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J

Jin E. Zhang

university of otago

26H指数
135论文数
2.6K被引数
收录论文 23
发表时间
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The economic value of forecasting and strategy gains in volatility timing波动性时机选择中预测和战略增益的经济价值
errFinance Research Letters
IF6.9
err2026-03-27
err0
PREAI
errWen Xu; Pakorn Aschakulporn; Jin E. Zhang
err分享
err收藏
The rare disaster concern index: RIX罕见灾难关注指数：RIX
errGlobal Finance Journal
IF5.5
err2025-12-02
err0
errOAAI
errWeihan Li; Jin E. Zhang; Xinfeng Ruan; Pakorn Aschakulporn
err分享
err收藏
VIX term structure and future realized volatilityVIX利率结构与未来已实现波动率
errApplied Economics
IF2.1
err2025-12-01
err0
PREAI
errLi, Tianjiao; Aschakulporn, Pakorn; Zhang, Jin E.
err分享
err收藏
Option-pricing formulas with skewness and kurtosis包含偏度和峰度的期权定价公式
errREVIEW OF DERIVATIVES RESEARCH
IF0.9
err2025-11-19
err0
PREAI
errAschakulporn, Pakorn; Zhang, Jin E.
err分享
err收藏
Modeling and Forecasting the CBOE VIX With the TVP-HAR Model
errJOURNAL OF FORECASTING
IF2.7
err2025-02-01
err0
errOAAI
errXu, Wen; Aschakulporn, Pakorn; Zhang, Jin E.
err分享
err收藏
Smirking in the energy market: Evidence from the Chinese crude oil options market
errINTERNATIONAL REVIEW OF FINANCIAL ANALYSIS
IF9.8
err2024-11-01
err0
errOAAI
errYue, Tian; Li, Lu-Lu; Ruan, Xinfeng; Zhang, Jin E.
err分享
err收藏
Do short-term market swings improve realized volatility forecasts?
errFINANCE RESEARCH LETTERS
IF6.9
err2023-12-01
err2
errOAAI
errZhang, Junyu; Ruan, Xinfeng; Zhang, Jin E.
err分享
err收藏
Carr and Wu's (2020) framework in the oil ETF option market
errJOURNAL OF COMMODITY MARKETS
IF4.5
err2023-09-01
err1
PREAI
errJia, Xiaolan; Ruan, Xinfeng; Zhang, Jin E.
err分享
err收藏
Risk-neutral moments and return predictability: International evidence
errJOURNAL OF FORECASTING
IF2.7
err2022-11-30
err0
errOAAI
errZhang, Junyu; Ruan, Xinfeng; Zhang, Jin E.
err分享
err收藏
Option traders are concerned about climate risks: ESG ratings and short-term sentiment
errJOURNAL OF BEHAVIORAL AND EXPERIMENTAL FINANCE
IF4.7
err2022-09-01
err16
PREAI
errFord, Jansson M.; Gehricke, Sebastian A.; Zhang, Jin E.
err分享
err收藏
National air pollution and the cross-section of stock returns in China
errJOURNAL OF BEHAVIORAL AND EXPERIMENTAL FINANCE
IF4.7
err2021-12-01
err12
PREAI
errKirk-Reeve, Samuel; Gehricke, Sebastian A.; Ruan, Xinfeng; Zhang, Jin E.
err分享
err收藏
Implied volatility smirk in the Australian dollar market
errACCOUNTING AND FINANCE
IF2.6
err2021-01-06
err1
PREAI
errStuart, Connor J. A.; Gehricke, Sebastian A.; Zhang, Jin E.; Ruan, Xinfeng
err分享
err收藏
Ambiguity on uncertainty and the equity premium
errFINANCE RESEARCH LETTERS
IF6.9
err2021-01-01
err5
PREAI
errRuan, Xinfeng; Zhang, Jin E.
err分享
err收藏
The Chinese equity index options market
errEMERGING MARKETS REVIEW
IF4.6
err2020-12-01
err7
PREAI
errYue, Tian; Zhang, Jin E.; Tan, Eric K. M.
err分享
err收藏
New Zealand whole milk powder options
errACCOUNTING AND FINANCE
IF2.6
err2020-07-23
err5
PREAI
errAschakulporn, Pakorn; Zhang, Jin E.
err分享
err收藏
Moment spreads in the energy market
errENERGY ECONOMICS
IF14.2
err2019-06-01
err4
PREAI
errRuan, Xinfeng; Zhang, Jin E.
err分享
err收藏
Risk-neutral moments in the crude oil market
errENERGY ECONOMICS
IF14.2
err2018-05-01
err16
PREAI
errRuan, Xinfeng; Zhang, Jin E.
err分享
err收藏
Equilibrium asset pricing under the Levy process with stochastic volatility and moment risk premiums
errECONOMIC MODELLING
IF4.7
err2016-04-01
err11
PREAI
errRuan, Xinfeng; Zhu, Wenli; Huang, Jiexiang; Zhang, Jin E.
err分享
err收藏
Hedging volatility risk对冲波动风险
errJOURNAL OF BANKING & FINANCE
IF3.8
err2006-03-01
err35
PREAI
errBrenner, M; Ou, EY; Zhang, JE
err分享
err收藏
A unified intrinsic functional expansion theory for solitary waves
errACTA MECHANICA SINICA
IF4.6
err2005-02-12
err16
errOAAI
errWu, TY; Kao, J; Zhang, JE
err分享
err收藏

研究方向

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合作学者
合作期刊
P
Paul R. Kleindorfer
H 指数: 52 · 论文数: 375
C
Chunli Chen
H 指数: 34 · 论文数: 236
Y
Yishen Li
H 指数: 28 · 论文数: 87
W
Wen Xu
H 指数: 26 · 论文数: 321
M
Menachem Brenner
H 指数: 25 · 论文数: 100
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