Yaojie Zhang|张 耀杰

Yaojie Zhang|张 耀杰

Nanjing University of Science & Technology - Nanjing / China
Economics & Econometrics / Accounting & Finance
AD Scientific Index ID: 695240
南京理工大学
person_outline Yaojie Zhang|张 耀杰's MOST POPULAR ARTICLES
1-) Forecasting crude oil prices with a large set of predictors: Can LASSO select powerful predictors?Y Zhang, F Ma, Y WangJournal of Empirical Finance 54, 97-117, 20191342019
2-) Geopolitical risk and oil volatility: A new insightJ Liu, F Ma, Y Tang, Y ZhangEnergy Economics 84, 104548, 20191212019
3-) Harnessing jump component for crude oil volatility forecasting in the presence of extreme shocksF Ma, Y Liao, Y Zhang, Y CaoJournal of Empirical Finance 52, 40-55, 20191112019
4-) Forecasting oil price volatility: Forecast combination versus shrinkage methodY Zhang, Y Wei, Y Zhang, D JinEnergy Economics 80, 423-433, 20191612019
5-) Forecasting the prices of crude oil: An iterated combination approachY Zhang, F Ma, B Shi, D HuangEnergy Economics 70, 472-483, 20181552018