Yaojie Zhang : Citation Profile

Are you Yaojie Zhang?

Nanjing University of Science and Technology

21

H index

32

i10 index

1394

Citations

RESEARCH PRODUCTION:

79

Articles

RESEARCH ACTIVITY:

   7 years (2017 - 2024). See details.
   Cites by year: 199
   Journals where Yaojie Zhang has often published
   Relations with other researchers
   Recent citing documents: 470.    Total self citations: 58 (3.99 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pzh1078
   Updated: 2024-12-03    RAS profile: 2024-05-08    
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Relations with other researchers

Works with:

Wang, Yudong (27)

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 (44)

Wang, Yudong (37)

Salisu, Afees (26)

Chevallier, Julien (18)

Pierdzioch, Christian (14)

lucey, brian (12)

Zhang, Yue-Jun (12)

Huynh, Luu Duc Toan (11)

Lyócsa, Štefan (11)

Filis, George (10)

Degiannakis, Stavros (10)

Cites to:

Wang, Yudong (242)

Bollerslev, Tim (160)

Zhou, Guofu (118)

Diebold, Francis (115)

Andersen, Torben (109)

Kilian, Lutz (102)

Campbell, John (95)

Inoue, Atsushi (87)

Corsi, Fulvio (82)

Patton, Andrew (75)

Lunde, Asger (66)

Main data

Where Yaojie Zhang has published?

Journals with more than one article published# docs
Energy Economics9
Economic Modelling8
Journal of Forecasting7
Applied Economics6
Resources Policy6
Finance Research Letters5
International Journal of Forecasting4
International Journal of Finance & Economics4
International Review of Financial Analysis3
The North American Journal of Economics and Finance3
Physica A: Statistical Mechanics and its Applications2
Energy2
Research in International Business and Finance2
Quantitative Finance2
China Finance Review International2
Emerging Markets Finance and Trade2
Journal of Empirical Finance2
Pacific-Basin Finance Journal2

Recent works citing Yaojie Zhang (2024 and 2023)

YearTitle of citing document
2023.

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2023Impact of Economic Uncertainty, Geopolitical Risk, Pandemic, Financial & Macroeconomic Factors on Crude Oil Returns -- An Empirical Investigation. (2023). Maitra, Sarit. In: Papers. RePEc:arx:papers:2310.01123.

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

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2023Economic policy uncertainty, corporate investment decisions and stock price crash risk: Evidence from China. (2023). Zhou, Jun ; Zhao, Yang ; Lu, Shiyu ; Jing, Zhongbo. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:s1:p:1477-1502.

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

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2023AN OVERVIEW OF DYNAMIC MODEL AVERAGING TECHNIQUES IN TIME?SERIES ECONOMETRICS. (2021). Nonejad, Nima. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:35:y:2021:i:2:p:566-614.

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2023Uncertainty and realized jumps in the pound-dollar exchange rate: evidence from over one century of data. (2023). GUPTA, RANGAN ; Dimitrios, Vortelinos ; Konstantinos, Gkillas. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:27:y:2023:i:1:p:25-47:n:8.

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2023Aggregate Insider Trading and Stock Market Volatility in the UK. (2023). Spagnolo, Nicola ; Kyriacou, Kyriacos ; Caporale, Guglielmo Maria. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10511.

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

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2023TLIA: Time-series forecasting model using long short-term memory integrated with artificial neural networks for volatile energy markets. (2023). Ewees, Ahmed A ; Elaziz, Mohamed Abd ; Aseeri, Ahmad O ; Cai, Zhihua ; Alrassas, Ayman Mutahar ; Al-Alimi, Dalal. In: Applied Energy. RePEc:eee:appene:v:343:y:2023:i:c:s0306261923005949.

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

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2023The impact of natural disaster risk on the return of agricultural futures. (2023). Yu, Qin ; Tse, Yiuman ; Liu, Qingfu ; Hua, Renhai. In: Journal of Asian Economics. RePEc:eee:asieco:v:87:y:2023:i:c:s1049007823000520.

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2023The relative importance of overnight sentiment versus trading-hour sentiment in volatility forecasting. (2023). Qiu, Jianying ; Wan, Xinmin ; Chu, Xiaojun. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:39:y:2023:i:c:s2214635023000400.

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2023Estimating the effect of climate change exposure on firm value using climate policy uncertainty: A text-based approach. (2023). Jiraporn, Pornsit ; Papangkorn, Suwongrat ; Ongsakul, Viput. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:40:y:2023:i:c:s2214635023000564.

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2023Frequency spillovers between green bonds, global factors and stock market before and during COVID-19 crisis. (2023). Vo, Xuan Vinh ; Kang, Sang Hoon ; Ko, Hee-Un ; Mensi, Walid. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:77:y:2023:i:c:p:558-580.

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2023Return and volatility connectedness between gold and energy markets: Evidence from the pre- and post-COVID vaccination phases. (2023). Jareo, Francisco ; Yousaf, Imran ; Arfaoui, Nadia. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:77:y:2023:i:c:p:617-634.

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2023Climate policy uncertainty, oil price and agricultural commodity: From quantile and time perspective. (2023). Xu, Shulin ; Qiu, Lianhong ; Kan, Jia-Min ; Wang, Kai-Hua. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:78:y:2023:i:c:p:256-272.

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2023Risk transmission of El Niño-induced climate change to regional Green Economy Index. (2023). Wang, LU ; Yu, Sixin ; Li, Yan ; Zhang, LI. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:79:y:2023:i:c:p:860-872.

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2023The increased interest in Bitcoin and the immediate and long-term impact of Bitcoin volatility on global stock markets. (2023). Bazan-Palomino, Walter. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:80:y:2023:i:c:p:1080-1095.

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2023Renewable energy consumption and the rising effect of climate policy uncertainty: Fresh policy analysis from China. (2023). Kalra, Akash ; Nasnodkar, Siddhesh Prabhu ; Elsherazy, Tarek Abbas ; Bagadeem, Salim ; Huo, Dongxia. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:80:y:2023:i:c:p:1459-1474.

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2023The impact of regulation on cryptocurrency market volatility in the context of the COVID-19 pandemic — evidence from China. (2023). Qi, Jiayin ; Xu, Kunpeng ; Zhang, Pengcheng. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:80:y:2023:i:c:p:222-246.

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2023Global uncertainty shocks and exchange-rate expectations in Latin America. (2023). Romero, José ; Ojeda-Joya, Jair. In: Economic Modelling. RePEc:eee:ecmode:v:120:y:2023:i:c:s0264999322004229.

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2023Forecasting dividend growth: The role of adjusted earnings yield. (2023). Li, Luyang ; Chen, LI ; Huang, Difang ; Yu, Deshui. In: Economic Modelling. RePEc:eee:ecmode:v:120:y:2023:i:c:s0264999322004254.

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2023Textual analysis and detection of financial fraud: Evidence from Chinese manufacturing firms. (2023). Guo, Jinjin ; Xia, Tongshui ; Li, Nan. In: Economic Modelling. RePEc:eee:ecmode:v:126:y:2023:i:c:s0264999323002407.

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2023Do exchange-traded fund activities destabilize the stock market? Evidence from the China securities index 300 stocks. (2023). Xu, Liao ; Chen, Jilong. In: Economic Modelling. RePEc:eee:ecmode:v:127:y:2023:i:c:s0264999323002626.

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2023Revisiting time series momentum in Chinas commodity futures market: Evidence on sources of momentum profits. (2023). Dong, Minyi ; Song, Wuqi ; Ming, Lei. In: Economic Modelling. RePEc:eee:ecmode:v:128:y:2023:i:c:s0264999323003346.

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

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2023Forecasting stock return volatility in data-rich environment: A new powerful predictor. (2023). Li, Tingyu ; Zhang, Xiaotong ; Dai, Zhifeng. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s1062940822001802.

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2023Spillover effect of economic policy uncertainty on the stock market in the post-epidemic era. (2023). Chen, Hong ; Yuan, DI ; Li, Sufang ; Xiang, Shilei. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s1062940822001814.

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2023How does economic policy uncertainty drive time–frequency connectedness across commodity and financial markets?. (2023). Mao, Weifang ; Huang, Fei ; Zhu, Huiming ; Wu, Hao. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s1062940822002005.

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2023Searching hedging instruments against diverse global risks and uncertainties. (2023). Rafia, Humaira Tahsin ; Gider, Zeynullah ; Hassan, Kabir M ; Hasan, Md Bokhtiar ; Rashid, Mamunur. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:66:y:2023:i:c:s1062940823000165.

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2023Forecasting the realized volatility of Energy Stock Market: A multimodel comparison. (2023). Guo, Lili ; Su, Mengying ; Li, Junwen ; Hu, Jiayu ; Zhou, Deheng. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:66:y:2023:i:c:s1062940823000189.

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

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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.

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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.

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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.

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2023A machine learning approach for comparing the largest firm effect. (2023). Fabozzi, Frank J ; Kang, Taehyeon ; Han, Jiwoon ; Ho, Jang. In: Emerging Markets Review. RePEc:eee:ememar:v:54:y:2023:i:c:s1566014122001121.

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2023Time and frequency connectedness of uncertainties in cryptocurrency, stock, currency, energy, and precious metals markets. (2023). Mandaci, Pinar Evrim ; Cagli, Efe Caglar. In: Emerging Markets Review. RePEc:eee:ememar:v:55:y:2023:i:c:s1566014123000249.

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

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2023Modeling and forecasting dynamic conditional correlations with opening, high, low, and closing prices. (2023). Fiszeder, Piotr ; Molnar, Peter ; Fadziski, Marcin. In: Journal of Empirical Finance. RePEc:eee:empfin:v:70:y:2023:i:c:p:308-321.

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2023Which exogenous driver is informative in forecasting European carbon volatility: Bond, commodity, stock or uncertainty?. (2023). Chevallier, Julien ; Ma, Feng ; Tan, Xueping ; Guo, Xiaozhu ; Wang, Jiqian. In: Energy Economics. RePEc:eee:eneeco:v:117:y:2023:i:c:s0140988322005485.

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2023Oil price assumptions for macroeconomic policy. (2023). Filis, George ; Degiannakis, Stavros. In: Energy Economics. RePEc:eee:eneeco:v:117:y:2023:i:c:s0140988322005540.

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2023An integrated model for crude oil forecasting: Causality assessment and technical efficiency. (2023). Wang, Xuelian ; Liao, Stephen Shaoyi ; Wu, Peng ; Cheng, Xian. In: Energy Economics. RePEc:eee:eneeco:v:117:y:2023:i:c:s0140988322005965.

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2023Forecasting the real prices of crude oil: What is the role of parameter instability?. (2023). Wang, Yudong ; Hao, Xianfeng. In: Energy Economics. RePEc:eee:eneeco:v:117:y:2023:i:c:s0140988322006120.

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2023Multi-perspective investor attention and oil futures volatility forecasting. (2023). Li, Guo ; Qu, Hui. In: Energy Economics. RePEc:eee:eneeco:v:119:y:2023:i:c:s0140988323000294.

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2023Predicting energy futures high-frequency volatility using technical indicators: The role of interaction. (2023). Zhang, Yue ; Ye, Xin ; Gong, Xue. In: Energy Economics. RePEc:eee:eneeco:v:119:y:2023:i:c:s0140988323000312.

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2023The role of Chinas crude oil futures in world oil futures market and Chinas financial market. (2023). Gong, XU ; Sun, Jiacheng ; Min, Jialin. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323001172.

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2023Economic policy uncertainty, jump dynamics, and oil price volatility. (2023). Qi, YU ; Pan, NA ; Li, Xin ; Shao, Shuai ; Liu, Feng. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323001330.

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2023Attention to oil prices and its impact on the oil, gold and stock markets and their covariance. (2023). Fiszeder, Piotr ; Molnar, Peter ; Fadziski, Marcin. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s014098832300141x.

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2023Impact of economic policy uncertainty on the volatility of Chinas emission trading scheme pilots. (2023). Xu, Liang ; Xue, Shan ; Wei, Yigang ; Guan, Xinyue ; Liu, Tao. In: Energy Economics. RePEc:eee:eneeco:v:121:y:2023:i:c:s014098832300124x.

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2023Structural sources of oil market volatility and correlation dynamics. (2023). Stewart, Shamar ; Liu, Xiaochun ; Harrison, Andre. In: Energy Economics. RePEc:eee:eneeco:v:121:y:2023:i:c:s0140988323001561.

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2023Diversification effects of Chinas carbon neutral bond on renewable energy stock markets: A minimum connectedness portfolio approach. (2023). lucey, brian ; Wang, Yizhi ; Zhang, Jiahao ; Wei, YU ; Bai, Lan. In: Energy Economics. RePEc:eee:eneeco:v:123:y:2023:i:c:s0140988323002256.

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2023What can be learned from the historical trend of crude oil prices? An ensemble approach for crude oil price forecasting. (2023). Wang, Shouyang ; Wei, Yunjie ; Lin, Wencan ; Cheng, Zishu. In: Energy Economics. RePEc:eee:eneeco:v:123:y:2023:i:c:s0140988323002347.

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2023Analyzing the influence of geopolitical risks on European power prices using a multiresolution causal neural network. (2023). ben Jabeur, Sami ; Saadaoui, Foued. In: Energy Economics. RePEc:eee:eneeco:v:124:y:2023:i:c:s0140988323002918.

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2023The impact of consumer confidence on oil prices. (2023). Zhong, Yifan ; Umar, Muhammad ; Mirza, Nawazish ; Wang, Dan ; Su, Chi-Wei. In: Energy Economics. RePEc:eee:eneeco:v:124:y:2023:i:c:s0140988323003183.

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2023Forecasting crude oil prices in the COVID-19 era: Can machine learn better?. (2023). Meng, Yuhao ; Peng, Yuchao ; Tian, Guangning. In: Energy Economics. RePEc:eee:eneeco:v:125:y:2023:i:c:s0140988323002864.

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2023Forecasting commodity prices returns: The role of partial least squares approach. (2023). Dai, Zhifeng ; Zhu, Haoyang ; Wen, Chufu. In: Energy Economics. RePEc:eee:eneeco:v:125:y:2023:i:c:s0140988323003237.

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2023Nonlinear and asymmetric interconnectedness of crude oil with financial and commodity markets. (2023). Uddin, Gazi ; Yahya, Muhammad ; Okhrin, Yarema. In: Energy Economics. RePEc:eee:eneeco:v:125:y:2023:i:c:s0140988323003511.

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2023Financial stress and commodity price volatility. (2023). Verousis, Thanos ; Zhou, Zhiping ; Wang, Kai ; Chen, Louisa. In: Energy Economics. RePEc:eee:eneeco:v:125:y:2023:i:c:s0140988323003729.

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2023INE oil futures volatility prediction: Exchange rates or international oil futures volatility?. (2023). Li, Haibo ; Ma, Feng ; Lu, Xinjie ; Wang, Jianqiong. In: Energy Economics. RePEc:eee:eneeco:v:126:y:2023:i:c:s0140988323004334.

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2023Jumps in the Chinese crude oil futures volatility forecasting: New evidence. (2023). Wu, Hanlin ; Li, Pan ; Guo, Yangli. In: Energy Economics. RePEc:eee:eneeco:v:126:y:2023:i:c:s014098832300453x.

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2023The predictive effect of risk aversion on oil returns under different market conditions. (2023). Wang, Yudong ; Xiao, Jihong ; Wen, Danyan. In: Energy Economics. RePEc:eee:eneeco:v:126:y:2023:i:c:s014098832300467x.

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2023Geopolitical oil price uncertainty transmission into core inflation: Evidence from two of the biggest global players. (2023). Olasehinde-Williams, Godwin ; Lee, Chien-Chiang ; Ozkan, Oktay. In: Energy Economics. RePEc:eee:eneeco:v:126:y:2023:i:c:s0140988323004814.

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2023Combination forecasts of Chinas oil futures returns based on multiple uncertainties and their connectedness with oil. (2023). Li, Xiafei ; Wei, YU ; Shi, Chunpei ; Liu, Yuntong. In: Energy Economics. RePEc:eee:eneeco:v:126:y:2023:i:c:s0140988323005352.

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2023Evidence of the internationalization of Chinas crude oil futures: Asymmetric linkages to global financial risks. (2023). Guo, Songlin ; Zhang, Jiaming ; Xie, Bingyuan ; Dou, Bin. In: Energy Economics. RePEc:eee:eneeco:v:127:y:2023:i:pa:s0140988323005819.

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2023Forecasting crude oil futures price using machine learning methods: Evidence from China. (2023). Huang, Xinya ; Guo, Lili ; Li, Houjian. In: Energy Economics. RePEc:eee:eneeco:v:127:y:2023:i:pa:s014098832300587x.

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2023The forecast ability of a belief-based momentum indicator in full-day, daytime, and nighttime volatilities of Chinese oil futures. (2023). Huynh, Luu Duc Toan ; Li, Yan ; Liang, Hao ; Xu, Yongan. In: Energy Economics. RePEc:eee:eneeco:v:127:y:2023:i:pb:s0140988323005625.

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2023Extreme risk dependence and time-varying spillover between crude oil, commodity market and inflation in China. (2023). Huang, Xinya ; Li, Houjian ; Guo, Lili. In: Energy Economics. RePEc:eee:eneeco:v:127:y:2023:i:pb:s0140988323005881.

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2023Geopolitical risks, oil price shocks and inflation: Evidence from a TVP–SV–VAR approach. (2023). Dong, Qingyuan ; Yang, Tianle ; Du, Qunyang. In: Energy Economics. RePEc:eee:eneeco:v:127:y:2023:i:pb:s0140988323005972.

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2023Intraday and overnight tail risks and return predictability in the crude oil market: Evidence from oil-related regular news and extreme shocks. (2023). Bouri, Elie ; Wang, Cheng ; Zhang, Dingsheng ; Xu, Yahua. In: Energy Economics. RePEc:eee:eneeco:v:127:y:2023:i:pb:s0140988323006199.

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2023Shanghai crude oil futures: Returns Independence, volatility asymmetry, and hedging potential. (2023). Umar, Muhammad ; Mirza, Nawazish ; Naqvi, Bushra ; Abbas, Syed Kumail. In: Energy Economics. RePEc:eee:eneeco:v:128:y:2023:i:c:s0140988323006084.

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2023A new hybrid deep learning model for monthly oil prices forecasting. (2023). Gong, XU ; Guan, Keqin. In: Energy Economics. RePEc:eee:eneeco:v:128:y:2023:i:c:s0140988323006345.

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

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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 ; Liu, Han ; Guo, Pengwei ; Oxley, Les. In: Energy Economics. RePEc:eee:eneeco:v:129:y:2024:i:c:s0140988323007028.

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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.

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

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

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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.

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

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

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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 ; Muhammadullah, Sara ; Khan, Faridoon ; Lee, Chien-Chiang. In: Energy Economics. RePEc:eee:eneeco:v:130:y:2024:i:c:s0140988323007673.

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

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

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

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

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

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

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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.
[Full Text][Citation analysis]		article0
2021Realized skewness and the short-term predictability for aggregate stock market volatility In: Economic Modelling.
[Full Text][Citation analysis]		article8
2023Hedging pressure momentum and the predictability of oil futures returns In: Economic Modelling.
[Full Text][Citation analysis]		article2
2018Forecasting the aggregate oil price volatility in a data-rich environment In: Economic Modelling.
[Full Text][Citation analysis]		article48
2018Forecasting the prices of crude oil using the predictor, economic and combined constraints In: Economic Modelling.
[Full Text][Citation analysis]		article28
2019Intraday momentum and stock return predictability: Evidence from China In: Economic Modelling.
[Full Text][Citation analysis]		article29
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]		article64
2021Intraday return predictability in China’s crude oil futures market: New evidence from a unique trading mechanism In: Economic Modelling.
[Full Text][Citation analysis]		article8
2018Are low-frequency data really uninformative? A forecasting combination perspective In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]		article9
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]		article17
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
2019Harnessing jump component for crude oil volatility forecasting in the presence of extreme shocks In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article107
2019Forecasting crude oil prices with a large set of predictors: Can LASSO select powerful predictors? In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article118
2024Forecasting carbon prices under diversified attention: A dynamic model averaging approach with common factors In: Energy Economics.
[Full Text][Citation analysis]		article0
2018Forecasting the prices of crude oil: An iterated combination approach In: Energy Economics.
[Full Text][Citation analysis]		article70
2018Forecasting the oil futures price volatility: Large jumps and small jumps In: Energy Economics.
[Full Text][Citation analysis]		article43
2018Forecasting oil futures price volatility: New evidence from realized range-based volatility In: Energy Economics.
[Full Text][Citation analysis]		article42
2019Forecasting oil price volatility: Forecast combination versus shrinkage method In: Energy Economics.
[Full Text][Citation analysis]		article82
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]		article25
2019Good, bad cojumps and volatility forecasting: New evidence from crude oil and the U.S. stock markets In: Energy Economics.
[Full Text][Citation analysis]		article26
2019Geopolitical risk and oil volatility: A new insight In: Energy Economics.
[Full Text][Citation analysis]		article88
2021Forecasting crude oil prices: A scaled PCA approach In: Energy Economics.
[Full Text][Citation analysis]		article36
2022Geopolitical risk trends and crude oil price predictability In: Energy.
[Full Text][Citation analysis]		article31
2023Forecasting crude oil price returns: Can nonlinearity help? In: Energy.
[Full Text][Citation analysis]		article3
2019Economic constraints and stock return predictability: A new approach In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article28
2019Forecasting stock returns with cycle-decomposed predictors In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article8
2022Information connectedness of international crude oil futures: Evidence from SC, WTI, and Brent In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article28
2022Detection of fraud statement based on word vector: Evidence from financial companies in China In: Finance Research Letters.
[Full Text][Citation analysis]		article5
2023Geopolitical risk and stock market volatility: A global perspective In: Finance Research Letters.
[Full Text][Citation analysis]		article13
2023Forecasting stock market volatility: The sum of the parts is more than the whole In: Finance Research Letters.
[Full Text][Citation analysis]		article0
2023Climate risk exposure and the cross-section of Chinese stock returns In: Finance Research Letters.
[Full Text][Citation analysis]		article5
2023Predicting cryptocurrency returns for real-world investments: A daily updated and accessible predictor 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]		article20
2020Forecasting global equity market volatilities In: International Journal of Forecasting.
[Full Text][Citation analysis]		article46
2023Forecasting crude oil market volatility using variable selection and common factor In: International Journal of Forecasting.
[Full Text][Citation analysis]		article8
2023Forecasting crude oil futures market returns: A principal component analysis combination approach In: International Journal of Forecasting.
[Full Text][Citation analysis]		article6
2023Global economic policy uncertainty aligned: An informative predictor for crude oil market volatility In: International Journal of Forecasting.
[Full Text][Citation analysis]		article11
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]		article3
2022How macro-variables drive crude oil volatility? Perspective from the STL-based iterated combination method In: Resources Policy.
[Full Text][Citation analysis]		article10
2022Forecasting Chinas crude oil futures volatility: How to dig out the information of other energy futures volatilities? In: Resources Policy.
[Full Text][Citation analysis]		article4
2022Forecasting crude oil market volatility: A newspaper-based predictor regarding petroleum market volatility In: Resources Policy.
[Full Text][Citation analysis]		article5
2023Not all geopolitical shocks are alike: Identifying price dynamics in the crude oil market under tensions In: Resources Policy.
[Full Text][Citation analysis]		article8
2019Forecasting the U.S. stock volatility: An aligned jump index from G7 stock markets In: Pacific-Basin Finance Journal.
[Full Text][Citation analysis]		article16
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]		article0
2018Does US Economic Policy Uncertainty matter for European stock markets volatility? In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article35
2019Forecasting the Chinese stock volatility across global stock markets In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article5
2022Dynamic asymmetric impact of equity market uncertainty on energy markets: A time-varying causality analysis In: Renewable Energy.
[Full Text][Citation analysis]		article17
2023Forecasting crude oil prices: A reduced-rank approach In: International Review of Economics & Finance.
[Full Text][Citation analysis]		article3
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]		article3
2023Forecasting aggregate stock market volatility with industry volatilities: The role of spillover index In: Research in International Business and Finance.
[Full Text][Citation analysis]		article2
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]		article0
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]		article9
2019Economic policy uncertainty and the Chinese stock market volatility: new evidence In: Applied Economics.
[Full Text][Citation analysis]		article43
2020Forecasting the aggregate stock market volatility in a data-rich world In: Applied Economics.
[Full Text][Citation analysis]		article15
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]		article1
2023Forecasting stock market realized volatility: the role of global terrorist attacks In: Applied Economics.
[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]		article6
2022Forecasting crude oil prices: do technical indicators need economic constraints? In: Quantitative Finance.
[Full Text][Citation analysis]		article1
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]		article8
2022Which predictor is more predictive for Bitcoin volatility? And why? In: International Journal of Finance & Economics.
[Full Text][Citation analysis]		article9
2022Forecasting the oil price realized volatility: A multivariate heterogeneous autoregressive model In: International Journal of Finance & Economics.
[Full Text][Citation analysis]		article0
2020Is implied volatility more informative for forecasting realized volatility: An international perspective In: Journal of Forecasting.
[Full Text][Citation analysis]		article53
2021Forecasting US stock market volatility: How to use international volatility information In: Journal of Forecasting.
[Full Text][Citation analysis]		article7
2021Forecasting stock return volatility using a robust regression model In: Journal of Forecasting.
[Full Text][Citation analysis]		article1
2022Forecasting realized volatility of Chinese stock market: A simple but efficient truncated approach In: Journal of Forecasting.
[Full Text][Citation analysis]		article3
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]		article19
2023Default return spread: A powerful predictor of crude oil price returns In: Journal of Forecasting.
[Full Text][Citation analysis]		article5
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]		article0
2019Interest rate level and stock return predictability In: Review of Financial Economics.
[Full Text][Citation analysis]		article0

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team