| 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 | 225 | 2019 |
| Geopolitical risk and oil volatility: A new insight J Liu, F Ma, Y Tang, Y Zhang Energy Economics 84, 104548, 2019 | 216 | 2019 |
| 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 | 164 | 2019 |
| 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 oil price volatility: Forecast combination versus shrinkage method Y Zhang, Y Wei, Y Zhang, D Jin Energy Economics 80, 423-433, 2019 | 143 | 2019 |
| 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 | 121 | 2020 |
| Is implied volatility more informative for forecasting realized volatility: An international perspective C Liang, Y Wei, Y Zhang Journal of Forecasting 39 (8), 1253-1276, 2020 | 101 | 2020 |
| Does US Economic Policy Uncertainty matter for European stock markets volatility? D Mei, Q Zeng, Y Zhang, W Hou Physica A: Statistical Mechanics and its Applications 512, 215-221, 2018 | 88 | 2018 |
| 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 | 86 | 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 |
| Forecasting crude oil prices: A scaled PCA approach M He, Y Zhang, D Wen, Y Wang Energy Economics 97, 105189, 2021 | 78 | 2021 |
| Forecasting the oil futures price volatility: Large jumps and small jumps J Liu, F Ma, K Yang, Y Zhang Energy Economics 72, 321-330, 2018 | 78 | 2018 |
| Geopolitical risk trends and crude oil price predictability Z Zhang, M He, Y Zhang, Y Wang Energy 258, 124824, 2022 | 70 | 2022 |
| Forecasting oil futures price volatility: New evidence from realized range-based volatility F Ma, Y Zhang, D Huang, X Lai Energy Economics 75, 400-409, 2018 | 70 | 2018 |
| Economic policy uncertainty and the Chinese stock market volatility: new evidence Y Li, F Ma, Y Zhang, Z Xiao Applied Economics 51 (49), 5398-5410, 2019 | 61 | 2019 |
| Forecasting crude oil market volatility using variable selection and common factor Y Zhang, MIM Wahab, Y Wang International Journal of Forecasting 39 (1), 486-502, 2023 | 51 | 2023 |
| Out-of-sample prediction of the oil futures market volatility: A comparison of new and traditional combination approaches Y Zhang, F Ma, Y Wei Energy Economics 81, 1109-1120, 2019 | 51 | 2019 |
| Forecasting stock returns: Do less powerful predictors help? Y Zhang, Q Zeng, F Ma, B Shi Economic Modelling 78, 32-39, 2019 | 51 | 2019 |
| Out‐of‐sample volatility prediction: A new mixed‐frequency approach Y Zhang, F Ma, T Wang, L Liu Journal of Forecasting 38 (7), 669-680, 2019 | 49 | 2019 |
Feng MaSchool of Economics & Management, Southwest Jiaotong UniversityVerified email at swjtu.edu.cn
