Details about 张跃军 (Yue-Jun Zhang)

Access statistics for papers by 张跃军.

Last updated 2025-02-08. Update your information in the RePEc Author Service.

Short-id: pzh370

Working Papers

2021

1. Forecasting the Artificial Intelligence Index Returns: A Hybrid Approach
   Working Papers, University of Pretoria, Department of Economics

2020

2. Bear, Bull, Sidewalk, and Crash: The Evolution of the US Stock Market Using Over a Century of Daily Data
   Working Papers, University of Pretoria, Department of Economics
   See also Journal Article Bear, Bull, Sidewalk, and Crash: The Evolution of the US Stock Market Using Over a Century of Daily Data, Finance Research Letters, Elsevier (2021) View citations (2) (2021)
3. Risk Spillover between Bitcoin and Conventional Financial Markets: An Expectile-Based Approach
   Working Papers, University of Pretoria, Department of Economics View citations (6)
   See also Journal Article Risk spillover between Bitcoin and conventional financial markets: An expectile-based approach, The North American Journal of Economics and Finance, Elsevier (2021) View citations (28) (2021)

2015

4. Forecasting crude oil market volatility: can the Regime Switching GARCH model beat the single-regime GARCH models?
   Papers, arXiv.org View citations (6)

2013

5. Decomposing the changes of energy-related carbon emissions in China: Evidence from the PDA approach
   CEEP-BIT Working Papers, Center for Energy and Environmental Policy Research (CEEP), Beijing Institute of Technology View citations (42)
   See also Journal Article Decomposing the changes of energy-related carbon emissions in China: evidence from the PDA approach, Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards, Springer (2013) View citations (42) (2013)
6. Public perception of climate change in China: Results from the questionnaire survey
   CEEP-BIT Working Papers, Center for Energy and Environmental Policy Research (CEEP), Beijing Institute of Technology View citations (24)
   See also Journal Article Public perception of climate change in China: results from the questionnaire survey, Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards, Springer (2013) View citations (23) (2013)

2012

7. Estimating the energy saving potential of telecom operators in China
   CEEP-BIT Working Papers, Center for Energy and Environmental Policy Research (CEEP), Beijing Institute of Technology
   See also Journal Article Estimating the energy saving potential of telecom operators in China, Energy Policy, Elsevier (2013) View citations (7) (2013)

2010

8. Estimating the 'value at risk' of EUA futures prices based on the extreme value theory
   CEEP-BIT Working Papers, Center for Energy and Environmental Policy Research (CEEP), Beijing Institute of Technology
   See also Journal Article Estimating the 'value at risk' of EUA futures prices based on the extreme value theory, International Journal of Global Energy Issues, Inderscience Enterprises Ltd (2011) View citations (8) (2011)
9. Impact of China's stock market development on energy consumption: An empirical analysis
   CEEP-BIT Working Papers, Center for Energy and Environmental Policy Research (CEEP), Beijing Institute of Technology View citations (1)
10. Interpreting the dynamic nexus between energy consumption and economic growth: Empirical evidence from Russia
    CEEP-BIT Working Papers, Center for Energy and Environmental Policy Research (CEEP), Beijing Institute of Technology
    See also Journal Article Interpreting the dynamic nexus between energy consumption and economic growth: Empirical evidence from Russia, Energy Policy, Elsevier (2011) View citations (47) (2011)
11. The impact of financial development on carbon emissions: an empirical analysis in China
    CEEP-BIT Working Papers, Center for Energy and Environmental Policy Research (CEEP), Beijing Institute of Technology View citations (3)
    See also Journal Article The impact of financial development on carbon emissions: An empirical analysis in China, Energy Policy, Elsevier (2011) View citations (350) (2011)

2009

12. An overview of current research on EU ETS: Evidence from its operating mechanism and economic effect
    CEEP-BIT Working Papers, Center for Energy and Environmental Policy Research (CEEP), Beijing Institute of Technology View citations (5)
    See also Journal Article An overview of current research on EU ETS: Evidence from its operating mechanism and economic effect, Applied Energy, Elsevier (2010) View citations (188) (2010)
13. The crude oil market and the gold market: Evidence for cointegration, causality and price discovery
    CEEP-BIT Working Papers, Center for Energy and Environmental Policy Research (CEEP), Beijing Institute of Technology View citations (2)
    See also Journal Article The crude oil market and the gold market: Evidence for cointegration, causality and price discovery, Resources Policy, Elsevier (2010) View citations (221) (2010)

Journal Articles

2024

1. Does corporate social responsibility affect stock liquidity? Evidence from China
   Finance Research Letters, 2024, 60, (C)
2. Does environmental investment improve corporate productivity? Evidence from Chinese listed firms
   Structural Change and Economic Dynamics, 2024, 70, (C), 398-409
3. Evaluating the efficiency of online course resource allocation in universities of China
   Evaluation and Program Planning, 2024, 107, (C)
4. How Does China’s Carbon Emissions Trading Policy Affect the Financing of High-Carbon Enterprises?
   The Energy Journal, 2024, 45, (4), 223-245
5. Inhibiting or promoting? The impact of carbon emissions trading on corporate environmental responsibility
   International Review of Financial Analysis, 2024, 96, (PB)
6. Investigating the role of emissions trading system in reducing enterprise energy intensity: Evidence from China
   Energy Economics, 2024, 140, (C)
7. Resistance or motivation? Impact of climate risk on corporate greenwashing: An empirical study of Chinese enterprises
   Global Finance Journal, 2024, 62, (C) View citations (1)
8. The impact of green credit guidelines on environmental performance: Firm-level evidence from China
   Technological Forecasting and Social Change, 2024, 205, (C) View citations (1)

2023

9. A new hybrid method with data-characteristic-driven analysis for artificial intelligence and robotics index return forecasting
   Financial Innovation, 2023, 9, (1), 1-23 View citations (1)
10. Designing the pricing mechanism of residents’ self-selection sales electricity based on household size
    International Review of Economics & Finance, 2023, 83, (C), 860-878 View citations (1)
11. Evaluating the scientific and technological innovation efficiency of universities in China: evidence from the global Malmquist–Luenberger index model
    Applied Economics, 2023, 55, (12), 1341-1355 View citations (2)
12. Has Chinese Certified Emission Reduction trading reduced rural poverty in China?
    Australian Journal of Agricultural and Resource Economics, 2023, 67, (03) View citations (1)
13. How do imports change the energy consumption of China? An analysis of its role in intermediate inputs and final demands
    Energy, 2023, 270, (C) View citations (6)
14. The energy rebound effect of digital development: Evidence from 285 cities in China
    Energy, 2023, 270, (C) View citations (16)
15. The impact of producer services agglomeration on green economic development: Evidence from 278 Chinese cities
    Energy Economics, 2023, 124, (C) View citations (9)
16. The optimal product pricing and carbon emissions reduction profit allocation of CET-covered enterprises in the cooperative supply chain
    Annals of Operations Research, 2023, 329, (1), 871-899
17. Volatility Forecasting of Crude Oil Market: Which Structural Change Based GARCH Models have Better Performance?
    The Energy Journal, 2023, 44, (1), 175-194 View citations (2)
18. Volatility forecasting of crude oil futures market: Which structural change-based HAR models have better performance?
    International Review of Financial Analysis, 2023, 85, (C) View citations (7)

2022

19. Does China's carbon emissions trading scheme affect the market power of high-carbon enterprises?
    Energy Economics, 2022, 108, (C) View citations (28)
20. Does technological innovation benefit energy firms’ environmental performance? The moderating effect of government subsidies and media coverage
    Technological Forecasting and Social Change, 2022, 180, (C) View citations (19)
21. Forecasting crude oil prices with shrinkage methods: Can nonconvex penalty and Huber loss help?
    Energy Economics, 2022, 110, (C) View citations (13)
22. How does air pollution affect urban innovation capability? Evidence from 281 cities in China
    Structural Change and Economic Dynamics, 2022, 61, (C), 166-178 View citations (11)
23. How does global transport sector improve the emissions reduction performance? A demand-side analysis
    Applied Energy, 2022, 311, (C) View citations (6)
24. Impact of government subsidy on the optimal R&D and advertising investment in the cooperative supply chain of new energy vehicles
    Energy Policy, 2022, 164, (C) View citations (13)
25. The effect of environmental regulation and skill premium on the inflow of FDI:Evidence from Chinese industrial sectors
    International Review of Economics & Finance, 2022, 81, (C), 227-242 View citations (5)
26. The impact of institutional analyst forecast divergence on crude oil market: Evidence from the mixed frequency models
    International Review of Financial Analysis, 2022, 84, (C) View citations (1)

2021

27. Bear, Bull, Sidewalk, and Crash: The Evolution of the US Stock Market Using Over a Century of Daily Data
    Finance Research Letters, 2021, 43, (C) View citations (2)
    See also Working Paper Bear, Bull, Sidewalk, and Crash: The Evolution of the US Stock Market Using Over a Century of Daily Data, Working Papers (2020) (2020)
28. Does higher education development facilitate carbon emissions reduction in China
    Applied Economics, 2021, 53, (47), 5490-5502 View citations (9)
29. Does the risk aversion of crude oil market investors have directional predictability for the precious metal and agricultural markets?
    China Agricultural Economic Review, 2021, 13, (4), 894-911 View citations (2)
30. Exploring the dynamic price discovery, risk transfer and spillover among INE, WTI and Brent crude oil futures markets: Evidence from the high‐frequency data
    International Journal of Finance & Economics, 2021, 26, (2), 2414-2435 View citations (9)
31. Forecasting the stock returns of Chinese oil companies: Can investor attention help?
    International Review of Economics & Finance, 2021, 76, (C), 531-555 View citations (6)
32. Has carbon emissions trading system promoted non-fossil energy development in China?
    Applied Energy, 2021, 302, (C) View citations (29)
33. How does China's carbon emissions trading (CET) policy affect the investment of CET-covered enterprises?
    Energy Economics, 2021, 98, (C) View citations (59)
34. Risk spillover between Bitcoin and conventional financial markets: An expectile-based approach
    The North American Journal of Economics and Finance, 2021, 55, (C) View citations (28)
    See also Working Paper Risk Spillover between Bitcoin and Conventional Financial Markets: An Expectile-Based Approach, Working Papers (2020) View citations (6) (2020)
35. The impact mechanism of the ETS on CO2 emissions from the service sector: Evidence from Beijing and Shanghai
    Technological Forecasting and Social Change, 2021, 173, (C) View citations (12)
36. The life cycle environmental rebound effect of battery electric vehicles in China: a provincial level analysis
    Applied Economics, 2021, 53, (25), 2888-2904 View citations (3)

2020

37. Carbon congestion effects in China's industry: Evidence from provincial and sectoral levels
    Energy Economics, 2020, 86, (C) View citations (10)
38. Does China's carbon emissions trading policy improve the technology innovation of relevant enterprises?
    Business Strategy and the Environment, 2020, 29, (3), 872-885 View citations (39)
39. Does environmental regulation policy help improve green production performance? Evidence from China's industry
    Corporate Social Responsibility and Environmental Management, 2020, 27, (2), 937-951 View citations (21)
40. Exploring the growth-adjusted energy-emission efficiency of transportation industry in China
    Energy Economics, 2020, 90, (C) View citations (28)
41. How does industrial policy affect the eco-efficiency of industrial sector? Evidence from China
    Applied Energy, 2020, 272, (C) View citations (21)
42. Measuring the Energy Saving and CO2 Emissions Reduction Potential Under China’s Belt and Road Initiative
    Computational Economics, 2020, 55, (4), 1095-1116 View citations (13)
43. The impact of US economic policy uncertainty on WTI crude oil returns in different time and frequency domains
    International Review of Economics & Finance, 2020, 69, (C), 750-768 View citations (49)
44. The impact of carbon trading on economic output and carbon emissions reduction in China’s industrial sectors
    Applied Energy, 2020, 260, (C) View citations (49)
45. The mitigation strategies for bottom environment of service-oriented public building from a micro-scale perspective: A case study in China
    Energy, 2020, 205, (C) View citations (1)

2019

46. Can the VAR model outperform MRS model for asset allocation in commodity market under different risk preferences of investors?
    International Review of Financial Analysis, 2019, 66, (C) View citations (9)
47. Crude oil price shocks, monetary policy, and China's economy
    International Journal of Finance & Economics, 2019, 24, (2), 812-827 View citations (67)
48. Do high-frequency stock market data help forecast crude oil prices? Evidence from the MIDAS models
    Energy Economics, 2019, 78, (C), 192-201 View citations (58)
49. Does carbon emissions trading affect the financial performance of high energy-consuming firms in China?
    Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards, 2019, 95, (1), 91-111 View citations (14)
50. How to effectively estimate the time-varying risk spillover between crude oil and stock markets? Evidence from the expectile perspective
    Energy Economics, 2019, 84, (C) View citations (16)
51. The impact of investor sentiment on crude oil market risks: evidence from the wavelet approach
    Quantitative Finance, 2019, 19, (8), 1357-1371 View citations (35)
52. The optimal hedge strategy of crude oil spot and futures markets: Evidence from a novel method
    International Journal of Finance & Economics, 2019, 24, (1), 186-203 View citations (9)
53. The time-varying spillover effect between WTI crude oil futures returns and hedge funds
    International Review of Economics & Finance, 2019, 61, (C), 156-169 View citations (13)
54. Volatility forecasting of crude oil market: Can the regime switching GARCH model beat the single-regime GARCH models?
    International Review of Economics & Finance, 2019, 59, (C), 302-317 View citations (34)

2018

55. Drivers Analysis of CO 2 Emissions from the Perspective of Carbon Density: The Case of Shandong Province, China
    IJERPH, 2018, 15, (8), 1-24 View citations (1)
56. Energy efficiency, carbon emission performance, and technology gaps: Evidence from CDM project investment
    Energy Policy, 2018, 115, (C), 119-130 View citations (58)
57. Evaluating the dynamic performance of energy portfolios: Empirical evidence from the DEA directional distance function
    European Journal of Operational Research, 2018, 269, (1), 64-78 View citations (27)
58. The allocation of PhD enrolment quotas in China’s research-oriented universities based on equity and efficiency principles
    Applied Economics, 2018, 50, (37), 3992-4004 View citations (1)
59. The dynamic information spill-over effect of WTI crude oil prices on China’s traditional energy sectors
    China Agricultural Economic Review, 2018, 10, (3), 516-534 View citations (4)
60. The impact of China's Central Rise Policy on carbon emissions at the stage of operation in road sector
    Economic Modelling, 2018, 71, (C), 159-173 View citations (9)
61. The linkages of sectoral carbon dioxide emission caused by household consumption in China: evidence from the hypothetical extraction method
    Empirical Economics, 2018, 54, (4), 1743-1775 View citations (23)
62. Volatility forecasting of crude oil market: A new hybrid method
    Journal of Forecasting, 2018, 37, (8), 781-789 View citations (22)

2017

63. An investigation of disaster education in elementary and secondary schools: evidence from China
    Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards, 2017, 89, (3), 1009-1029 View citations (4)
64. Can environmental innovation facilitate carbon emissions reduction? Evidence from China
    Energy Policy, 2017, 100, (C), 18-28 View citations (267)
65. Carbon emission quota allocation among China’s industrial sectors based on the equity and efficiency principles
    Annals of Operations Research, 2017, 255, (1), 117-140 View citations (57)
66. Energy rebound effect in China's Industry: An aggregate and disaggregate analysis
    Energy Economics, 2017, 61, (C), 199-208 View citations (47)
67. Exploring the direct rebound effect of residential electricity consumption: An empirical study in China
    Applied Energy, 2017, 196, (C), 132-141 View citations (47)
68. How does investor attention affect international crude oil prices?
    Applied Energy, 2017, 205, (C), 336-344 View citations (58)
69. The direct and indirect CO2 rebound effect for private cars in China
    Energy Policy, 2017, 100, (C), 149-161 View citations (27)
70. The impact of urbanization on residential energy consumption in China: An aggregated and disaggregated analysis
    Renewable and Sustainable Energy Reviews, 2017, 75, (C), 220-233 View citations (65)
71. “De-financialization” of commodities? Evidence from stock, crude oil and natural gas markets
    Energy Economics, 2017, 68, (C), 228-239 View citations (82)

2016

72. How to assess and manage energy performance of numerous telecommunication base stations: Evidence in China
    Applied Energy, 2016, 164, (C), 436-445 View citations (2)
73. Interpreting the movement of oil prices: Driven by fundamentals or bubbles?
    Economic Modelling, 2016, 55, (C), 226-240 View citations (58)
74. Research on carbon emission trading mechanisms: current status and future possibilities
    International Journal of Global Energy Issues, 2016, 39, (1/2), 89-107 View citations (12)
75. The CO2 emission efficiency, reduction potential and spatial clustering in China’s industry: Evidence from the regional level
    Applied Energy, 2016, 174, (C), 213-223 View citations (67)
76. The effect of corruption on carbon dioxide emissions in APEC countries: A panel quantile regression analysis
    Technological Forecasting and Social Change, 2016, 112, (C), 220-227 View citations (59)

2015

77. A novel hybrid method for crude oil price forecasting
    Energy Economics, 2015, 49, (C), 649-659 View citations (122)
78. Direct energy rebound effect for road passenger transport in China: A dynamic panel quantile regression approach
    Energy Policy, 2015, 87, (C), 303-313 View citations (59)
79. Exploring the WTI crude oil price bubble process using the Markov regime switching model
    Physica A: Statistical Mechanics and its Applications, 2015, 421, (C), 377-387 View citations (38)
80. Interpreting the crude oil price movements: Evidence from the Markov regime switching model
    Applied Energy, 2015, 143, (C), 96-109 View citations (93)
81. Investigating the CO 2 emission differences among China’s transport sectors and their influencing factors
    Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards, 2015, 77, (2), 1323-1343 View citations (27)
82. Investigating the residential energy consumption behaviors in Beijing: a survey study
    Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards, 2015, 75, (1), 243-263 View citations (15)
83. The allocation of carbon emission intensity reduction target by 2020 among provinces in China
    Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards, 2015, 79, (2), 921-937 View citations (19)
84. The bubble process of international crude oil futures prices: empirical evidence from the STAR model
    International Journal of Global Energy Issues, 2015, 38, (1/2/3), 109-125 View citations (3)
85. The decomposition of energy-related carbon emission and its decoupling with economic growth in China
    Renewable and Sustainable Energy Reviews, 2015, 41, (C), 1255-1266 View citations (197)
86. The impact of China's carbon allowance allocation rules on the product prices and emission reduction behaviors of ETS-covered enterprises
    Energy Policy, 2015, 86, (C), 176-185 View citations (76)

2014

87. Does China factor matter? An econometric analysis of international crude oil prices
    Energy Policy, 2014, 72, (C), 78-86 View citations (51)
88. Regional allocation of carbon emission quotas in China: Evidence from the Shapley value method
    Energy Policy, 2014, 74, (C), 454-464 View citations (73)
89. The impact of economic growth, industrial structure and urbanization on carbon emission intensity in China
    Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards, 2014, 73, (2), 579-595 View citations (167)

2013

90. Decomposing the changes of energy-related carbon emissions in China: evidence from the PDA approach
    Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards, 2013, 69, (1), 1109-1122 View citations (42)
    See also Working Paper Decomposing the changes of energy-related carbon emissions in China: Evidence from the PDA approach, CEEP-BIT Working Papers (2013) View citations (42) (2013)
91. Estimating the energy saving potential of telecom operators in China
    Energy Policy, 2013, 61, (C), 448-459 View citations (7)
    See also Working Paper Estimating the energy saving potential of telecom operators in China, CEEP-BIT Working Papers (2012) (2012)
92. Investigating the price discovery and risk transfer functions in the crude oil and gasoline futures markets: Some empirical evidence
    Applied Energy, 2013, 104, (C), 220-228 View citations (47)
93. Public perception of climate change in China: results from the questionnaire survey
    Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards, 2013, 69, (1), 459-472 View citations (23)
    See also Working Paper Public perception of climate change in China: Results from the questionnaire survey, CEEP-BIT Working Papers (2013) View citations (24) (2013)
94. Speculative trading and WTI crude oil futures price movement: An empirical analysis
    Applied Energy, 2013, 107, (C), 394-402 View citations (49)

2012

95. The impact of acid rain on China’s socioeconomic vulnerability
    Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards, 2012, 64, (2), 1671-1683

2011

96. Estimating the 'value at risk' of EUA futures prices based on the extreme value theory
    International Journal of Global Energy Issues, 2011, 35, (2/3/4), 145-157 View citations (8)
    See also Working Paper Estimating the 'value at risk' of EUA futures prices based on the extreme value theory, CEEP-BIT Working Papers (2010) (2010)
97. Interpreting the dynamic nexus between energy consumption and economic growth: Empirical evidence from Russia
    Energy Policy, 2011, 39, (5), 2265-2272 View citations (47)
    See also Working Paper Interpreting the dynamic nexus between energy consumption and economic growth: Empirical evidence from Russia, CEEP-BIT Working Papers (2010) (2010)
98. The dynamic influence of advanced stock market risk on international crude oil returns: an empirical analysis
    Quantitative Finance, 2011, 11, (7), 967-978 View citations (32)
99. The impact of financial development on carbon emissions: An empirical analysis in China
    Energy Policy, 2011, 39, (4), 2197-2203 View citations (350)
    See also Working Paper The impact of financial development on carbon emissions: an empirical analysis in China, CEEP-BIT Working Papers (2010) View citations (3) (2010)

2010

100. An overview of current research on EU ETS: Evidence from its operating mechanism and economic effect
     Applied Energy, 2010, 87, (6), 1804-1814 View citations (188)
     See also Working Paper An overview of current research on EU ETS: Evidence from its operating mechanism and economic effect, CEEP-BIT Working Papers (2009) View citations (5) (2009)
101. The crude oil market and the gold market: Evidence for cointegration, causality and price discovery
     Resources Policy, 2010, 35, (3), 168-177 View citations (221)
     See also Working Paper The crude oil market and the gold market: Evidence for cointegration, causality and price discovery, CEEP-BIT Working Papers (2009) View citations (2) (2009)

2009

102. Review of Study on Resin Dye-Fixatives on Cotton Fabrics
     Modern Applied Science, 2009, 3, (10), 9

2008

103. Estimating 'Value at Risk' of crude oil price and its spillover effect using the GED-GARCH approach
     Energy Economics, 2008, 30, (6), 3156-3171 View citations (128)
104. Spillover effect of US dollar exchange rate on oil prices
     Journal of Policy Modeling, 2008, 30, (6), 973-991 View citations (240)