Yaojie Zhang : Citation Profile

Nanjing University of Science and Technology

24

H index

43

i10 index

1911

Citations

RESEARCH PRODUCTION:

98

Articles

RESEARCH ACTIVITY:

   8 years (2017 - 2025). See details.
   Cites by year: 238
   Journals where Yaojie Zhang has often published
   Relations with other researchers
   Recent citing documents: 527.    Total self citations: 74 (3.73 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pzh1078
   Updated: 2025-12-27    RAS profile: 2025-08-23    
   Missing citations? Add them    Incorrect content? Let us know

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 (53)

Salisu, Afees (30)

Wang, Yudong (27)

Chevallier, Julien (18)

Lyócsa, Štefan (15)

Pierdzioch, Christian (14)

Huynh, Luu Duc Toan (13)

lucey, brian (12)

Filis, George (12)

Zhang, Yue-Jun (12)

Degiannakis, Stavros (12)

Cites to:

Wang, Yudong (336)

Bollerslev, Tim (195)

Zhou, Guofu (151)

Diebold, Francis (138)

Andersen, Torben (134)

Campbell, John (128)

Kilian, Lutz (124)

Corsi, Fulvio (101)

Inoue, Atsushi (99)

Patton, Andrew (91)

Jiang, Fuwei (82)

Main data

Where Yaojie Zhang has published?

Journals with more than one article published# docs
Journal of Forecasting13
Energy Economics9
Economic Modelling8
Finance Research Letters7
Applied Economics6
Resources Policy6
International Review of Financial Analysis5
International Journal of Forecasting5
The North American Journal of Economics and Finance4
International Journal of Finance & Economics4
Energy3
Journal of Empirical Finance2
International Review of Economics & Finance2
Pacific-Basin Finance Journal2
Physica A: Statistical Mechanics and its Applications2
Research in International Business and Finance2
Journal of Futures Markets2
Quantitative Finance2
Emerging Markets Finance and Trade2
China Finance Review International2

Recent works citing Yaojie Zhang (2025 and 2024)

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2024Uncertainty, Financial Reporting Quality and Accounting Enforcement: Evidence from The European Union. (2024). Mos, Catalin. In: Journal of Accounting and Management Information Systems. RePEc:ami:journl:v:23:y:2024:i:3:p:616-642.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2024Predicting the volatility of major energy commodity prices: the dynamic persistence model. (2024). Vacha, Lukas ; Baruník, Jozef ; Barunik, Jozef. In: Papers. RePEc:arx:papers:2402.01354.

Full description at Econpapers || Download paper

2024The impact of geopolitical risk on the international agricultural market: Empirical analysis based on the GJR-GARCH-MIDAS model. (2024). Zhou, Wei-Xing ; Dai, Yun-Shi. In: Papers. RePEc:arx:papers:2404.01641.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2024HARd to Beat: The Overlooked Impact of Rolling Windows in the Era of Machine Learning. (2024). Chassot, Jonathan ; Audrino, Francesco. In: Papers. RePEc:arx:papers:2406.08041.

Full description at Econpapers || Download paper

2024How do financial variables impact public debt growth in China? An empirical study based on Markov regime-switching model. (2024). Liu, Zhixin ; Xu, Yingying ; Zhou, Tianbao. In: Papers. RePEc:arx:papers:2407.02183.

Full description at Econpapers || Download paper

2024Causality-Inspired Models for Financial Time Series Forecasting. (2024). Lu, Yutong ; Lin, XI ; Cucuringu, Mihai ; Oliveira, Daniel Cunha ; Fujita, Andre. In: Papers. RePEc:arx:papers:2408.09960.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2025Volatility 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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2024Economic Policy Uncertainty and Financial Markets in the United State.. (2024). Olawoyin, Olayinka ; Adeloye, Fadekemi Chidinma ; Daniel, Chinaemerem. In: International Journal of Research and Innovation in Social Science. RePEc:bcp:journl:v:8:y:2024:i:6:p:998-1016.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2024Exploring the impact of oil security attention on oil volatility: A new perspective. (2024). Li, Shan ; Wang, LU ; Liang, Chao. In: International Finance. RePEc:bla:intfin:v:27:y:2024:i:1:p:61-80.

Full description at Econpapers || Download paper

2024Geopolitical Risks and Stock Market Volatility in the SAARC Region. (2024). Emilia, Calefariu ; Catalin, Gheorghe ; Oana, Panazan. In: Economics - The Open-Access, Open-Assessment Journal. RePEc:bpj:econoa:v:18:y:2024:i:1:p:15:n:1023.

Full description at Econpapers || Download paper

2024Frequency Volatility Connectedness and Portfolio Hedging of U.S. Energy Commodities. (2024). Kočenda, Evžen ; Moravcova, Michala ; Koenda, Even. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10889.

Full description at Econpapers || Download paper

2024Climate policy uncertainty and US industry stock returns: A quantile regression approach. (2024). Pijourlet, Guillaume. In: Economics Bulletin. RePEc:ebl:ecbull:eb-23-00473.

Full description at Econpapers || Download paper

2024The Effects of Geopolitical Risks on Oil Price Volatility. (2024). Doan, Nhien Tuyet ; Truong, Loc Dong ; Kim, Anh Thi. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2024-01-46.

Full description at Econpapers || Download paper

2024Time Frequency and Co-movements between Global Economic Policy Uncertainty, Precious Metals and Agricultural Prices: A Wavelet Coherence Analysis and Bootstrap Rolling Window Granger Causality. (2024). el Abed, Riadh ; ben Hamouda, Abderrazek. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2024-02-55.

Full description at Econpapers || Download paper

2024Decomposition prediction fractional-order PID reinforcement learning for short-term smart generation control of integrated energy systems. (2024). Yin, Linfei ; Zheng, DA. In: Applied Energy. RePEc:eee:appene:v:355:y:2024:i:c:s0306261923016100.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2024Economic policy uncertainty, carbon emissions and firm valuation: International evidence. (2024). Chang, Millicent ; al Mamun, Abdullah ; Ali, Searat ; Shams, Syed ; Bose, Sudipta. In: The British Accounting Review. RePEc:eee:bracre:v:56:y:2024:i:6:s0890838924002178.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2024Is geopolitical oil price uncertainty forcing the world to use energy more efficiently? Evidence from advanced statistical methods. (2024). Lee, Chien-Chiang ; Ozkan, Oktay ; Olasehinde-Williams, Godwin. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:82:y:2024:i:c:p:908-919.

Full description at Econpapers || Download paper

2024The impact of COVID-19 uncertainties on energy market volatility: Evidence from the US markets. (2024). Ghouli, Jihene ; Sharif, Taimur ; Abedin, Mohammad Zoynul ; Bouteska, Ahmed. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:84:y:2024:i:c:p:25-41.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2024Detecting statistically significant changes in connectedness: A bootstrap-based technique. (2024). Nguyen, Viet Hoang ; Kočenda, Evžen ; Greenwood-Nimmo, Matthew ; Koenda, Even. In: Economic Modelling. RePEc:eee:ecmode:v:140:y:2024:i:c:s0264999324002001.

Full description at Econpapers || Download paper

2024Robust estimation of the range-based GARCH model: Forecasting volatility, value at risk and expected shortfall of cryptocurrencies. (2024). Fiszeder, Piotr ; Maecka, Marta ; Molnr, Peter. In: Economic Modelling. RePEc:eee:ecmode:v:141:y:2024:i:c:s026499932400244x.

Full description at Econpapers || Download paper

2024Oil market responses to Sino–European political relation shock: Insights after Chinas world trade organization accession. (2024). Cai, Yifei ; Li, Xiangdong ; Zhang, Yahua. In: Economic Modelling. RePEc:eee:ecmode:v:141:y:2024:i:c:s0264999324002645.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2024Volatility spillovers across the spot and futures oil markets after news announcements. (2024). Wohar, Mark ; Gkillas, Konstantinos ; Apostolakis, George N ; Floros, Christos. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:69:y:2024:i:pa:s1062940823001250.

Full description at Econpapers || Download paper

2024The valuation of arithmetic Asian options with mean reversion and jump clustering. (2024). Song, Shiyu. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:70:y:2024:i:c:s1062940823001821.

Full description at Econpapers || Download paper

2024International oil shocks and the volatility forecasting of Chinese stock market based on machine learning combination models. (2024). Wang, XU. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:70:y:2024:i:c:s1062940823001882.

Full description at Econpapers || Download paper

2024The effect of output and the real exchange rate on equity price dynamics. (2024). Malikane, Christopher ; Alovokpinhou, Sedjro Aaron. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:72:y:2024:i:c:s1062940824000718.

Full description at Econpapers || Download paper

2024Stock market pattern recognition using symbol entropy analysis. (2024). Magner, Nicolas S ; Valle, Mauricio A ; Lavin, Jaime F. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:73:y:2024:i:c:s106294082400086x.

Full description at Econpapers || Download paper

2024Cross-category connectedness between Shanghai crude oil futures and Chinese stock markets related to the Belt and Road Initiative. (2024). Wang, Yuqi ; Qi, Xiaohong ; Chai, LI. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:73:y:2024:i:c:s1062940824000901.

Full description at Econpapers || Download paper

2024Connectedness among Chinese climate policy uncertainty, exchange rate, Chinese and international crude oil markets: Insights from time and frequency domain analyses of high order moments. (2024). Cheung, Adrian (Wai-Kong) ; Yan, Wan-Lin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:73:y:2024:i:c:s1062940824001001.

Full description at Econpapers || Download paper

2024A study on economic policy uncertainty, geopolitical risk and stock market spillovers in BRICS countries. (2024). Li, Sufang ; Xiang, Shujian ; Tang, Guangyuan ; Hong, Chen. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:73:y:2024:i:c:s1062940824001141.

Full description at Econpapers || Download paper

2024How EPU, VIX, and GPR interact with the dynamic connectedness among commodity and financial markets: Evidence from wavelet analysis. (2024). Yao, Yinhong ; Chen, Xiuwen ; Huang, Shenwei ; Wang, Lin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001426.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2024Investment–consumption optimization with transaction cost and learning about return predictability. (2024). Siu, Tak Kuen ; Wang, Ning. In: European Journal of Operational Research. RePEc:eee:ejores:v:318:y:2024:i:3:p:877-891.

Full description at Econpapers || Download paper

2024Exploring the relationship between Chinas economic policy uncertainty and business cycles: Exogenous impulse or endogenous responses?. (2024). Zixiang, Zhu ; Jia, Liyu ; Ming, Che. In: Emerging Markets Review. RePEc:eee:ememar:v:58:y:2024:i:c:s156601412300095x.

Full description at Econpapers || Download paper

2024Financial fraud detection for Chinese listed firms: Does managers abnormal tone matter?. (2024). Zheng, Xiaolong ; Xie, Qiwei ; Lv, Sijia ; Guo, CE ; Li, Jingyu. In: Emerging Markets Review. RePEc:eee:ememar:v:62:y:2024:i:c:s1566014124000657.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2024Pooling and winsorizing machine learning forecasts to predict stock returns with high-dimensional data. (2024). Strauss, Jack ; Mekelburg, Erik. In: Journal of Empirical Finance. RePEc:eee:empfin:v:79:y:2024:i:c:s0927539824000732.

Full description at Econpapers || Download paper

2024Technological shocks and stock market volatility over a century. (2024). Salisu, Afees ; GUPTA, RANGAN ; Demirer, Riza. In: Journal of Empirical Finance. RePEc:eee:empfin:v:79:y:2024:i:c:s0927539824000951.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2024Changing determinant driver and oil volatility forecasting: A comprehensive analysis. (2024). Wu, You ; Luo, Qin ; Wang, Jiqian ; Ma, Feng. In: Energy Economics. RePEc:eee:eneeco:v:129:y:2024:i:c:s0140988323006850.

Full description at Econpapers || Download paper

2024Exploring the influence of the geopolitical risks on the natural resource price volatility and correlation: Evidence from DCC-MIDAS-X model. (2024). He, Yongda ; Yang, Peng ; Guo, Pengwei ; Oxley, Les ; Liu, Han. In: Energy Economics. RePEc:eee:eneeco:v:129:y:2024:i:c:s0140988323007028.

Full description at Econpapers || Download paper

2024How do political tensions and geopolitical risks impact oil prices?. (2024). Saadaoui, Jamel ; Mignon, Valérie. In: Energy Economics. RePEc:eee:eneeco:v:129:y:2024:i:c:s014098832300717x.

Full description at Econpapers || Download paper

2024Efficient predictability of oil price: The role of VIX-based panic index shadow line difference. (2024). Dai, Zhifeng ; Zhang, Xiaotong ; Liang, Chao. In: Energy Economics. RePEc:eee:eneeco:v:129:y:2024:i:c:s0140988323007326.

Full description at Econpapers || Download paper

2024Time-varying jump intensity and volatility forecasting of crude oil returns. (2024). Chen, Yan ; Zhang, Lei ; Bouri, Elie. In: Energy Economics. RePEc:eee:eneeco:v:129:y:2024:i:c:s014098832300734x.

Full description at Econpapers || Download paper

2024Does energy consumption play a key role? Re-evaluating the energy consumption-economic growth nexus from GDP growth rates forecasting. (2024). Hu, Shiyang ; Ma, Feng ; Lu, Fei. In: Energy Economics. RePEc:eee:eneeco:v:129:y:2024:i:c:s0140988323007661.

Full description at Econpapers || Download paper

2024Climate risk performance and returns integration of Chinese listed energy companies. (2024). Zhang, Yunhan ; Li, Yan ; Zhao, Wanli ; Ji, Qiang. In: Energy Economics. RePEc:eee:eneeco:v:129:y:2024:i:c:s0140988323007703.

Full description at Econpapers || Download paper

2024Tail risk spillovers between Shanghai oil and other markets. (2024). Shafiullah, Muhammad ; lucey, brian ; Karim, Sitara ; Gul, Raazia ; Naeem, Muhammad Abubakr. In: Energy Economics. RePEc:eee:eneeco:v:130:y:2024:i:c:s0140988323006801.

Full description at Econpapers || Download paper

2024The role of green energy stock market in forecasting Chinas crude oil market: An application of IIS approach and sparse regression models. (2024). Sharif, Arshian ; Lee, Chien-Chiang ; Muhammadullah, Sara ; Khan, Faridoon. In: Energy Economics. RePEc:eee:eneeco:v:130:y:2024:i:c:s0140988323007673.

Full description at Econpapers || Download paper

2024Assessing the linkage of energy cryptocurrency with clean and dirty energy markets. (2024). Karim, Sitara ; Naeem, Muhammad Abubakr ; Bossman, Ahmed ; Husain, Afzol. In: Energy Economics. RePEc:eee:eneeco:v:130:y:2024:i:c:s0140988323007776.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2024Spillover effects between fossil energy and green markets: Evidence from informational inefficiency. (2024). Urquhart, Andrew ; Ren, Xiaohang ; Xiao, YA ; Duan, Kun. In: Energy Economics. RePEc:eee:eneeco:v:131:y:2024:i:c:s0140988324000252.

Full description at Econpapers || Download paper

2024Dynamic spillover connectedness among green finance and policy uncertainty: Evidence from QVAR network approach. (2024). Sharif, Arshian ; Mishra, Shekhar ; Wang, Jialu ; Chen, Huangen. In: Energy Economics. RePEc:eee:eneeco:v:131:y:2024:i:c:s0140988324000380.

Full description at Econpapers || Download paper

2024How does Shanghai crude oil futures affect top global oil companies: The role of multi-uncertainties. (2024). Zhang, Dayong ; Ji, Qiang ; Guo, Kun. In: Energy Economics. RePEc:eee:eneeco:v:131:y:2024:i:c:s0140988324000628.

Full description at Econpapers || Download paper

2024Chinas futures market volatility and sectoral stock market volatility prediction. (2024). Zeng, Qing ; Zhong, Juandan ; Zhang, Jixiang. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324001373.

Full description at Econpapers || Download paper

2024Forecasting of clean energy market volatility: The role of oil and the technology sector. (2024). Lyócsa, Štefan ; Lyocsa, Tefan ; Todorova, Neda. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324001592.

Full description at Econpapers || Download paper

2024The information content of Shanghai crude oil futures vs WTI benchmark: Evidence from temporal and spatial dimensions. (2024). Guo, Yumei ; Yin, Libo ; Cao, Hong. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324002007.

Full description at Econpapers || Download paper

2024Energy transition and housing market bubbles: Evidence from prefecture cities in China. (2024). Sun, Yongping ; Jin, YI ; Liu, Sinuo ; Fang, Jie. In: Energy Economics. RePEc:eee:eneeco:v:133:y:2024:i:c:s0140988324001932.

Full description at Econpapers || Download paper

2024More is better? The impact of predictor choice on the INE oil futures volatility forecasting. (2024). Tang, Xiaoping ; Fu, Tong ; Feng, Lingbing ; Huang, Dasen. In: Energy Economics. RePEc:eee:eneeco:v:134:y:2024:i:c:s0140988324002482.

Full description at Econpapers || Download paper

2024U.S. monetary policy: The pushing hands of crude oil price?. (2024). Umar, Muhammad ; Qin, Meng ; Cao, Fangzhi ; Sun, Dian. In: Energy Economics. RePEc:eee:eneeco:v:134:y:2024:i:c:s0140988324002639.

Full description at Econpapers || Download paper

2024Extreme co-movements between decomposed oil price shocks and sustainable investments. (2024). Apergis, Nicholas ; Zhang, Zhengjun ; Lu, Xunfa ; He, Pengchao ; Roubaud, David. In: Energy Economics. RePEc:eee:eneeco:v:134:y:2024:i:c:s0140988324002883.

Full description at Econpapers || Download paper

2024Forecasting the Chinese crude oil futures volatility using jump intensity and Markov-regime switching model. (2024). Xu, Zijian ; Li, Pan ; Cao, Jiawei ; Wu, Hanlin. In: Energy Economics. RePEc:eee:eneeco:v:134:y:2024:i:c:s0140988324002962.

Full description at Econpapers || Download paper

2024Unraveling the crystal ball: Machine learning models for crude oil and natural gas volatility forecasting. (2024). Tiwari, Aviral ; Hossain, Mohammad Razib ; Sharma, Gagan Deep ; Dev, Dhairya ; Rao, Amar. In: Energy Economics. RePEc:eee:eneeco:v:134:y:2024:i:c:s0140988324003165.

Full description at Econpapers || Download paper

2024African forex markets: Modeling their predictability and the asymmetric effects of oil and geopolitical risk. (2024). Teplova, Tamara ; Huang, Shoujun ; Gubareva, Mariya ; Bossman, Ahmed. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324003876.

Full description at Econpapers || Download paper

2024Exchange rate movements and the energy transition. (2024). Huynh, Luu Duc Toan ; Hong, Yanran ; Xing, Xiaochao ; Wang, LU ; Luo, Keyu. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324004092.

Full description at Econpapers || Download paper

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.
[Full Text][Citation analysis]		article0
2021Realized skewness and the short-term predictability for aggregate stock market volatility In: Economic Modelling.
[Full Text][Citation analysis]		article12
2023Hedging pressure momentum and the predictability of oil futures returns In: Economic Modelling.
[Full Text][Citation analysis]		article4
2018Forecasting the aggregate oil price volatility in a data-rich environment In: Economic Modelling.
[Full Text][Citation analysis]		article53
2018Forecasting the prices of crude oil using the predictor, economic and combined constraints In: Economic Modelling.
[Full Text][Citation analysis]		article31
2019Intraday momentum and stock return predictability: Evidence from China In: Economic Modelling.
[Full Text][Citation analysis]		article32
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.
[Full Text][Citation analysis]		article86
2021Intraday return predictability in China’s crude oil futures market: New evidence from a unique trading mechanism In: Economic Modelling.
[Full Text][Citation analysis]		article9
2018Are low-frequency data really uninformative? A forecasting combination perspective In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]		article10
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]		article21
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.
[Full Text][Citation analysis]		article0
2019Harnessing jump component for crude oil volatility forecasting in the presence of extreme shocks In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article120
2019Forecasting crude oil prices with a large set of predictors: Can LASSO select powerful predictors? In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article141
2024Forecasting carbon prices under diversified attention: A dynamic model averaging approach with common factors In: Energy Economics.
[Full Text][Citation analysis]		article3
2018Forecasting the prices of crude oil: An iterated combination approach In: Energy Economics.
[Full Text][Citation analysis]		article76
2018Forecasting the oil futures price volatility: Large jumps and small jumps In: Energy Economics.
[Full Text][Citation analysis]		article48
2018Forecasting oil futures price volatility: New evidence from realized range-based volatility In: Energy Economics.
[Full Text][Citation analysis]		article51
2019Forecasting oil price volatility: Forecast combination versus shrinkage method In: Energy Economics.
[Full Text][Citation analysis]		article91
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]		article29
2019Good, bad cojumps and volatility forecasting: New evidence from crude oil and the U.S. stock markets In: Energy Economics.
[Full Text][Citation analysis]		article30
2019Geopolitical risk and oil volatility: A new insight In: Energy Economics.
[Full Text][Citation analysis]		article131
2021Forecasting crude oil prices: A scaled PCA approach In: Energy Economics.
[Full Text][Citation analysis]		article47
2022Geopolitical risk trends and crude oil price predictability In: Energy.
[Full Text][Citation analysis]		article55
2023Forecasting crude oil price returns: Can nonlinearity help? In: Energy.
[Full Text][Citation analysis]		article5
2024Forecasting crude oil prices with global ocean temperatures In: Energy.
[Full Text][Citation analysis]		article2
2019Economic constraints and stock return predictability: A new approach In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article33
2019Forecasting stock returns with cycle-decomposed predictors In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article14
2022Information connectedness of international crude oil futures: Evidence from SC, WTI, and Brent In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article55
2024Abnormal temperature and the cross-section of stock returns in China In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article2
2025Model specification for volatility forecasting benchmark In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article1
2022Detection of fraud statement based on word vector: Evidence from financial companies in China In: Finance Research Letters.
[Full Text][Citation analysis]		article9
2023Geopolitical risk and stock market volatility: A global perspective In: Finance Research Letters.
[Full Text][Citation analysis]		article64
2023Forecasting stock market volatility: The sum of the parts is more than the whole In: Finance Research Letters.
[Full Text][Citation analysis]		article1
2023Climate risk exposure and the cross-section of Chinese stock returns In: Finance Research Letters.
[Full Text][Citation analysis]		article8
2023Predicting cryptocurrency returns for real-world investments: A daily updated and accessible predictor In: Finance Research Letters.
[Full Text][Citation analysis]		article1
2024Geopolitical risk exposure and stock returns: Evidence from China In: Finance Research Letters.
[Full Text][Citation analysis]		article5
2025Attention to climate events and carbon price volatility In: Finance Research Letters.
[Full Text][Citation analysis]		article0
2022Climate policy uncertainty and the stock return predictability of the oil industry In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article48
2020Forecasting global equity market volatilities In: International Journal of Forecasting.
[Full Text][Citation analysis]		article54
2023Forecasting crude oil market volatility using variable selection and common factor In: International Journal of Forecasting.
[Full Text][Citation analysis]		article20
2023Forecasting crude oil futures market returns: A principal component analysis combination approach In: International Journal of Forecasting.
[Full Text][Citation analysis]		article14
2023Global economic policy uncertainty aligned: An informative predictor for crude oil market volatility In: International Journal of Forecasting.
[Full Text][Citation analysis]		article23
2024Forecasting crude oil market volatility: A comprehensive look at uncertainty variables In: International Journal of Forecasting.
[Full Text][Citation analysis]		article5
2024Forecasting crude oil returns with oil-related industry ESG indices In: Journal of Commodity Markets.
[Full Text][Citation analysis]		article0
2020Information transmission between gold and financial assets: Mean, volatility, or risk spillovers? In: Resources Policy.
[Full Text][Citation analysis]		article16
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.
[Full Text][Citation analysis]		article9
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]		article11
2018Does US Economic Policy Uncertainty matter for European stock markets volatility? In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article43
2019Forecasting the Chinese stock volatility across global stock markets In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article7
2022Dynamic asymmetric impact of equity market uncertainty on energy markets: A time-varying causality analysis In: Renewable Energy.
[Full Text][Citation analysis]		article25
2023Forecasting crude oil prices: A reduced-rank approach In: International Review of Economics & Finance.
[Full Text][Citation analysis]		article10
2024Industry volatility concentration and the predictability of aggregate stock market volatility In: International Review of Economics & Finance.
[Full Text][Citation analysis]		article0
2023New evidence of extreme risk transmission between financial stress and international crude oil markets In: Research in International Business and Finance.
[Full Text][Citation analysis]		article5
2023Forecasting aggregate stock market volatility with industry volatilities: The role of spillover index In: Research in International Business and Finance.
[Full Text][Citation analysis]		article3
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.
[Full Text][Citation analysis]		article3
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]		article4
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]		article52
2020Forecasting the aggregate stock market volatility in a data-rich world In: Applied Economics.
[Full Text][Citation analysis]		article19
2022Forecasting the Chinese stock market volatility: A regression approach with a t-distributed error In: Applied Economics.
[Full Text][Citation analysis]		article0
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]		article0
2024Industry volatility spillover and aggregate stock returns In: The European Journal of Finance.
[Full Text][Citation analysis]		article2
2019Improving forecasting performance of realized covariance with extensions of HAR-RCOV model: statistical significance and economic value In: Quantitative Finance.
[Full Text][Citation analysis]		article7
2022Forecasting crude oil prices: do technical indicators need economic constraints? In: Quantitative Finance.
[Full Text][Citation analysis]		article2
2021Forecasting the volatility of Chinese stock market: An international volatility index In: International Journal of Finance & Economics.
[Full Text][Citation analysis]		article2
2021Good variance, bad variance, and stock return predictability In: International Journal of Finance & Economics.
[Full Text][Citation analysis]		article9
2022Which predictor is more predictive for Bitcoin volatility? And why? In: International Journal of Finance & Economics.
[Full Text][Citation analysis]		article16
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]		article16
2020Is implied volatility more informative for forecasting realized volatility: An international perspective In: Journal of Forecasting.
[Full Text][Citation analysis]		article67
2021Forecasting US stock market volatility: How to use international volatility information In: Journal of Forecasting.
[Full Text][Citation analysis]		article9
2021Forecasting stock return volatility using a robust regression model In: Journal of Forecasting.
[Full Text][Citation analysis]		article3
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]		article22
2023Default return spread: A powerful predictor of crude oil price returns In: Journal of Forecasting.
[Full Text][Citation analysis]		article7
2024Out‐of‐sample volatility prediction: Rolling window, expanding window, or both? In: Journal of Forecasting.
[Full Text][Citation analysis]		article2
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]		article0
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]		article0
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]		article2
2019Interest rate level and stock return predictability In: Review of Financial Economics.
[Full Text][Citation analysis]		article1

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated December, 22 2025. Contact: CitEc Team