Lu Zhang

Economics and Econometrics · with Zhang · 2015

A researcher in the Science corpus: 2 papers; trusts 17 researchers and is trusted by 2 researchers here, as inferred from the citation graph.

Subfields

• Economics and Econometrics — 35 citations into it; #14,174 of 23,481 by trust here, #11,468 by citations
• Finance — 14 citations into it
• Renewable Energy, Sustainability and the Environment — 6 citations into it

Whom Lu Zhang trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Yu Wei
2. Ying Fan
3. Chia‐Lin Chang
4. Mohamed Arouri
5. Paolo Agnolucci
6. Yudong Wang

Who trusts Lu Zhang overall

1. Yue‐Jun Zhang
2. Jinliang Zhang

Papers from Lu Zhang's perspective

Ordered by how strongly the researchers Lu Zhang trusts endorse each paper. Same corpus, a different order for every researcher.

1. A Markov switching model of the conditional volatility of crude oil futures prices
2. Forecasting the conditional volatility of oil spot and futures prices with structural breaks and long memory models
3. Oil and energy price volatility
4. U.S. stock returns and oil prices: The tale from daily data and the 2008–2009 financial crisis
5. Conditional correlations and volatility spillovers between crude oil and stock index returns
6. A Nonparametric GARCH Model of Crude Oil Price Return Volatility
7. Nonlinear analysis among crude oil prices, stock markets' return and macroeconomic variables
8. Generalized autoregressive conditional heteroskedasticity
9. Energy prices, volatility, and the stock market: Evidence from the Eurozone
10. Modeling and forecasting petroleum futures volatility

Their papers

• A novel hybrid method for crude oil price forecasting (2015) — 259 citations
• Interpreting the crude oil price movements: Evidence from the Markov regime switching model (2015) — 122 citations