, Haitao. In: Economic Modelling. RePEc:eee:ecmode:v:151:y:2025:i:c:s0264999325002056.

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2025Regime-dependent volatility spillover asymmetry in Shanghai and Hong Kong stock markets with forecasting and portfolio inferences. (2025). Wang, Xuewu ; Lin, Wensheng. In: Economic Modelling. RePEc:eee:ecmode:v:152:y:2025:i:c:s0264999325002639.

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2025Forecasting energy commodity returns: Can weak factors and nonlinearity help?. (2025). Ma, Yong ; Liu, Xiaojun. In: Economic Modelling. RePEc:eee:ecmode:v:153:y:2025:i:c:s0264999325002901.

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2025Twitter-based market uncertainty and global stock volatility predictability. (2025). Zhou, Mingtao ; Ma, Yong ; Li, Shuaibing. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:75:y:2025:i:pa:s1062940824001815.

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2025Multiscale dynamic interdependency between China’s crude oil futures and petrochemical-related commodity futures: An integrated perspective from the industry chain system. (2025). Feng, Yun ; Yang, Jie. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:75:y:2025:i:pa:s1062940824002213.

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2025Impact of climate change on dynamic tail-risk connectedness among stock market social sectors: Evidence from the US, Europe, and China. (2025). Cao, Yufei. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:75:y:2025:i:pb:s1062940824002444.

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2025Unveiling the gold-oil whirl amidst market uncertainty shocks in China. (2025). Luo, Fangyuan ; Li, Yanjiao. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:76:y:2025:i:c:s1062940824002584.

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2025Economic policy uncertainty, investor sentiment and systemic financial risk: Evidence from China. (2025). Zhao, Xiaofang ; Fang, Guobin ; Zhou, Xuehua ; Ma, Huimin ; Deng, Yaoxun ; Xie, Luoyan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:76:y:2025:i:c:s106294082400281x.

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2025Real-time GARCH@CARR: A joint model of returns, realized measure of volatility and current intraday information. (2025). Xu, Buyun ; Wu, Zhimin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:76:y:2025:i:c:s1062940825000087.

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2025Which uncertainty measure better predicts gold prices? New evidence from a CNN-LSTM approach. (2025). Ren, Yinghua ; You, Wanhai ; Chen, Jianyong ; Xie, Haoqi. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:76:y:2025:i:c:s1062940825000154.

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2025Portfolio tail risk forecasting for international financial assets: A GARCH-MIDAS-R-Vine copula model. (2025). Yao, Yinhong ; Chen, Xiuwen. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:77:y:2025:i:c:s1062940825000257.

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2025The time-varying relationship between climate uncertainty, low-carbon stocks and green bonds. (2025). Ma, Junfeng ; Zhou, Deheng ; Xu, Ziyao ; Yuan, Jing. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:77:y:2025:i:c:s1062940825000270.

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2025A RGARCH-CARR-SK model: A new high-frequency volatility forecasting and risk measurement model based on dynamic higher moments and generalized realized measures. (2025). Chen, Zhenlong ; Zhou, Qingnan ; Liu, Junjie. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:77:y:2025:i:c:s1062940825000488.

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2025Impacts of geographical conflicts on risk tango between oil and equity markets: An empirical evidence from oil-importing and exporting nations. (2025). Ullah, Aziz ; Jin, Ying ; Lu, Chih-Chiang ; Peng, Kang-Lin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:78:y:2025:i:c:s1062940825000592.

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2025Forecasting volatility of China’s crude oil futures based on hybrid ML-HAR-RV models. (2025). Zhu, Tingting ; Ma, Xiaoqing. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:78:y:2025:i:c:s1062940825000683.

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2025The dynamics of corporate climate risk and market volatility: International evidence. (2025). Zhu, Xiaoxian ; Guo, Yongsheng ; Naseer, Mirza Muhammad. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:78:y:2025:i:c:s1062940825000750.

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2025Cryptocurrencies as safe havens for geopolitical risk? A quantile analysis approach. (2025). Mo, Bin ; Zeng, Zichun ; Shi, Qinling ; Chen, Jiaru. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:79:y:2025:i:c:s1062940825000798.

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2025Is energy risk scale Invariant? evidence from crude oil futures. (2025). Grobys, Klaus. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:80:y:2025:i:c:s1062940825001160.

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2025Geopolitical risk, herd behavior, and cryptocurrency market. (2025). Wanidwaranan, Phasin ; Wongkantarakorn, Jutamas ; Padungsaksawasdi, Chaiyuth. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:80:y:2025:i:c:s1062940825001275.

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2025Fear of war: Geopolitical risks and the potential impact on local government bonds, stock market and FDI in China. (2025). Wang, Daoping ; Li, Kangle ; Shen, Xinyan. In: Economics Letters. RePEc:eee:ecolet:v:251:y:2025:i:c:s0165176525001661.

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2025Geopolitical risk and euro area bank CDS spreads and stock prices: Evidence from a new index. (2025). McQuade, Peter ; Rssler, Denise ; Pancaro, Cosimo ; Larkou, Chloe ; Dieckelmann, Daniel. In: Economics Letters. RePEc:eee:ecolet:v:254:y:2025:i:c:s0165176525002988.

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2025Geopolitical risk exposure and credit terms: Evidence from Global supply chains. (2025). Huang, Yin-Siang ; Tang, Ning. In: Economics Letters. RePEc:eee:ecolet:v:254:y:2025:i:c:s0165176525003155.

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2025The rising cost of turmoil: geopolitical crises and supply chain risk. (2025). Sun, Yao ; Xiong, Ding. In: Economics Letters. RePEc:eee:ecolet:v:255:y:2025:i:c:s0165176525004197.

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2025The impact of Russia’s Geopolitical Risk on stock markets’ high-moment risk. (2025). Azimli, Asil ; Kalmaz, Demet Beton. In: Economic Systems. RePEc:eee:ecosys:v:49:y:2025:i:1:s0939362524000645.

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2025Climate policy uncertainty and the Chinese sectoral stock market: A multilayer network analysis. (2025). Wang, Xianning ; Chen, Jiusheng. In: Economic Systems. RePEc:eee:ecosys:v:49:y:2025:i:1:s0939362524000724.

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2025Dynamic connections between Africas emerging equity markets and global financial assets. (2025). Lee, Chi-Chuan ; Abakah, Emmanuel ; Dankwah, Boakye ; Agbloyor, Elikplimi Komla ; Aikins, Emmanuel Joel. In: Emerging Markets Review. RePEc:eee:ememar:v:68:y:2025:i:c:s156601412500086x.

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2025Forecasting multivariate volatilities with exogenous predictors: An application to industry diversification strategies. (2025). GUPTA, RANGAN ; Demirer, Riza ; Cepni, Oguzhan ; Luo, Jiawen. In: Journal of Empirical Finance. RePEc:eee:empfin:v:81:y:2025:i:c:s0927539825000179.

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2025Predicting risk premiums: A constraint-based model. (2025). Qu, Yong ; Yuan, Ying ; Wang, Tianyang. In: Journal of Empirical Finance. RePEc:eee:empfin:v:83:y:2025:i:c:s0927539825000696.

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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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2025Performance of energy ETFs and climate risks. (2025). Nguyen, Minh Nhat ; Li, Youwei ; Liu, Rui Peng. In: Energy Economics. RePEc:eee:eneeco:v:141:y:2025:i:c:s0140988324007400.

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2025Impact of policy uncertainty on stock market volatility in the China’s low-carbon economy. (2025). , Zheng ; Liu, Liping ; Yoon, Seong-Min. In: Energy Economics. RePEc:eee:eneeco:v:141:y:2025:i:c:s0140988324007655.

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2025Energy organization sentiment and oil return forecast. (2025). Ahn, Kwangwon ; Jeong, Minhyuk. In: Energy Economics. RePEc:eee:eneeco:v:141:y:2025:i:c:s0140988324008144.

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2025Effects of the climate-related sentiment on agricultural spot prices: Insights from Wavelet Rényi Entropy analysis. (2025). Quaresima, Greta ; Mazzoccoli, Alessandro ; Mastroeni, Loretta. In: Energy Economics. RePEc:eee:eneeco:v:142:y:2025:i:c:s0140988324008557.

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2025Ensuring the security of the clean energy transition: Examining the impact of geopolitical risk on the price of critical minerals. (2025). Vespignani, Joaquin ; Smyth, Russell ; Saadaoui, Jamel. In: Energy Economics. RePEc:eee:eneeco:v:142:y:2025:i:c:s0140988325000180.

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2025Conditional threshold effects of stock market volatility on crude oil market volatility. (2025). Hamori, Shigeyuki ; Motegi, Kaiji. In: Energy Economics. RePEc:eee:eneeco:v:143:y:2025:i:c:s014098832500012x.

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2025Does public climate attention affect the net return spillover from energy to non-energy commodities?. (2025). Lin, Anlan ; Gong, XU. In: Energy Economics. RePEc:eee:eneeco:v:143:y:2025:i:c:s0140988325000155.

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2025Environmental attention and the predictability of crude oil volatility: Evidence from a new MIDAS multifractal model. (2025). Dong, Xin ; Gong, Jinguo ; Wang, Qin. In: Energy Economics. RePEc:eee:eneeco:v:143:y:2025:i:c:s0140988325000507.

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2025The impact of geopolitical risks on the renewable energy transition. (2025). Lee, Chien-Chiang ; He, Zhi-Wen ; Sharma, Susan Sunila. In: Energy Economics. RePEc:eee:eneeco:v:143:y:2025:i:c:s014098832500101x.

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2025When climate policys up in the air: How digital technology impacts corporate energy intensity. (2025). Wu, Haitao ; Hao, Xiaoli ; Wen, Shufang ; Li, KE ; Sun, Qingyu ; Miao, Erxiang. In: Energy Economics. RePEc:eee:eneeco:v:144:y:2025:i:c:s0140988325001343.

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2025Is there a robust hedging method during the COVID-19 pandemic? Evidence from Chinese crude oil futures. (2025). Geng, Qianjie. In: Energy Economics. RePEc:eee:eneeco:v:144:y:2025:i:c:s0140988325001537.

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2025Embracing uncertain times: An energy security perspective. (2025). Chiang, Jyun-You ; Li, Xinghao ; Yu, Chin-Hsien ; Fang, Lei. In: Energy Economics. RePEc:eee:eneeco:v:144:y:2025:i:c:s0140988325001586.

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2025Multilayer connectedness across geopolitical risks, clean, and dirty energy markets: The role of global uncertainty factors and climate surprise. (2025). Billah, Mabruk ; Hoque, Mohammad Enamul ; Elsayed, Ahmed H. In: Energy Economics. RePEc:eee:eneeco:v:144:y:2025:i:c:s0140988325001665.

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2025Financial risk management innovation in energy market: Evidence from a machine learning hybrid model. (2025). Lu, Xinjie ; Ma, Feng ; Li, Zepei. In: Energy Economics. RePEc:eee:eneeco:v:144:y:2025:i:c:s0140988325001847.

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2025Predictive power of oil prices on CDS spread dynamics of oil-producing countries. (2025). Nguyen, Tam Huu ; Maiani, Stefano ; Wegener, Christoph ; Basse, Tobias. In: Energy Economics. RePEc:eee:eneeco:v:145:y:2025:i:c:s0140988325001999.

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2025Global energy transition under geopolitical risks: An empirical investigation. (2025). Hunjra, Ahmed ; Zhao, Shikuan ; Alharbi, Samar S ; Zhu, Zhimeng. In: Energy Economics. RePEc:eee:eneeco:v:145:y:2025:i:c:s0140988325003196.

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2025Forecasting the volatility of crude oil futures market: Does the simple 5-minute RV hold up?. (2025). Yang, Zhidan ; Luo, YA ; Yi, Heling ; Ke, Rui ; Qin, Zhilong ; Lyu, Yongjian. In: Energy Economics. RePEc:eee:eneeco:v:146:y:2025:i:c:s0140988325003330.

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2025From green to digital: Exploring the role of ecological footprints on cybersecurity risk. (2025). Lin, Weizheng ; Chen, Jian-Yun ; Wang, Chih-Wei. In: Energy Economics. RePEc:eee:eneeco:v:146:y:2025:i:c:s0140988325003706.

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2025The global supply pressure and oil supply–demand shocks: A time-scale and quantile analysis. (2025). Wu, Bangzheng. In: Energy Economics. RePEc:eee:eneeco:v:147:y:2025:i:c:s0140988325003792.

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2025Geopolitical risk, energy market volatility, and corporate energy dependence: The role of green Total factor productivity and decentralized top management team network. (2025). Tian, Zhihong ; Li, Songsong ; Gao, Daquan. In: Energy Economics. RePEc:eee:eneeco:v:148:y:2025:i:c:s014098832500369x.

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2025Navigating crude oil volatility forecasts: Assessing the contribution of geopolitical risk. (2025). Filis, George ; Degiannakis, Stavros ; Delis, Panagiotis. In: Energy Economics. RePEc:eee:eneeco:v:148:y:2025:i:c:s0140988325004189.

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2025Oil market uncertainty and Chinas macroeconomy: Causality-in-quantiles test and quantile spillover effects analysis. (2025). Zhou, Jinlan ; Li, Zhensheng ; Liu, Zhuang. In: Energy Economics. RePEc:eee:eneeco:v:148:y:2025:i:c:s0140988325004451.

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2025Innovating under pressure: How geopolitical risk exposure drives energy innovation in firms. (2025). Wen, Lulu ; Wang, Chunfeng ; Fang, Zhenming ; Yao, Shouyu ; Cui, Xin. In: Energy Economics. RePEc:eee:eneeco:v:148:y:2025:i:c:s0140988325004608.

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2025Compounding geopolitical and energy risks: A clustered stochastic multi-COVOL model. (2025). Billio, Monica ; Casarin, Roberto ; Lpez, Ovielt Baltodano ; Costola, Michele. In: Energy Economics. RePEc:eee:eneeco:v:149:y:2025:i:c:s0140988325005274.

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2025The impact of informed trading on liquidity in Chinese crude oil futures. (2025). Huang, Zihuang ; Wang, Shaokun ; Li, Kaifeng. In: Energy Economics. RePEc:eee:eneeco:v:150:y:2025:i:c:s0140988325006590.

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2025Geopolitical uncertainty and firm tail risk: Evidence from energy-focused economies. (2025). Trinh, Vu Quang ; Nguyen, Tam Duc ; Cao, Ngan Duong. In: Energy Economics. RePEc:eee:eneeco:v:150:y:2025:i:c:s0140988325006711.

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2025European financial markets, energy returns and geopolitical risk: A frequency domain spectral analysis. (2025). Michaelides, Panayotis ; Konstantakis, Konstantinos ; Kotsompolis, Giorgos ; Prelorentzos, Arsenios-Georgios N ; Xidonas, Panos. In: Energy Economics. RePEc:eee:eneeco:v:150:y:2025:i:c:s0140988325006838.

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2025Evolution of the oil and gas price-linkage with multiple uncertainties. (2025). Zhang, Dayong ; Wang, Tiantian ; Wu, Fei. In: Energy Economics. RePEc:eee:eneeco:v:151:y:2025:i:c:s0140988325007200.

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2025Oil price expectations in explosive phases. (2025). Kruse-Becher, Robinson ; Letixerant, Philip. In: Energy Economics. RePEc:eee:eneeco:v:152:y:2025:i:c:s0140988325007339.

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2025How do environmental concerns and global economic conditions affect energy prices?. (2025). ben Jabeur, Sami ; Boubaker, Sabri ; Carmona, Pedro ; Stef, Nicolae. In: Energy Policy. RePEc:eee:enepol:v:204:y:2025:i:c:s0301421525001879.

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2025A hybrid model based on iTransformer for risk warning of crude oil price fluctuations. (2025). Guo, Yuwei ; Li, Jinchao. In: Energy. RePEc:eee:energy:v:314:y:2025:i:c:s036054422403977x.

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2025Geopolitical risk, climate risk and financial innovation in the energy market. (2025). Salisu, Afees ; Olaniran, Abeeb ; Vo, Xuan Vinh. In: Energy. RePEc:eee:energy:v:315:y:2025:i:c:s0360544225000076.

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2025Impact of geopolitical risks on crude oil security: A copula-based assessment framework. (2025). Wang, Shuang ; Li, Jing. In: Energy. RePEc:eee:energy:v:318:y:2025:i:c:s0360544225005043.

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

Works by Yaojie Zhang:

YearTitleTypeCited
2023Predicting stock realized variance based on an asymmetric robust regression approach In: Bulletin of Economic Research.
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2026Network Threshold Games In: Cambridge Working Papers in Economics.
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2026Price Competition with Network Spillovers: Entry, Cohesiveness and Interoperability In: Cambridge Working Papers in Economics.
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2021Realized skewness and the short-term predictability for aggregate stock market volatility In: Economic Modelling.
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2023Hedging pressure momentum and the predictability of oil futures returns In: Economic Modelling.
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2018Forecasting the aggregate oil price volatility in a data-rich environment In: Economic Modelling.
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2018Forecasting the prices of crude oil using the predictor, economic and combined constraints In: Economic Modelling.
[Full Text][Citation analysis]		article33
2019Intraday momentum and stock return predictability: Evidence from China In: Economic Modelling.
[Full Text][Citation analysis]		article35
2019Forecasting stock returns: Do less powerful predictors help? In: Economic Modelling.
[Full Text][Citation analysis]		article14
2020Economic policy uncertainty and the Chinese stock market volatility: Novel evidence In: Economic Modelling.
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2021Intraday return predictability in China’s crude oil futures market: New evidence from a unique trading mechanism In: Economic Modelling.
[Full Text][Citation analysis]		article15
2018Are low-frequency data really uninformative? A forecasting combination perspective In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]		article11
2020Forecasting the Chinese stock market volatility with international market volatilities: The role of regime switching In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]		article22
2022Out-of-sample prediction of Bitcoin realized volatility: Do other cryptocurrencies help? In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]		article1
2025Financial regulatory policy uncertainty: An informative predictor for financial industry stock returns In: The North American Journal of Economics and Finance.
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2019Harnessing jump component for crude oil volatility forecasting in the presence of extreme shocks In: Journal of Empirical Finance.
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2019Forecasting crude oil prices with a large set of predictors: Can LASSO select powerful predictors? In: Journal of Empirical Finance.
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2024Forecasting carbon prices under diversified attention: A dynamic model averaging approach with common factors In: Energy Economics.
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2025Petroleum volatility spillover index and stock return predictability In: Energy Economics.
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2018Forecasting the prices of crude oil: An iterated combination approach In: Energy Economics.
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2018Forecasting the oil futures price volatility: Large jumps and small jumps In: Energy Economics.
[Full Text][Citation analysis]		article49
2018Forecasting oil futures price volatility: New evidence from realized range-based volatility In: Energy Economics.
[Full Text][Citation analysis]		article54
2019Forecasting oil price volatility: Forecast combination versus shrinkage method In: Energy Economics.
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2019Out-of-sample prediction of the oil futures market volatility: A comparison of new and traditional combination approaches In: Energy Economics.
[Full Text][Citation analysis]		article30
2019Good, bad cojumps and volatility forecasting: New evidence from crude oil and the U.S. stock markets In: Energy Economics.
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2019Geopolitical risk and oil volatility: A new insight In: Energy Economics.
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2021Forecasting crude oil prices: A scaled PCA approach In: Energy Economics.
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2022Geopolitical risk trends and crude oil price predictability In: Energy.
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2023Forecasting crude oil price returns: Can nonlinearity help? In: Energy.
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2024Forecasting crude oil prices with global ocean temperatures In: Energy.
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2025Forecasting gasoline prices using oil prices: New evidence based on the rocket and feather hypothesis In: Energy.
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2019Economic constraints and stock return predictability: A new approach In: International Review of Financial Analysis.
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2019Forecasting stock returns with cycle-decomposed predictors In: International Review of Financial Analysis.
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2022Information connectedness of international crude oil futures: Evidence from SC, WTI, and Brent In: International Review of Financial Analysis.
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2024Abnormal temperature and the cross-section of stock returns in China In: International Review of Financial Analysis.
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2025Model specification for volatility forecasting benchmark In: International Review of Financial Analysis.
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2022Detection of fraud statement based on word vector: Evidence from financial companies in China In: Finance Research Letters.
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2023Geopolitical risk and stock market volatility: A global perspective In: Finance Research Letters.
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2023Forecasting stock market volatility: The sum of the parts is more than the whole In: Finance Research Letters.
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2023Climate risk exposure and the cross-section of Chinese stock returns In: Finance Research Letters.
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2023Predicting cryptocurrency returns for real-world investments: A daily updated and accessible predictor In: Finance Research Letters.
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2024Geopolitical risk exposure and stock returns: Evidence from China In: Finance Research Letters.
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2025Attention to climate events and carbon price volatility In: Finance Research Letters.
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2022Climate policy uncertainty and the stock return predictability of the oil industry In: Journal of International Financial Markets, Institutions and Money.
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2020Forecasting global equity market volatilities In: International Journal of Forecasting.
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2023Forecasting crude oil market volatility using variable selection and common factor In: International Journal of Forecasting.
[Full Text][Citation analysis]		article25
2023Forecasting crude oil futures market returns: A principal component analysis combination approach In: International Journal of Forecasting.
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2023Global economic policy uncertainty aligned: An informative predictor for crude oil market volatility In: International Journal of Forecasting.
[Full Text][Citation analysis]		article29
2024Forecasting crude oil market volatility: A comprehensive look at uncertainty variables In: International Journal of Forecasting.
[Full Text][Citation analysis]		article10
2024Forecasting crude oil returns with oil-related industry ESG indices In: Journal of Commodity Markets.
[Full Text][Citation analysis]		article3
2020Information transmission between gold and financial assets: Mean, volatility, or risk spillovers? In: Resources Policy.
[Full Text][Citation analysis]		article18
2022Forecasting crude oil market returns: Enhanced moving average technical indicators In: Resources Policy.
[Full Text][Citation analysis]		article6
2022How macro-variables drive crude oil volatility? Perspective from the STL-based iterated combination method In: Resources Policy.
[Full Text][Citation analysis]		article13
2022Forecasting Chinas crude oil futures volatility: How to dig out the information of other energy futures volatilities? In: Resources Policy.
[Full Text][Citation analysis]		article5
2022Forecasting crude oil market volatility: A newspaper-based predictor regarding petroleum market volatility In: Resources Policy.
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2023Not all geopolitical shocks are alike: Identifying price dynamics in the crude oil market under tensions In: Resources Policy.
[Full Text][Citation analysis]		article15
2019Forecasting the U.S. stock volatility: An aligned jump index from G7 stock markets In: Pacific-Basin Finance Journal.
[Full Text][Citation analysis]		article17
2024Policy uncertainty, investor sentiment, and good and bad volatilities in the stock market: Evidence from China In: Pacific-Basin Finance Journal.
[Full Text][Citation analysis]		article20
2018Does US Economic Policy Uncertainty matter for European stock markets volatility? In: Physica A: Statistical Mechanics and its Applications.
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2019Forecasting the Chinese stock volatility across global stock markets In: Physica A: Statistical Mechanics and its Applications.
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2022Dynamic asymmetric impact of equity market uncertainty on energy markets: A time-varying causality analysis In: Renewable Energy.
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2023Forecasting crude oil prices: A reduced-rank approach In: International Review of Economics & Finance.
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2024Industry volatility concentration and the predictability of aggregate stock market volatility In: International Review of Economics & Finance.
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2023New evidence of extreme risk transmission between financial stress and international crude oil markets In: Research in International Business and Finance.
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2023Forecasting aggregate stock market volatility with industry volatilities: The role of spillover index In: Research in International Business and Finance.
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2018The pricing of loan insurance based on the Gram-Charlier option model In: China Finance Review International.
[Full Text][Citation analysis]		article0
2017Systematic risk and deposit insurance pricing In: China Finance Review International.
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2022Forecasting the Chinese Stock Market Volatility with G7 Stock Market Volatilities: A Scaled PCA Approach In: Emerging Markets Finance and Trade.
[Full Text][Citation analysis]		article1
2024Market Skewness and Stock Return Predictability: New Evidence from China In: Emerging Markets Finance and Trade.
[Full Text][Citation analysis]		article1
2024Modelling and forecasting crude oil price volatility with climate policy uncertainty In: Humanities and Social Sciences Communications.
[Full Text][Citation analysis]		article6
2024Forecasting the equity premium using weighted regressions: Does the jump variation help? In: Empirical Economics.
[Full Text][Citation analysis]		article1
2022To jump or not to jump: momentum of jumps in crude oil price volatility prediction In: Financial Innovation.
[Full Text][Citation analysis]		article1
2018Does default point vary with firm size? In: Applied Economics Letters.
[Full Text][Citation analysis]		article1
2019Volatility forecasting: long memory, regime switching and heteroscedasticity In: Applied Economics.
[Full Text][Citation analysis]		article10
2019Economic policy uncertainty and the Chinese stock market volatility: new evidence In: Applied Economics.
[Full Text][Citation analysis]		article56
2020Forecasting the aggregate stock market volatility in a data-rich world In: Applied Economics.
[Full Text][Citation analysis]		article21
2022Forecasting the Chinese stock market volatility: A regression approach with a t-distributed error In: Applied Economics.
[Full Text][Citation analysis]		article2
2022Forecasting the volatility of the German stock market: New evidence In: Applied Economics.
[Full Text][Citation analysis]		article2
2023Forecasting stock market realized volatility: the role of global terrorist attacks In: Applied Economics.
[Full Text][Citation analysis]		article1
2024Industry volatility spillover and aggregate stock returns In: The European Journal of Finance.
[Full Text][Citation analysis]		article4
2026Adaptive Group LASSO for the GARCH-MIDAS Model In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]		article0
2019Improving forecasting performance of realized covariance with extensions of HAR-RCOV model: statistical significance and economic value In: Quantitative Finance.
[Full Text][Citation analysis]		article8
2022Forecasting crude oil prices: do technical indicators need economic constraints? In: Quantitative Finance.
[Full Text][Citation analysis]		article4
2025Realized skewness of oil price returns and the short-term predictability for exchange rate In: Quantitative Finance.
[Full Text][Citation analysis]		article0
2026Forecasting carbon returns under structural breaks and model uncertainty: a time-weighted regularized combination approach In: Quantitative Finance.
[Full Text][Citation analysis]		article0
2021Forecasting the volatility of Chinese stock market: An international volatility index In: International Journal of Finance & Economics.
[Full Text][Citation analysis]		article3
2021Good variance, bad variance, and stock return predictability In: International Journal of Finance & Economics.
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2022Which predictor is more predictive for Bitcoin volatility? And why? In: International Journal of Finance & Economics.
[Full Text][Citation analysis]		article19
2022Forecasting the oil price realized volatility: A multivariate heterogeneous autoregressive model In: International Journal of Finance & Economics.
[Full Text][Citation analysis]		article0
2019Out‐of‐sample volatility prediction: A new mixed‐frequency approach In: Journal of Forecasting.
[Full Text][Citation analysis]		article17
2020Is implied volatility more informative for forecasting realized volatility: An international perspective In: Journal of Forecasting.
[Full Text][Citation analysis]		article72
2021Forecasting US stock market volatility: How to use international volatility information In: Journal of Forecasting.
[Full Text][Citation analysis]		article11
2021Forecasting stock return volatility using a robust regression model In: Journal of Forecasting.
[Full Text][Citation analysis]		article5
2022Forecasting realized volatility of Chinese stock market: A simple but efficient truncated approach In: Journal of Forecasting.
[Full Text][Citation analysis]		article2
2022Forecasting Bitcoin volatility: A new insight from the threshold regression model In: Journal of Forecasting.
[Full Text][Citation analysis]		article2
2022Forecasting international equity market volatility: A new approach In: Journal of Forecasting.
[Full Text][Citation analysis]		article26
2023Default return spread: A powerful predictor of crude oil price returns In: Journal of Forecasting.
[Full Text][Citation analysis]		article10
2024Out‐of‐sample volatility prediction: Rolling window, expanding window, or both? In: Journal of Forecasting.
[Full Text][Citation analysis]		article3
2024Forecasting stock market returns with a lottery index: Evidence from China In: Journal of Forecasting.
[Full Text][Citation analysis]		article1
2024Forecasting stock returns with industry volatility concentration In: Journal of Forecasting.
[Full Text][Citation analysis]		article1
2025Forecasting Chinese Stock Market Volatility With Volatilities in Bond Markets In: Journal of Forecasting.
[Full Text][Citation analysis]		article0
2025Forecasting Realized Volatility: The Choice of Window Size In: Journal of Forecasting.
[Full Text][Citation analysis]		article1
2023The predictability of iron ore futures prices: A product‐material lead–lag effect In: Journal of Futures Markets.
[Full Text][Citation analysis]		article0
2024The predictability of carbon futures volatility: New evidence from the spillovers of fossil energy futures returns In: Journal of Futures Markets.
[Full Text][Citation analysis]		article4
2019Interest rate level and stock return predictability In: Review of Financial Economics.
[Full Text][Citation analysis]		article2

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated May, 3 2026. Contact: CitEc Team