张耀杰

阅读: 783

   名:张耀杰

    别:

出生年月:199106

政治面貌:中共党员

    称:副教授

研究方向:金融工程,金融市场预测,金融计量,能源金融,资产定价,公司金融

 

教育经历:

2014.09-2019.06 西南交通大学网投信誉平台管理学博士

2010.09-2014.06 西南交通大学数学学院理学学士

 

部分学术成果(*为通讯作者):

[1]      Zhang Yaojie*, Shi Benshan. Non-tradable shares pricing and optimal default point based on hybrid KMV models: Evidence from China[J]. Knowledge-Based Systems, 2016, 110: 202-209.

[2]      Zhang Yaojie, Ma Feng*, Shi Benshan, Huang Dengshi. Forecasting the prices of crude oil: An iterated combination approach[J]. Energy Economics, 2018, 70: 472-483. (高被引论文)

[3]      Zhang Yaojie*, Shi Benshan. Does default point vary with firm size?[J]. Applied Economics Letters, 2018, 25(15): 1078-1082.

[4]      Zhang Yaojie, Ma Feng*, Zhu Bo. Intraday momentum and stock return predictability: Evidence from China[J]. Economic Modelling, 2019, 76: 319-329.

[5]      Zhang Yaojie, Wei Yu*, Liu Li. Improving forecasting performance of realized covariance with extensions of HAR-RCOV model: Statistical significance and economic value[J]. Quantitative Finance, 2019, forthcoming.

[6]      Zhang Yaojie, Wei Yu*, Ma Feng, Yi Yongsheng. Economic constraints and stock return predictability: A new approach[J]. International Review of Financial Analysis, 2019, 63: 1-9.

[7]      Zhang Yaojie, Wei Yu*, Zhang Yi, Jin Daxiang. Forecasting oil price volatility: Forecast combination versus shrinkage method[J]. Energy Economics, 2019, 80: 423-433.

[8]      Zhang Yaojie, Zeng Qing, Ma Feng*, Shi Benshan. Forecasting stock returns: Do less powerful predictors help?[J]. Economic Modelling, 2019, 78: 32-39.

[9]      Zhang Yaojie*, Liang Chao, Jin Daxiang. A novel insurance system for associated loans: The realization of reducing bankruptcy cost[J]. Management Decision, 2019, forthcoming.

[10]   Zhang Yaojie, Ma Feng*, Wang Tianyi, Liu Li. Out-of-sample volatility prediction: A new mixed-frequency approach[J]. Journal of Forecasting, 2019, forthcoming.

[11]   Zhang Yaojie, Ma Feng*, Wei Yu. Out-of-sample prediction of the oil futures market volatility: A comparison of new and traditional combination approaches[J]. Energy Economics, 2019, https://doi.org/10.1016/j.eneco.2019.05.018.

[12]   Ma Feng, Wahab M. I. M., Zhang Yaojie*. Forecasting the U.S. stock volatility: An aligned jump index from G7 stock markets[J]. Pacific-Basin Finance Journal, 2019, 54: 132-146. (作者按字母序)

[13]   Liu Jing, Ma Feng, Zhang Yaojie*. Forecasting the Chinese stock volatility across global stock markets[J]. Physica A: Statistical Mechanics and its Applications, 2019, 525: 466-477. (作者按字母序)

[14]   Liu Jing, Ma Feng, Yang Ke*, Zhang Yaojie. Forecasting the oil futures price volatility: Large jumps and small jumps[J]. Energy Economics, 2018, 72: 321-330. (共同一作且字母序)

[15]   张耀杰, 史本山, 周圣. 保证贷款的贷款保险定价研究[J]. 保险研究, 2015(7): 49-57.

[16]   张耀杰, 郭靖, 史本山. ST“戴帽能够提高公司价值和经营绩效吗——基于倾向值匹配和双重差分模型的因果推断[J]. 工业工程与管理, 2017, 22(4): 127-133.

[17]   张耀杰, 史本山. 基于障碍期权的贷款保险定价研究[J]. 运筹与管理, 2018, 27(6): 148-155.

[18]   张耀杰, 史本山, 魏宇, 金大祥. 提前违约的贷款及其贷款保险定价研究 [J]. 系统工程理论与实践, forthcoming.

[19]   张耀杰, 李杰刚, 史本山. 企业与证券公司的股权关联对企业并购的影响[J]. 管理评论, forthcoming.

[20]   张耀杰, 李杰刚, 史本山. ST摘帽如何影响公司价值和股价[J]. 运筹与管理, forthcoming.

 

学术兼职:

担任Energy Economics, Knowledge-Based Systems, International Review of Financial Analysis, International Journal of Finance and Economics, Emerging Markets Finance and TradeSSCI/SCI期刊的匿名审稿人

 

电子邮箱:yaojiezhang@njust.edu.cn

评论功能已关闭。