Підписатись
Yuqian Zhao
Yuqian Zhao
Associate Professor in Finance, University of Sussex
Підтверджена електронна адреса в sussex.ac.uk
Назва
Посилання
Посилання
Рік
Searching for safe-haven assets during the COVID-19 pandemic
Q Ji, D Zhang, Y Zhao
International Review of Financial Analysis 71, 101526, 2020
7012020
Intra-day co-movements of crude oil futures: China and the international benchmarks
Q Ji, D Zhang, Y Zhao
Annals of Operations Research 313 (1), 77-103, 2022
432022
Tests for conditional heteroscedasticity of functional data
G Rice, T Wirjanto, Y Zhao
Journal of Time Series Analysis 41 (6), 733-758, 2020
322020
On the intraday return curves of Bitcoin: Predictability and trading opportunities
E Bouri, CKM Lau, T Saeed, S Wang, Y Zhao
International Review of Financial Analysis 76, 101784, 2021
312021
Fractional Integration Versus Structural Change: Testing the Convergence of Emissions
MR Barassi, N Spagnolo, Y Zhao
Environmental and Resource Economics 71 (4), 923-968, 2018
282018
A study of data-driven momentum and disposition effects in the Chinese stock market by functional data analysis
R Cao, L Horváth, Z Liu, Y Zhao
Review of Quantitative Finance and Accounting 54, 335-358, 2020
242020
Change point analysis of covariance functions: A weighted cumulative sum approach
L Horváth, G Rice, Y Zhao
Journal of Multivariate Analysis 189, 104877, 2022
202022
Change‐Point Detection in the Conditional Correlation Structure of Multivariate Volatility Models
M Barassi, L Horvath, Y Zhao
Journal of Business & Economic Statistics 38 (2), 340-349, 2020
192020
Forecasting value at risk with intra-day return curves
G Rice, T Wirjanto, Y Zhao
International Journal of Forecasting 36 (3), 1023-1038, 2020
152020
Combination Forecasting of Energy Demand in the UK
M Barassi, Y Zhao
The Energy Journal 39 (Special Issue 1), 2018
152018
Exploring volatility of crude oil intraday return curves: A functional GARCH-X model
G Rice, T Wirjanto, Y Zhao
Journal of Commodity Markets, 100361, 2023
132023
Cryptocurrency Bubble on the Systemic Risk in Global Energy Companies.
Q Ji, RD Ripple, D Zhang, Y Zhao
Energy Journal 43, 2022
122022
Detecting common breaks in the means of high dimensional cross-dependent panels
L Horváth, Z Liu, G Rice, Y Zhao
The Econometrics Journal 25 (2), 362-383, 2022
92022
Testing for changes in linear models using weighted residuals
L Horváth, G Rice, Y Zhao
Journal of Multivariate Analysis 198, 105210, 2023
32023
Technological peer pressure and corporate sustainability
S Wang, C Yan, Y Zhao
Energy Economics, 107257, 2023
12023
The Fortune and crash of common risk factors in Chinese commodity markets
H Li, Z Liu, Y Zhao
Journal of Commodity Markets, 100362, 2023
12023
Validating intra-day risk premium in cross-sectional return curves
Y Zhao
Finance Research Letters 43, 102020, 2021
2021
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