Geopolitical risk trends and crude oil price predictability Z Zhang, M He, Y Zhang, Y Wang Energy 258, 124824, 2022 | 80 | 2022 |
Asymmetric spillover of geopolitical risk and oil price volatility: a global perspective Z Zhang, Y Wang, B Li Resources Policy 83, 103701, 2023 | 20 | 2023 |
Not all geopolitical shocks are alike: Identifying price dynamics in the crude oil market under tensions Z Zhang, Y Wang, J Xiao, Y Zhang Resources Policy 80, 103238, 2023 | 16 | 2023 |
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 |
The predictability of carbon futures volatility: New evidence from the spillovers of fossil energy futures returns Z Zhang, Y Zhang, Y Wang, Q Wang Journal of Futures Markets, 2024 | 1 | 2024 |
Forecasting stock market volatility: The sum of the parts is more than the whole S Gao, Z Zhang, Y Wang, Y Zhang Finance Research Letters 55, 103849, 2023 | 1 | 2023 |
Forecasting carbon prices under diversified attention: A dynamic model averaging approach with common factors Z Zhang, Y Wang, Y Zhang, Q Wang Energy Economics 133, 107537, 2024 | | 2024 |
Forecasting the equity premium using weighted regressions: Does the jump variation help? Z Zhang, Y Zhang, Y Wang Empirical Economics, 1-34, 2023 | | 2023 |
Forecasting stock returns with industry volatility concentration Y Zhang, M He, Z Zhang Journal of Forecasting, 0 | | |