Yang Cao

Yang Cao

Grenoble École de Management - Grenoble / France
Economics & Econometrics / Accounting & Finance
AD Scientific Index ID: 4886536
Grenoble School of Management
person_outline Yang Cao's MOST POPULAR ARTICLES
1-) Harnessing jump component for crude oil volatility forecasting in the presence of extreme shocks Journal of Empirical Finance 52, 40-55, 2019
2-) Forecasting house prices using dynamic model averaging approach: Evidence from China Economic Modelling 61, 147-155, 2017
3-) Hot money and China’s stock market volatility: Further evidence using the GARCH–MIDAS model Physica A: Statistical Mechanics and Its Applications 492, 923-930, 2018
4-) Forecasting renewable energy stock volatility using short and long-term Markov switching GARCH-MIDAS models: Either, neither or both? Energy Economics 111, 106056, 2022
5-) The information value of M&A press releases Journal of Corporate Finance 82, 102465, 2023