| Searching for safe-haven assets during the COVID-19 pandemic Q Ji, D Zhang, Y Zhao International Review of Financial Analysis 71, 101526, 2020 | 659 | 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 | 41 | 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 | 31 | 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 | 28 | 2018 |
| Tests for conditional heteroscedasticity of functional data G Rice, T Wirjanto, Y Zhao Journal of Time Series Analysis 41 (6), 733-758, 2020 | 27 | 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 | 21 | 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 | 17 | 2020 |
| Change point analysis of covariance functions: A weighted cumulative sum approach L Horváth, G Rice, Y Zhao Journal of Multivariate Analysis 189, 104877, 2022 | 16 | 2022 |
| Forecasting value at risk with intra-day return curves G Rice, T Wirjanto, Y Zhao International Journal of Forecasting 36 (3), 1023-1038, 2020 | 14 | 2020 |
| Combination Forecasting of Energy Demand in the UK M Barassi, Y Zhao The Energy Journal 39 (Special Issue 1), 2018 | 14 | 2018 |
| 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 | 10 | 2023 |
| Cryptocurrency Bubble on the Systemic Risk in Global Energy Companies. Q Ji, RD Ripple, D Zhang, Y Zhao Energy Journal 43, 2022 | 9 | 2022 |
| 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 | 7 | 2022 |
| Testing for changes in linear models using weighted residuals L Horváth, G Rice, Y Zhao Journal of Multivariate Analysis 198, 105210, 2023 | 3 | 2023 |
| Technological peer pressure and corporate sustainability S Wang, C Yan, Y Zhao Energy Economics, 107257, 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 |
Dayong ZhangResearch Institute of Economics and Management, Southwestern University of Finance and EconomicsVerified email at swufe.edu.cn
