23
H index
36
i10 index
1552
Citations
Nanjing University of Science and Technology | 23 H index 36 i10 index 1552 Citations RESEARCH PRODUCTION: 83 Articles RESEARCH ACTIVITY:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Yaojie Zhang. | Is cited by: | Cites to: |
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2025 | Global Multidimensional Poverty Prediction using World Development Indicators. (2025). Gonzalez, Daniela Agostina ; Arancibia, Rodrigo Garca ; Girela, Ignacio. In: Working Papers. RePEc:aoz:wpaper:350. Full description at Econpapers || Download paper | |
2024 | The 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. Full description at Econpapers || Download paper | |
2024 | Exploring 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. Full description at Econpapers || Download paper | |
2024 | . Full description at Econpapers || Download paper | |
2024 | Climate 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 | |
2024 | Decomposition 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. Full description at Econpapers || Download paper | |
2024 | Heterogeneity 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. Full description at Econpapers || Download paper | |
2024 | Detecting 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 | |
2024 | Robust 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 | |
2024 | Oil 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 | |
2024 | Volatility 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. Full description at Econpapers || Download paper | |
2024 | The 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 | |
2024 | International 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 | |
2024 | The 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 | |
2024 | How 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 | |
2024 | Investment–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 | |
2024 | Exploring 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. Full description at Econpapers || Download paper | |
2024 | Financial fraud detection for Chinese listed firms: Does managers abnormal tone matter?. (2024). Xie, Qiwei ; Lv, Sijia ; Guo, CE ; Li, Jingyu ; Zheng, Xiaolong. In: Emerging Markets Review. RePEc:eee:ememar:v:62:y:2024:i:c:s1566014124000657. Full description at Econpapers || Download paper | |
2024 | Changing 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. Full description at Econpapers || Download paper | |
2024 | Exploring 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. Full description at Econpapers || Download paper | |
2024 | How 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 | |
2024 | Efficient 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. Full description at Econpapers || Download paper | |
2024 | Time-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. Full description at Econpapers || Download paper | |
2024 | Does 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 | |
2024 | Climate 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. Full description at Econpapers || Download paper | |
2024 | Tail 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. Full description at Econpapers || Download paper | |
2024 | The 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. Full description at Econpapers || Download paper | |
2024 | Assessing the linkage of energy cryptocurrency with clean and dirty energy markets. (2024). Bossman, Ahmed ; Husain, Afzol ; Naeem, Muhammad Abubakr ; Karim, Sitara. In: Energy Economics. RePEc:eee:eneeco:v:130:y:2024:i:c:s0140988323007776. Full description at Econpapers || Download paper | |
2024 | Modeling 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 | |
2024 | Spillover 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. Full description at Econpapers || Download paper | |
2024 | Dynamic 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. Full description at Econpapers || Download paper | |
2024 | How 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. Full description at Econpapers || Download paper | |
2024 | Chinas 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. Full description at Econpapers || Download paper | |
2024 | Forecasting 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. Full description at Econpapers || Download paper | |
2024 | The information content of Shanghai crude oil futures vs WTI benchmark: Evidence from temporal and spatial dimensions. (2024). Guo, Yumei ; Cao, Hong ; Yin, Libo. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324002007. Full description at Econpapers || Download paper | |
2024 | Energy transition and housing market bubbles: Evidence from prefecture cities in China. (2024). Fang, Jie ; Sun, Yongping ; Liu, Sinuo ; Jin, YI. In: Energy Economics. RePEc:eee:eneeco:v:133:y:2024:i:c:s0140988324001932. Full description at Econpapers || Download paper | |
2024 | African 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 | |
2024 | Exchange 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 | |
2024 | Market volatilities vs oil shocks: Which dominate the relative performance of green bonds?. (2024). Wei, YU ; Liu, Yuntong ; Wang, Yizhi ; Zhou, Chunyan ; Shi, Chunpei. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324004171. Full description at Econpapers || Download paper | |
2024 | Physical climate risk attention and dynamic volatility connectedness among new energy stocks. (2024). Gong, XU ; Liao, Qin. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324004195. Full description at Econpapers || Download paper | |
2024 | Shock transmission between climate policy uncertainty, financial stress indicators, oil price uncertainty and industrial metal volatility: Identifying moderators, hedgers and shock transmitters. (2024). Shahbaz, Muhammad ; Jiao, Zhilun ; Sheikh, Umaid A ; Tabash, Mosab I. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324004407. Full description at Econpapers || Download paper | |
2024 | A multiscale time-series decomposition learning for crude oil price forecasting. (2024). Li, Zhixi ; Jiang, Yuansheng ; Shi, Long ; Tan, Jinghua ; Zhang, Chuanhui. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324004419. Full description at Econpapers || Download paper | |
2024 | Dynamic quantile connectedness between oil and stock markets: Theimpactof theinterestrate. (2024). Rong, Xueyun ; Cong, Xiaoping ; Qin, Jingrui ; Ma, DI. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324004493. Full description at Econpapers || Download paper | |
2024 | Volatility dynamics of agricultural futures markets under uncertainties. (2024). Uddin, Gazi ; Zhu, Xuening ; Sheng, Lin Wen ; Park, Donghyun ; Dutta, Anupam. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324004626. Full description at Econpapers || Download paper | |
2024 | Return and volatility spillovers between the raw material and electric vehicles markets. (2024). Zilberman, David ; Petit, Mathieu ; Janda, Karel ; Alekseev, Oleg. In: Energy Economics. RePEc:eee:eneeco:v:137:y:2024:i:c:s0140988324005164. Full description at Econpapers || Download paper | |
2024 | A novel integrated method for improving the forecasting accuracy of crude oil: ESMD-CFastICA-BiLSTM-Attention. (2024). Ouyang, Zisheng ; Zhou, Xuewei ; Wang, Ren ; Lu, Min. In: Energy Economics. RePEc:eee:eneeco:v:138:y:2024:i:c:s0140988324005590. Full description at Econpapers || Download paper | |
2024 | Unlocking the impact of international financial support to infrastructure, energy efficiency, and ICT on CO2 emissions in India. (2024). Destek, Mehmet ; Balsalobre-Lorente, Daniel ; Ozkan, Oktay ; Esmaeili, Parisa. In: Energy Policy. RePEc:eee:enepol:v:194:y:2024:i:c:s0301421524003604. Full description at Econpapers || Download paper | |
2024 | Multistep short-term wind power forecasting model based on secondary decomposition, the kernel principal component analysis, an enhanced arithmetic optimization algorithm, and error correction. (2024). Fan, Yuzhen ; Wang, Junjie ; Hou, Guolian. In: Energy. RePEc:eee:energy:v:286:y:2024:i:c:s0360544223030347. Full description at Econpapers || Download paper | |
2024 | A novel hybrid model with two-layer multivariate decomposition for crude oil price forecasting. (2024). Sun, Jingyun ; Zhao, Zhengling ; Wang, Shouyang. In: Energy. RePEc:eee:energy:v:288:y:2024:i:c:s0360544223031341. Full description at Econpapers || Download paper | |
2024 | Forecasting the volatility of crude oil basis: Univariate models versus multivariate models. (2024). Wang, Yudong ; Geng, Qianjie. In: Energy. RePEc:eee:energy:v:295:y:2024:i:c:s0360544224007412. Full description at Econpapers || Download paper | |
2024 | Oil price volatility prediction using out-of-sample analysis – Prediction efficiency of individual models, combination methods, and machine learning based shrinkage methods. (2024). Ullah, Mirzat ; Ming, Kai ; Cheng, Weijin. In: Energy. RePEc:eee:energy:v:300:y:2024:i:c:s0360544224012696. Full description at Econpapers || Download paper | |
2024 | Carbon price forecasting using leaky integrator echo state networks with the framework of decomposition-reconstruction-integration. (2024). Pu, Ziqiang ; Bai, Yun ; Deng, Shuyun ; Li, Chuan. In: Energy. RePEc:eee:energy:v:305:y:2024:i:c:s0360544224021121. Full description at Econpapers || Download paper | |
2024 | Energy imports in turbulent eras: Evidence from China. (2024). Bioiu, Teodora Ioana ; Yang, Shengyao ; Qin, Meng ; Su, Chi-Wei ; Peculea, Adelina Dumitrescu. In: Energy. RePEc:eee:energy:v:306:y:2024:i:c:s0360544224023600. Full description at Econpapers || Download paper | |
2024 | Climate risk and energy futures high frequency volatility prediction. (2024). Gong, Xue ; Lai, Ping ; He, Mengxi ; Wen, Danyan. In: Energy. RePEc:eee:energy:v:307:y:2024:i:c:s0360544224022400. Full description at Econpapers || Download paper | |
2024 | The investment of renewable energy: Is green bond a safe-haven to hedge U.S. monetary policy uncertainty?. (2024). Moldovan, Nicoleta-Claudia ; Qin, Meng ; Cao, Fangzhi ; Su, Chi-Wei. In: Energy. RePEc:eee:energy:v:307:y:2024:i:c:s0360544224024253. Full description at Econpapers || Download paper | |
2024 | Crude oil futures and the short-term price predictability of petroleum products. (2024). Wang, Yudong ; Xiao, Jihong ; Wen, Danyan. In: Energy. RePEc:eee:energy:v:307:y:2024:i:c:s0360544224025246. Full description at Econpapers || Download paper | |
2024 | Global economic policy uncertainty and oil price uncertainty: Which is more important for global economic activity?. (2024). Li, Yujia ; Wang, LI ; Che, Ming. In: Energy. RePEc:eee:energy:v:310:y:2024:i:c:s0360544224030810. Full description at Econpapers || Download paper | |
2024 | Hybrid model for robust and accurate forecasting building electricity demand combining physical and data-driven methods. (2024). Liu, Baobing ; Wu, Xiaoying ; Zhang, Limao ; Tian, Zhiyong ; Luo, Yongqiang ; Zhou, Cheng ; Guo, Weiyong ; Dong, Xianzhou. In: Energy. RePEc:eee:energy:v:311:y:2024:i:c:s0360544224030858. Full description at Econpapers || Download paper | |
2024 | Forecasting crude oil prices with global ocean temperatures. (2024). Zhang, Zhikai ; He, Mengxi. In: Energy. RePEc:eee:energy:v:311:y:2024:i:c:s0360544224031177. Full description at Econpapers || Download paper | |
2024 | Exploring vehicle preference dynamics: Analyzing the influence of oil price volatility on consumer car purchase decisions - A comparative survey experiment. (2024). Lin, Boqiang ; Zhang, Guowei ; Du, Zhili. In: Energy. RePEc:eee:energy:v:312:y:2024:i:c:s0360544224033942. Full description at Econpapers || Download paper | |
2024 | Volatility forecasting of Chinese energy market: Which uncertainty have better performance?. (2024). Zou, Yang ; Xiang, Yitian ; Zhang, Jiaming ; Guo, Songlin. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923004684. Full description at Econpapers || Download paper | |
2024 | Geopolitical risk and stock price crash risk: The mitigating role of ESG performance. (2024). Pellegrino, Luigi Raffaele ; Meles, Antonio ; Fiorillo, Paolo ; Verdoliva, Vincenzo. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s105752192300474x. Full description at Econpapers || Download paper | |
2024 | The asymmetric volatility spillover across Shanghai, Hong Kong and the U.S. stock markets: A regime weighted measure and its forecast inference. (2024). Sen, Ding ; Uddin, Gazi Salah ; Sheng, Lin Wen ; Hao, Zhu Shi. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923004805. Full description at Econpapers || Download paper | |
2024 | The importance of climate policy uncertainty in forecasting the green, clean and sustainable financial markets volatility. (2024). Benkraiem, Ramzi ; Khan, Komal Akram ; Raza, Syed Ali ; Guesmi, Khaled. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923005008. Full description at Econpapers || Download paper | |
2024 | Interpreting the effect of global economic risks on crude oil market: A supply-demand perspective. (2024). Xu, Pengfei ; Cao, Shijiao ; Hong, Yanran ; Pan, Zhigang. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923005240. Full description at Econpapers || Download paper | |
2024 | Economic policy uncertainty and stock market volatility in China: Evidence from SV-MIDAS-t model. (2024). Li, Yong ; Yin, Jiyuan ; Wang, Nianling. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s105752192400022x. Full description at Econpapers || Download paper | |
2024 | Global financial risk and market connectedness: An empirical analysis of COVOL and major financial markets. (2024). HU, YANG ; Corbet, Shaen ; Xu, Danyang ; Lang, Chunlin ; Goodell, John W. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s105752192400084x. Full description at Econpapers || Download paper | |
2024 | Executive characteristics as moderators: Exploring the impact of geopolitical risk on capital structure decisions. (2024). Yaghoubi, Mona. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924001200. Full description at Econpapers || Download paper | |
2024 | The impact of the Russia–Ukraine war on volatility spillovers. (2024). Wang, Yizhi ; Lin, Yongjia ; Sio-Chong, Tony. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924001261. Full description at Econpapers || Download paper | |
2024 | Enhancing cryptocurrency market volatility forecasting with daily dynamic tuning strategy. (2024). Lucey, Brian ; Qi, Jiajun ; Feng, Lingbing. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924001716. Full description at Econpapers || Download paper | |
2024 | Do commodity futures have a steering effect on the spot stock market in China? New evidence from volatility forecasting. (2024). Liao, Yin ; Bouri, Elie ; Ma, Feng ; Lu, Fei. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924001947. Full description at Econpapers || Download paper | |
2024 | Examining the quantile cross-coherence between fossil energy and clean energy: Is the dependence structure changing with the COVID-19 outbreak?. (2024). Zhang, Yifeng ; Zhou, Chunyan ; Chen, Xiaodan ; Wang, Zhuo ; Wei, YU. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924001984. Full description at Econpapers || Download paper | |
2024 | Abnormal temperature and the cross-section of stock returns in China. (2024). Wang, Yudong ; He, Mengxi ; Song, Bingheng ; Zhang, Yaojie. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002060. Full description at Econpapers || Download paper | |
2024 | Corporate fraud detection based on linguistic readability vector: Application to financial companies in China. (2024). Zhang, YI ; Li, Weiping ; Liu, Tianxiang. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924003375. Full description at Econpapers || Download paper | |
2024 | Heterogeneous impact of economic and political uncertainty on green bond volatility: Evidence from the MRS-GARCH-MIDAS-Skewed T model. (2024). Wang, Zhuqing ; Shi, Song ; Cheng, Qiuying. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924003934. Full description at Econpapers || Download paper | |
2024 | Cross-country risk spillovers of ESG stock indices: Dynamic patterns and the role of climate transition risks. (2024). Zhang, Yunhan ; Chen, Yingtong ; Li, Yichong ; Ma, Yanran ; Guo, Kun. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924004095. Full description at Econpapers || Download paper | |
2024 | Sustainable investments in volatile times: Nexus of climate change risk, ESG practices, and market volatility. (2024). bagh, tanveer ; Guo, Yongsheng ; Zhu, Xiaoxian ; Naseer, Mirza Muhammad. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924004241. Full description at Econpapers || Download paper | |
More than 100 citations found, this list is not complete... |
Year | Title | Type | Cited |
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2023 | Predicting stock realized variance based on an asymmetric robust regression approach In: Bulletin of Economic Research. [Full Text][Citation analysis] | article | 0 |
2021 | Realized skewness and the short-term predictability for aggregate stock market volatility In: Economic Modelling. [Full Text][Citation analysis] | article | 9 |
2023 | Hedging pressure momentum and the predictability of oil futures returns In: Economic Modelling. [Full Text][Citation analysis] | article | 2 |
2018 | Forecasting the aggregate oil price volatility in a data-rich environment In: Economic Modelling. [Full Text][Citation analysis] | article | 50 |
2018 | Forecasting the prices of crude oil using the predictor, economic and combined constraints In: Economic Modelling. [Full Text][Citation analysis] | article | 28 |
2019 | Intraday momentum and stock return predictability: Evidence from China In: Economic Modelling. [Full Text][Citation analysis] | article | 31 |
2019 | Forecasting stock returns: Do less powerful predictors help? In: Economic Modelling. [Full Text][Citation analysis] | article | 14 |
2020 | Economic policy uncertainty and the Chinese stock market volatility: Novel evidence In: Economic Modelling. [Full Text][Citation analysis] | article | 69 |
2021 | Intraday return predictability in China’s crude oil futures market: New evidence from a unique trading mechanism In: Economic Modelling. [Full Text][Citation analysis] | article | 8 |
2018 | Are low-frequency data really uninformative? A forecasting combination perspective In: The North American Journal of Economics and Finance. [Full Text][Citation analysis] | article | 9 |
2020 | Forecasting 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] | article | 19 |
2022 | Out-of-sample prediction of Bitcoin realized volatility: Do other cryptocurrencies help? In: The North American Journal of Economics and Finance. [Full Text][Citation analysis] | article | 1 |
2019 | Harnessing jump component for crude oil volatility forecasting in the presence of extreme shocks In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 109 |
2019 | Forecasting crude oil prices with a large set of predictors: Can LASSO select powerful predictors? In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 129 |
2024 | Forecasting carbon prices under diversified attention: A dynamic model averaging approach with common factors In: Energy Economics. [Full Text][Citation analysis] | article | 0 |
2018 | Forecasting the prices of crude oil: An iterated combination approach In: Energy Economics. [Full Text][Citation analysis] | article | 70 |
2018 | Forecasting the oil futures price volatility: Large jumps and small jumps In: Energy Economics. [Full Text][Citation analysis] | article | 43 |
2018 | Forecasting oil futures price volatility: New evidence from realized range-based volatility In: Energy Economics. [Full Text][Citation analysis] | article | 42 |
2019 | Forecasting oil price volatility: Forecast combination versus shrinkage method In: Energy Economics. [Full Text][Citation analysis] | article | 86 |
2019 | Out-of-sample prediction of the oil futures market volatility: A comparison of new and traditional combination approaches In: Energy Economics. [Full Text][Citation analysis] | article | 27 |
2019 | Good, bad cojumps and volatility forecasting: New evidence from crude oil and the U.S. stock markets In: Energy Economics. [Full Text][Citation analysis] | article | 28 |
2019 | Geopolitical risk and oil volatility: A new insight In: Energy Economics. [Full Text][Citation analysis] | article | 95 |
2021 | Forecasting crude oil prices: A scaled PCA approach In: Energy Economics. [Full Text][Citation analysis] | article | 42 |
2022 | Geopolitical risk trends and crude oil price predictability In: Energy. [Full Text][Citation analysis] | article | 36 |
2023 | Forecasting crude oil price returns: Can nonlinearity help? In: Energy. [Full Text][Citation analysis] | article | 4 |
2019 | Economic constraints and stock return predictability: A new approach In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 30 |
2019 | Forecasting stock returns with cycle-decomposed predictors In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 9 |
2022 | Information connectedness of international crude oil futures: Evidence from SC, WTI, and Brent In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 34 |
2022 | Detection of fraud statement based on word vector: Evidence from financial companies in China In: Finance Research Letters. [Full Text][Citation analysis] | article | 7 |
2023 | Geopolitical risk and stock market volatility: A global perspective In: Finance Research Letters. [Full Text][Citation analysis] | article | 23 |
2023 | Forecasting stock market volatility: The sum of the parts is more than the whole In: Finance Research Letters. [Full Text][Citation analysis] | article | 0 |
2023 | Climate risk exposure and the cross-section of Chinese stock returns In: Finance Research Letters. [Full Text][Citation analysis] | article | 5 |
2023 | Predicting cryptocurrency returns for real-world investments: A daily updated and accessible predictor In: Finance Research Letters. [Full Text][Citation analysis] | article | 0 |
2022 | Climate policy uncertainty and the stock return predictability of the oil industry In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 30 |
2020 | Forecasting global equity market volatilities In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 49 |
2023 | Forecasting crude oil market volatility using variable selection and common factor In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 13 |
2023 | Forecasting crude oil futures market returns: A principal component analysis combination approach In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 8 |
2023 | Global economic policy uncertainty aligned: An informative predictor for crude oil market volatility In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 17 |
2020 | Information transmission between gold and financial assets: Mean, volatility, or risk spillovers? In: Resources Policy. [Full Text][Citation analysis] | article | 16 |
2022 | Forecasting crude oil market returns: Enhanced moving average technical indicators In: Resources Policy. [Full Text][Citation analysis] | article | 4 |
2022 | How macro-variables drive crude oil volatility? Perspective from the STL-based iterated combination method In: Resources Policy. [Full Text][Citation analysis] | article | 10 |
2022 | Forecasting Chinas crude oil futures volatility: How to dig out the information of other energy futures volatilities? In: Resources Policy. [Full Text][Citation analysis] | article | 4 |
2022 | Forecasting crude oil market volatility: A newspaper-based predictor regarding petroleum market volatility In: Resources Policy. [Full Text][Citation analysis] | article | 5 |
2023 | Not all geopolitical shocks are alike: Identifying price dynamics in the crude oil market under tensions In: Resources Policy. [Full Text][Citation analysis] | article | 10 |
2019 | Forecasting the U.S. stock volatility: An aligned jump index from G7 stock markets In: Pacific-Basin Finance Journal. [Full Text][Citation analysis] | article | 17 |
2024 | Policy uncertainty, investor sentiment, and good and bad volatilities in the stock market: Evidence from China In: Pacific-Basin Finance Journal. [Full Text][Citation analysis] | article | 5 |
2018 | Does US Economic Policy Uncertainty matter for European stock markets volatility? In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 41 |
2019 | Forecasting the Chinese stock volatility across global stock markets In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 7 |
2022 | Dynamic asymmetric impact of equity market uncertainty on energy markets: A time-varying causality analysis In: Renewable Energy. [Full Text][Citation analysis] | article | 21 |
2023 | Forecasting crude oil prices: A reduced-rank approach In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 7 |
2023 | New evidence of extreme risk transmission between financial stress and international crude oil markets In: Research in International Business and Finance. [Full Text][Citation analysis] | article | 4 |
2023 | Forecasting aggregate stock market volatility with industry volatilities: The role of spillover index In: Research in International Business and Finance. [Full Text][Citation analysis] | article | 2 |
2018 | The pricing of loan insurance based on the Gram-Charlier option model In: China Finance Review International. [Full Text][Citation analysis] | article | 0 |
2017 | Systematic risk and deposit insurance pricing In: China Finance Review International. [Full Text][Citation analysis] | article | 3 |
2022 | Forecasting the Chinese Stock Market Volatility with G7 Stock Market Volatilities: A Scaled PCA Approach In: Emerging Markets Finance and Trade. [Full Text][Citation analysis] | article | 1 |
2024 | Market Skewness and Stock Return Predictability: New Evidence from China In: Emerging Markets Finance and Trade. [Full Text][Citation analysis] | article | 0 |
2024 | Forecasting the equity premium using weighted regressions: Does the jump variation help? In: Empirical Economics. [Full Text][Citation analysis] | article | 0 |
2022 | To jump or not to jump: momentum of jumps in crude oil price volatility prediction In: Financial Innovation. [Full Text][Citation analysis] | article | 1 |
2018 | Does default point vary with firm size? In: Applied Economics Letters. [Full Text][Citation analysis] | article | 1 |
2019 | Volatility forecasting: long memory, regime switching and heteroscedasticity In: Applied Economics. [Full Text][Citation analysis] | article | 9 |
2019 | Economic policy uncertainty and the Chinese stock market volatility: new evidence In: Applied Economics. [Full Text][Citation analysis] | article | 46 |
2020 | Forecasting the aggregate stock market volatility in a data-rich world In: Applied Economics. [Full Text][Citation analysis] | article | 15 |
2022 | Forecasting the Chinese stock market volatility: A regression approach with a t-distributed error In: Applied Economics. [Full Text][Citation analysis] | article | 1 |
2022 | Forecasting the volatility of the German stock market: New evidence In: Applied Economics. [Full Text][Citation analysis] | article | 1 |
2023 | Forecasting stock market realized volatility: the role of global terrorist attacks In: Applied Economics. [Full Text][Citation analysis] | article | 0 |
2019 | Improving forecasting performance of realized covariance with extensions of HAR-RCOV model: statistical significance and economic value In: Quantitative Finance. [Full Text][Citation analysis] | article | 6 |
2022 | Forecasting crude oil prices: do technical indicators need economic constraints? In: Quantitative Finance. [Full Text][Citation analysis] | article | 3 |
2021 | Forecasting the volatility of Chinese stock market: An international volatility index In: International Journal of Finance & Economics. [Full Text][Citation analysis] | article | 2 |
2021 | Good variance, bad variance, and stock return predictability In: International Journal of Finance & Economics. [Full Text][Citation analysis] | article | 8 |
2022 | Which predictor is more predictive for Bitcoin volatility? And why? In: International Journal of Finance & Economics. [Full Text][Citation analysis] | article | 11 |
2022 | Forecasting the oil price realized volatility: A multivariate heterogeneous autoregressive model In: International Journal of Finance & Economics. [Full Text][Citation analysis] | article | 0 |
2019 | Out‐of‐sample volatility prediction: A new mixed‐frequency approach In: Journal of Forecasting. [Full Text][Citation analysis] | article | 15 |
2020 | Is implied volatility more informative for forecasting realized volatility: An international perspective In: Journal of Forecasting. [Full Text][Citation analysis] | article | 58 |
2021 | Forecasting US stock market volatility: How to use international volatility information In: Journal of Forecasting. [Full Text][Citation analysis] | article | 9 |
2021 | Forecasting stock return volatility using a robust regression model In: Journal of Forecasting. [Full Text][Citation analysis] | article | 2 |
2022 | Forecasting realized volatility of Chinese stock market: A simple but efficient truncated approach In: Journal of Forecasting. [Full Text][Citation analysis] | article | 3 |
2022 | Forecasting Bitcoin volatility: A new insight from the threshold regression model In: Journal of Forecasting. [Full Text][Citation analysis] | article | 2 |
2022 | Forecasting international equity market volatility: A new approach In: Journal of Forecasting. [Full Text][Citation analysis] | article | 21 |
2023 | Default return spread: A powerful predictor of crude oil price returns In: Journal of Forecasting. [Full Text][Citation analysis] | article | 5 |
2024 | Out‐of‐sample volatility prediction: Rolling window, expanding window, or both? In: Journal of Forecasting. [Full Text][Citation analysis] | article | 0 |
2023 | The predictability of iron ore futures prices: A product‐material lead–lag effect In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 0 |
2024 | The predictability of carbon futures volatility: New evidence from the spillovers of fossil energy futures returns In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 0 |
2019 | Interest rate level and stock return predictability In: Review of Financial Economics. [Full Text][Citation analysis] | article | 0 |
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