← All authors Yuqian Zhao University of Sussex (per OpenAlex) · ORCID · OpenAlex
17 papers in scope · 16 published · 1 on the econ.EM arXiv · 907 citations · h-index 12 (over the papers listed here)
Papers (1 of 17)
working paper 2025 · arXiv
Exploring volatility of crude oil intraday return curves: A functional GARCH-X model
published 2023 · Journal of commodity markets · 14 citations
The Fortune and crash of common risk factors in Chinese commodity markets
published 2023 · Journal of commodity markets · 3 citations
with Hemei Li, Zhenya Liu
Testing for changes in linear models using weighted residuals
published 2023 · Journal of Multivariate Analysis · 4 citations
Cryptocurrency Bubble on the Systemic Risk in Global Energy Companies
published 2022 · The Energy Journal · 17 citations
with Qiang Ji, Ronald D. Ripple, Dayong Zhang
Change point analysis of covariance functions: A weighted cumulative sum approach
published 2021 · Journal of Multivariate Analysis · 19 citations
Detecting common breaks in the means of high dimensional cross-dependent panels
published 2021 · Econometrics Journal · 12 citations
Intra-day co-movements of crude oil futures: China and the international benchmarks
published 2021 · Annals of Operations Research · 52 citations
with Qiang Ji, Dayong Zhang
On the intraday return curves of Bitcoin: Predictability and trading opportunities
published 2021 · International Review of Financial Analysis · 37 citations
Validating intra-day risk premium in cross-sectional return curves
published 2021 · Finance research letters
Searching for safe-haven assets during the COVID-19 pandemic
published 2020 · International Review of Financial Analysis · 629 citations
with Qiang Ji, Dayong Zhang
Tests for conditional heteroscedasticity of functional data
published 2020 · Journal of Time Series Analysis · 22 citations · first circulated 2019
Forecasting value at risk with intra-day return curves
published 2020 · International Journal of Forecasting · 20 citations
A study of data-driven momentum and disposition effects in the Chinese stock market by functional data analysis
published 2019 · Review of Quantitative Finance and Accounting · 21 citations
Change‐Point Detection in the Conditional Correlation Structure of Multivariate Volatility Models
published 2018 · Journal of Business and Economic Statistics · 15 citations · first circulated 2017
Combination Forecasting of Energy Demand in the UK
published 2018 · The Energy Journal · 13 citations · first circulated 2017
Fractional Integration Versus Structural Change: Testing the Convergence of $$\hbox {CO}_{2}$$ CO 2 Emissions
published 2017 · Environmental and Resource Economics · 29 citations
Assembled from arXiv and OpenAlex. Duplicate records for the same paper are merged, and the published version is shown where we could identify one. Corrections welcome.
Built from arXiv and OpenAlex. Supported by UKRI grant APP47921 (Martin Weidner, UCL · Francis J. DiTraglia, Oxford).