| Geopolitical risk trends and crude oil price predictability Z Zhang, M He, Y Zhang, Y Wang Energy 258, 124824, 2022 | 81 | 2022 |
| Forecasting crude oil prices: A scaled PCA approach M He, Y Zhang, D Wen, Y Wang Energy Economics 97, 105189, 2021 | 81 | 2021 |
| Geopolitical risk and stock market volatility: A global perspective Y Zhang, J He, M He, S Li Finance Research Letters 53, 103620, 2023 | 44 | 2023 |
| Global economic policy uncertainty aligned: An informative predictor for crude oil market volatility Y Zhang, M He, Y Wang, C Liang International Journal of Forecasting 39 (3), 1318-1332, 2023 | 36 | 2023 |
| Climate policy uncertainty and the stock return predictability of the oil industry M He, Y Zhang Journal of International Financial Markets, Institutions and Money 81, 101675, 2022 | 36 | 2022 |
| Forecasting stock return volatility using a robust regression model M He, X Hao, Y Zhang, F Meng Journal of Forecasting 40 (8), 1463-1478, 2021 | 15 | 2021 |
| Realized skewness and the short-term predictability for aggregate stock market volatility Z Zhang, M He, Y Zhang, Y Wang Economic Modelling 103, 105614, 2021 | 12 | 2021 |
| Forecasting China's crude oil futures volatility: How to dig out the information of other energy futures volatilities? D Jin, M He, L Xing, Y Zhang Resources Policy 78, 102852, 2022 | 11 | 2022 |
| Forecasting crude oil price returns: Can nonlinearity help? Y Zhang, M He, D Wen, Y Wang Energy 262, 125589, 2023 | 9 | 2023 |
| Forecasting Bitcoin volatility: A new insight from the threshold regression model Y Zhang, M He, D Wen, Y Wang Journal of Forecasting 41 (3), 633-652, 2022 | 9 | 2022 |
| Forecasting crude oil market volatility: A newspaper-based predictor regarding petroleum market volatility Y Song, M He, Y Wang, Y Zhang Resources Policy 79, 103093, 2022 | 8 | 2022 |
| Default return spread: A powerful predictor of crude oil price returns Q Han, M He, Y Zhang, M Umar Journal of Forecasting 42 (7), 1786-1804, 2023 | 7 | 2023 |
| Climate risk exposure and the cross-section of Chinese stock returns Y Zhang, M He, C Liao, Y Wang Finance Research Letters 55, 103987, 2023 | 6 | 2023 |
| Out-of-sample prediction of Bitcoin realized volatility: Do other cryptocurrencies help? Y Yi, M He, Y Zhang The North American Journal of Economics and Finance 62, 101731, 2022 | 6 | 2022 |
| Forecasting crude oil prices: do technical indicators need economic constraints? D Wen, M He, L Liu, Y Zhang Quantitative Finance 22 (8), 1545-1559, 2022 | 6 | 2022 |
| Forecasting realized volatility of Chinese stock market: A simple but efficient truncated approach D Wen, M He, Y Zhang, Y Wang Journal of Forecasting 41 (2), 230-251, 2022 | 6 | 2022 |
| Forecasting aggregate stock market volatility with industry volatilities: The role of spillover index M He, Y Wang, Q Zeng, Y Zhang Research in International Business and Finance 65, 101983, 2023 | 5 | 2023 |
| Forecasting the Chinese stock market volatility: A regression approach with a t-distributed error M He, Y Zhang, D Wen, Y Wang Applied Economics 54 (50), 5811-5826, 2022 | 5 | 2022 |
| Forecasting crude oil prices: A reduced-rank approach Y Song, M He, Y Wang, Y Zhang International Review of Economics & Finance 88, 698-711, 2023 | 4 | 2023 |
| Abnormal temperature and the cross-section of stock returns in China Y Zhang, B Song, M He, Y Wang International Review of Financial Analysis 94, 103274, 2024 | 1 | 2024 |
Yaojie ZhangNanjing University of Science and Technology在 njust.edu.cn 的电子邮件经过验证
