Searching for safe-haven assets during the COVID-19 pandemic Q Ji, D Zhang, Y Zhao
International Review of Financial Analysis 71, 101526, 2020
609 2020 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
33 2022 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
28 2021 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
27 2018 Tests for conditional heteroscedasticity of functional data G Rice, T Wirjanto, Y Zhao
Journal of Time Series Analysis 41 (6), 733-758, 2020
21 2020 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
19 2020 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
14 2020 Forecasting value at risk with intra-day return curves G Rice, T Wirjanto, Y Zhao
International Journal of Forecasting 36 (3), 1023-1038, 2020
13 2020 Combination Forecasting of Energy Demand in the UK M Barassi, Y Zhao
The Energy Journal 39 (Special Issue 1), 2018
13 2018 Change point analysis of covariance functions: A weighted cumulative sum approach L Horváth, G Rice, Y Zhao
Journal of Multivariate Analysis 189, 104877, 2022
11 2022 Cryptocurrency Bubble on the Systemic Risk in Global Energy Companies. Q Ji, RD Ripple, D Zhang, Y Zhao
Energy Journal 43, 2022
8 2022 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
5 2023 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
4 2022 Technological peer pressure and corporate sustainability S Wang, C Yan, Y Zhao
Energy Economics, 107257, 2023
2023 Testing for changes in linear models using weighted residuals L Horváth, G Rice, Y Zhao
Journal of Multivariate Analysis 198, 105210, 2023
2023 The Fortune and crash of common risk factors in Chinese commodity markets H Li, Z Liu, Y Zhao
Journal of Commodity Markets, 100362, 2023
2023 Validating intra-day risk premium in cross-sectional return curves Y Zhao
Finance Research Letters 43, 102020, 2021
2021