Yaojie Zhang
Nanjing University of Science and Technology
H-index: 29
Asia-China
Top articles of Yaojie Zhang
Abnormal temperature and the cross-section of stock returns in China
International Review of Financial Analysis
2024/4/16
Yaojie Zhang
H-Index: 16
Yudong Wang
H-Index: 14
Forecasting carbon prices under diversified attention: A dynamic model averaging approach with common factors
Energy Economics
2024/4/15
Yudong Wang
H-Index: 14
Yaojie Zhang
H-Index: 16
Policy uncertainty, investor sentiment, and good and bad volatilities in the stock market: Evidence from China
Pacific-Basin Finance Journal
2024/2/14
Yaojie Zhang
H-Index: 16
Market Skewness and Stock Return Predictability: New Evidence from China
2024/1/26
Yuqing Feng
H-Index: 9
Yaojie Zhang
H-Index: 16
The predictability of carbon futures volatility: New evidence from the spillovers of fossil energy futures returns
Journal of Futures Markets
2024/1/7
Yaojie Zhang
H-Index: 16
Yudong Wang
H-Index: 14
Out‐of‐sample volatility prediction: Rolling window, expanding window, or both?
Journal of Forecasting
2024
Geopolitical risk and stock market volatility: A global perspective
Finance Research Letters
2023/5/1
Yaojie Zhang
H-Index: 16
Forecasting aggregate stock market volatility with industry volatilities: The role of spillover index
Research in International Business and Finance
2023/4/1
Hedging pressure momentum and the predictability of oil futures returns
Economic Modelling
2023/4/1
Forecasting crude oil futures market returns: A principal component analysis combination approach
International Journal of Forecasting
2023/4/1
Yaojie Zhang
H-Index: 16
Yudong Wang
H-Index: 14
The predictability of iron ore futures prices: A product‐material lead–lag effect
Journal of Futures Markets
2023
Yudong Wang
H-Index: 14
Yaojie Zhang
H-Index: 16
Default return spread: A powerful predictor of crude oil price returns
Journal of Forecasting
2023
Yaojie Zhang
H-Index: 16
Muhammad Umar
H-Index: 0
New evidence of extreme risk transmission between financial stress and international crude oil markets
Research in International Business and Finance
2023/1/1
Not all geopolitical shocks are alike: Identifying price dynamics in the crude oil market under tensions
Resources Policy
2023/1/1
Yudong Wang
H-Index: 14
Yaojie Zhang
H-Index: 16
Forecasting crude oil price returns: Can nonlinearity help?
Energy
2023/1/1
Yaojie Zhang
H-Index: 16
Yudong Wang
H-Index: 14
Forecasting crude oil market volatility using variable selection and common factor
International Journal of Forecasting
2023/1/1
Yaojie Zhang
H-Index: 16
Yudong Wang
H-Index: 14
Predicting cryptocurrency returns for real-world investments: A daily updated and accessible predictor
Finance Research Letters
2023/12/1
Yaojie Zhang
H-Index: 16
Yi Zhang
H-Index: 13
Forecasting the equity premium using weighted regressions: Does the jump variation help?
Empirical Economics
2023/11/15
Yaojie Zhang
H-Index: 16
Yudong Wang
H-Index: 14
Forecasting crude oil prices: A reduced-rank approach
International Review of Economics & Finance
2023/11/1
Yudong Wang
H-Index: 14
Yaojie Zhang
H-Index: 16
Industry volatility spillover and aggregate stock returns
The European Journal of Finance
2023/10/20
Yaojie Zhang
H-Index: 16
Co-Authors
