World's Best Scientists 2026 revealed!
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Rising Stars
2025

D-Index & Metrics

Rising Stars

D-Index
33
Citations
3484
World Ranking
943
National Ranking
303

Economics and Finance

D-Index
35
Citations
4277
World Ranking
2972
National Ranking
72

Research.com Recognitions

  • 2025 - Research.com Rising Stars Award

Overview

Yaojie Zhang is affiliated with Nanjing University of Science and Technology in China. Their research primarily focuses on the intersection of economics, econometrics, and finance, where they have contributed extensively to understanding market dynamics and volatility.

The main field of study for Yaojie Zhang is Economics, Econometrics and Finance, with particular emphasis on several subfields including Economics and Econometrics, Finance, General Economics, Econometrics and Finance, Renewable Energy, Sustainability and the Environment, and Management Science and Operations Research.

Their research covers a range of topics, including:

  • Market Dynamics and Volatility
  • Monetary Policy and Economic Impact
  • Financial Risk and Volatility Modeling
  • Financial Markets and Investment Strategies
  • Energy, Environment, Economic Growth
  • Global Energy and Sustainability Research
  • Stock Market Forecasting Methods

Yaojie Zhang has published a significant number of articles in journals with repeated contributions to several key venues. The frequent publication venues include:

  • Journal of Forecasting
  • Finance Research Letters
  • Resources Policy
  • International Journal of Forecasting
  • Energy

The recent notable papers authored by Yaojie Zhang include:

  • Geopolitical risk and stock market volatility: A global perspective, 2022, Finance Research Letters
  • Forecasting global equity market volatilities, 2020, International Journal of Forecasting

Besides solo works, Yaojie Zhang has collaborated frequently with other researchers, including these coauthors with whom they have multiple joint publications:

  • Yudong Wang
  • Mengxi He
  • Danyan Wen
  • Zhikai Zhang
  • Feng Ma

Their collaborations and thematic focus indicate a research trajectory deeply engaged with volatility forecasting, geopolitical risk influences, and the integration of energy sector dynamics in financial modeling.

Best Publications

  • Geopolitical risk and oil volatility: A new insight

    Jing Liu;Feng Ma;Yingkai Tang;Yaojie Zhang

  • Forecasting crude oil prices with a large set of predictors: Can LASSO select powerful predictors?

    Yaojie Zhang;Feng Ma;Yudong Wang

  • Harnessing jump component for crude oil volatility forecasting in the presence of extreme shocks

    Feng Ma;Yin Liao;Yaojie Zhang;Yang Cao

  • Geopolitical risk trends and crude oil price predictability

    Unknown

  • Forecasting oil price volatility: Forecast combination versus shrinkage method

    Yaojie Zhang;Yu Wei;Yi Zhang;Yi Zhang;Daxiang Jin

  • Geopolitical risk and stock market volatility: A global perspective

    Unknown

  • Economic policy uncertainty and the Chinese stock market volatility: Novel evidence

    Tao Li;Feng Ma;Xuehua Zhang;Yaojie Zhang

  • Forecasting the prices of crude oil: An iterated combination approach

    Yaojie Zhang;Feng Ma;Benshan Shi;Dengshi Huang

  • Forecasting crude oil market volatility using variable selection and common factor

    Unknown

  • Is implied volatility more informative for forecasting realized volatility: An international perspective

    Chao Liang;Yu Wei;Yaojie Zhang

  • Information connectedness of international crude oil futures: Evidence from SC, WTI, and Brent

    Unknown

  • Forecasting crude oil prices: A scaled PCA approach

    Mengxi He;Yaojie Zhang;Danyan Wen;Yudong Wang

  • Forecasting global equity market volatilities

    Yaojie Zhang;Feng Ma;Yin Liao

  • Climate policy uncertainty and the stock return predictability of the oil industry

    Unknown

  • Forecasting crude oil futures market returns: A principal component analysis combination approach

    Unknown

  • Economic policy uncertainty and the Chinese stock market volatility: new evidence

    Unknown

  • Global economic policy uncertainty aligned: An informative predictor for crude oil market volatility

    Unknown

  • Forecasting the aggregate oil price volatility in a data-rich environment

    Feng Ma;Jing Liu;Jing Liu;M.I.M. Wahab;Yaojie Zhang

  • Intraday momentum and stock return predictability: Evidence from China

    Yaojie Zhang;Feng Ma;Bo Zhu

  • Forecasting the oil futures price volatility: Large jumps and small jumps

    Jing Liu;Feng Ma;Ke Yang;Yaojie Zhang

  • Does US Economic Policy Uncertainty matter for European stock markets volatility

    Dexiang Mei;Qing Zeng;Yaojie Zhang;Wenjing Hou

  • Forecasting oil futures price volatility: New evidence from realized range-based volatility

    Feng Ma;Yaojie Zhang;Dengshi Huang;Xiaodong Lai

  • Economic constraints and stock return predictability: A new approach

    Yaojie Zhang;Yu Wei;Feng Ma;Yongsheng Yi

  • Out-of-sample prediction of the oil futures market volatility: A comparison of new and traditional combination approaches

    Yaojie Zhang;Feng Ma;Yu Wei

  • Forecasting the U.S. stock volatility: An aligned jump index from G7 stock markets

    Feng Ma;M.I.M. Wahab;Yaojie Zhang

  • Forecasting stock returns: Do less powerful predictors help?

    Yaojie Zhang;Qing Zeng;Feng Ma;Benshan Shi

  • The role of jumps in the agricultural futures market on forecasting stock market volatility: New evidence

    Feng Ma;Yaojie Zhang;M. I. M. Wahab;Xiaodong Lai

  • Out-of-sample volatility prediction: A new mixed-frequency approach

    Yaojie Zhang;Feng Ma;Tianyi Wang;Li Liu

Frequent Co-Authors

Feng Ma
Feng Ma Southwest Jiaotong University
Yu Wei
Yu Wei Yunnan University of Finance And Economics
Yudong Wang
Yudong Wang Nanjing University of Science and Technology
Li Liu
Li Liu International Monetary Fund

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