Yaojie Zhang
Nanjing University of Science and Technology
H-index: 29
Asia-China
Top articles of Yaojie Zhang
Title | Journal | Author(s) | Publication Date |
|---|---|---|---|
The predictability of carbon futures volatility: New evidence from the spillovers of fossil energy futures returns | Journal of Futures Markets | Zhikai Zhang Yaojie Zhang Yudong Wang Qunwei Wang | 2024/1/7 |
Out‐of‐sample volatility prediction: Rolling window, expanding window, or both? | Journal of Forecasting | Yuqing Feng Yaojie Zhang Yudong Wang | 2024 |
Abnormal temperature and the cross-section of stock returns in China | International Review of Financial Analysis | Yaojie Zhang Bingheng Song Mengxi He Yudong Wang | 2024/4/16 |
Forecasting carbon prices under diversified attention: A dynamic model averaging approach with common factors | Energy Economics | Zhikai Zhang Yudong Wang Yaojie Zhang Qunwei Wang | 2024/4/15 |
Policy uncertainty, investor sentiment, and good and bad volatilities in the stock market: Evidence from China | Pacific-Basin Finance Journal | Jihong Xiao Jiajie Jiang Yaojie Zhang | 2024/2/14 |
Market Skewness and Stock Return Predictability: New Evidence from China | Yuqing Feng Mengxi He Yaojie Zhang | 2024/1/26 | |
Forecasting stock market realized volatility: the role of global terrorist attacks | Applied Economics | Danyan Wen Mengxi He Yudong Wang Yaojie Zhang | 2023/5/9 |
Forecasting crude oil market volatility using variable selection and common factor | International Journal of Forecasting | Yaojie Zhang MIM Wahab Yudong Wang | 2023/1/1 |
Forecasting crude oil market volatility: A comprehensive look at uncertainty variables | International Journal of Forecasting | Danyan Wen Mengxi He Yudong Wang Yaojie Zhang | 2023/9/29 |
Geopolitical risk and stock market volatility: A global perspective | Finance Research Letters | Yaojie Zhang Jiaxin He Mengxi He Shaofang Li | 2023/5/1 |
Default return spread: A powerful predictor of crude oil price returns | Journal of Forecasting | Qingxiang Han Mengxi He Yaojie Zhang Muhammad Umar | 2023 |
Predicting cryptocurrency returns for real-world investments: A daily updated and accessible predictor | Finance Research Letters | Mengxi He Lihua Shen Yaojie Zhang Yi Zhang | 2023/12/1 |
Forecasting aggregate stock market volatility with industry volatilities: The role of spillover index | Research in International Business and Finance | Mengxi He Yudong Wang Qing Zeng Yaojie Zhang | 2023/4/1 |
New evidence of extreme risk transmission between financial stress and international crude oil markets | Research in International Business and Finance | Yanran Hong Pan Li Lu Wang Yaojie Zhang | 2023/1/1 |
Climate risk exposure and the cross-section of Chinese stock returns | Finance Research Letters | Yaojie Zhang Mengxi He Cunfei Liao Yudong Wang | 2023/7/1 |
Forecasting the equity premium using weighted regressions: Does the jump variation help? | Empirical Economics | Zhikai Zhang Yaojie Zhang Yudong Wang | 2023/11/15 |
Forecasting stock market volatility: The sum of the parts is more than the whole | Finance Research Letters | Shang Gao Zhikai Zhang Yudong Wang Yaojie Zhang | 2023/7/1 |
Hedging pressure momentum and the predictability of oil futures returns | Economic Modelling | Dan Yu Chuang Chen Yudong Wang Yaojie Zhang | 2023/4/1 |
Not all geopolitical shocks are alike: Identifying price dynamics in the crude oil market under tensions | Resources Policy | Zhikai Zhang Yudong Wang Jihong Xiao Yaojie Zhang | 2023/1/1 |
Forecasting crude oil prices: A reduced-rank approach | International Review of Economics & Finance | Yixuan Song Mengxi He Yudong Wang Yaojie Zhang | 2023/11/1 |
Co-Authors
