| Forecasting realized volatility in a changing world: A dynamic model averaging approach Y Wang, F Ma, Y Wei, C Wu Journal of Banking & Finance 64, 136-149, 2016 | 257 | 2016 |
| Forecasting crude oil prices with a large set of predictors: Can LASSO select powerful predictors? Y Zhang, F Ma, Y Wang Journal of Empirical Finance 54, 97-117, 2019 | 224 | 2019 |
| Geopolitical risk and oil volatility: A new insight J Liu, F Ma, Y Tang, Y Zhang Energy Economics 84, 104548, 2019 | 217 | 2019 |
| Asymmetric volatility spillovers between oil and stock markets: Evidence from China and the United States W Xu, F Ma, W Chen, B Zhang Energy Economics 80, 310-320, 2019 | 212 | 2019 |
| Geopolitical risk uncertainty and oil future volatility: Evidence from MIDAS models D Mei, F Ma, Y Liao, L Wang Energy Economics 86, 104624, 2020 | 169 | 2020 |
| Harnessing jump component for crude oil volatility forecasting in the presence of extreme shocks F Ma, Y Liao, Y Zhang, Y Cao Journal of Empirical Finance 52, 40-55, 2019 | 162 | 2019 |
| Forecasting the realized volatility of the oil futures market: A regime switching approach F Ma, MIM Wahab, D Huang, W Xu Energy Economics 67, 136-145, 2017 | 152 | 2017 |
| Climate policy uncertainty and world renewable energy index volatility forecasting C Liang, M Umar, F Ma, TLD Huynh Technological Forecasting and Social Change 182, 121810, 2022 | 147 | 2022 |
| Forecasting the prices of crude oil: An iterated combination approach Y Zhang, F Ma, B Shi, D Huang Energy Economics 70, 472-483, 2018 | 145 | 2018 |
| Forecasting stock price volatility: New evidence from the GARCH-MIDAS model L Wang, F Ma, J Liu, L Yang International Journal of Forecasting 36 (2), 684-694, 2020 | 132 | 2020 |
| Economic policy uncertainty and the Chinese stock market volatility: Novel evidence T Li, F Ma, X Zhang, Y Zhang Economic Modelling 87, 24-33, 2020 | 120 | 2020 |
| Multifractal detrended cross-correlation analysis between the Chinese stock market and surrounding stock markets F Ma, Y Wei, D Huang Physica A: Statistical Mechanics and its Applications 392 (7), 1659-1670, 2013 | 115 | 2013 |
| Forecasting stock index price using the CEEMDAN-LSTM model Y Lin, Y Yan, J Xu, Y Liao, F Ma The North American Journal of Economics and Finance 57, 101421, 2021 | 103 | 2021 |
| Which popular predictor is more useful to forecast international stock markets during the coronavirus pandemic: VIX vs EPU? J Wang, X Lu, F He, F Ma International Review of Financial Analysis 72, 101596, 2020 | 103 | 2020 |
| Volatility of clean energy and natural gas, uncertainty indices, and global economic conditions J Wang, F Ma, E Bouri, J Zhong Energy Economics 108, 105904, 2022 | 94 | 2022 |
| Crude oil and BRICS stock markets under extreme shocks: New evidence L Wang, F Ma, T Niu, C He Economic Modelling 86, 54-68, 2020 | 92 | 2020 |
| The role of the IDEMV in predicting European stock market volatility during the COVID-19 pandemic Y Li, C Liang, F Ma, J Wang Finance research letters 36, 101749, 2020 | 88 | 2020 |
| Forecasting the aggregate oil price volatility in a data-rich environment F Ma, J Liu, MIM Wahab, Y Zhang Economic Modelling 72, 320-332, 2018 | 85 | 2018 |
| Forecasting global equity market volatilities Y Zhang, F Ma, Y Liao International Journal of Forecasting 36 (4), 1454-1475, 2020 | 84 | 2020 |
| Intraday momentum and stock return predictability: Evidence from China Y Zhang, F Ma, B Zhu Economic Modelling 76, 319-329, 2019 | 84 | 2019 |
Yaojie ZhangNanjing University of Science and TechnologyVerified email at njust.edu.cn
