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Yaojie Zhang

Global rank #6216 92%

Institution: Nanjing University of Science

Primary Field: Energy (weighted toward more recent publications)

First Publication: 2018

Most Recent: 2024

RePEc ID: pzh1078 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.01: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period S (4x) A (2x) B (1x) C (½x) Total
Last 5 Years 0.00 1.01 2.68 0.00 6.37
Last 10 Years 0.00 4.86 3.35 0.00 16.84
All Time 0.00 4.86 3.35 0.00 16.84

Publication Statistics

Raw Publications 28
Coauthorship-Adjusted Count 15.82

Publications (28)

Year Article Journal Tier Authors
2024 Forecasting carbon prices under diversified attention: A dynamic model averaging approach with common factors Energy Economics A 4
2024 Forecasting crude oil market volatility: A comprehensive look at uncertainty variables International Journal of Forecasting B 4
2023 Hedging pressure momentum and the predictability of oil futures returns Economic Modeling C 4
2023 Forecasting crude oil market volatility using variable selection and common factor International Journal of Forecasting B 3
2023 Forecasting crude oil futures market returns: A principal component analysis combination approach International Journal of Forecasting B 2
2023 Global economic policy uncertainty aligned: An informative predictor for crude oil market volatility International Journal of Forecasting B 4
2023 Forecasting stock market realized volatility: the role of global terrorist attacks Applied Economics C 4
2022 Forecasting the Chinese stock market volatility: A regression approach with a t-distributed error Applied Economics C 4
2022 Forecasting the volatility of the German stock market: New evidence Applied Economics C 3
2021 Realized skewness and the short-term predictability for aggregate stock market volatility Economic Modeling C 4
2021 Intraday return predictability in China’s crude oil futures market: New evidence from a unique trading mechanism Economic Modeling C 3
2021 Forecasting crude oil prices: A scaled PCA approach Energy Economics A 4
2020 Economic policy uncertainty and the Chinese stock market volatility: Novel evidence Economic Modeling C 4
2020 Forecasting global equity market volatilities International Journal of Forecasting B 3
2020 Forecasting the aggregate stock market volatility in a data-rich world Applied Economics C 4
2019 Intraday momentum and stock return predictability: Evidence from China Economic Modeling C 3
2019 Forecasting stock returns: Do less powerful predictors help? Economic Modeling C 4
2019 Forecasting oil price volatility: Forecast combination versus shrinkage method Energy Economics A 4
2019 Out-of-sample prediction of the oil futures market volatility: A comparison of new and traditional combination approaches Energy Economics A 3
2019 Good, bad cojumps and volatility forecasting: New evidence from crude oil and the U.S. stock markets Energy Economics A 3
2019 Geopolitical risk and oil volatility: A new insight Energy Economics A 4
2019 Volatility forecasting: long memory, regime switching and heteroscedasticity Applied Economics C 4
2019 Economic policy uncertainty and the Chinese stock market volatility: new evidence Applied Economics C 4
2018 Forecasting the aggregate oil price volatility in a data-rich environment Economic Modeling C 4
2018 Forecasting the prices of crude oil using the predictor, economic and combined constraints Economic Modeling C 4
2018 Forecasting the prices of crude oil: An iterated combination approach Energy Economics A 4
2018 Forecasting the oil futures price volatility: Large jumps and small jumps Energy Economics A 4
2018 Forecasting oil futures price volatility: New evidence from realized range-based volatility Energy Economics A 4