Yuqian Zhao

University of Essex

Lecturer in Finance

Essex Business School

Wivenhoe Park

Colchester, CO4 3SQ

United Kingdom

http://https://www.essex.ac.uk/people/zhaoy37900/yuqian-zhao

SCHOLARLY PAPERS

4

DOWNLOADS

326

SSRN CITATIONS

11

CROSSREF CITATIONS

1

Scholarly Papers (4)

1.

Combination Forecasting of Energy Demand in the UK

Number of pages: 38 Posted: 30 Jan 2017
Marco R. Barassi and Yuqian Zhao
University of Birmingham and University of Essex
Downloads 131 (257,889)
Citation 1

Abstract:

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Demand for Energy; Forecasting; Model Averaging

2.

Searching for Safe-haven Assets During the COVID-19 Pandemic

Number of pages: 27 Posted: 19 May 2020
Qiang Ji, Dayong Zhang and Yuqian Zhao
Chinese Academy of Sciences (CAS) - Institute of Policy and Management, Southwestern University of Finance and Economics (SWUFE) - Research Institute of Economics & Management and University of Essex
Downloads 122 (272,139)
Citation 13

Abstract:

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COVID-19, Cross-quantilogram, Safe-haven assets, Sequential detection, Tail change

3.

Change-Point Detection in the Covariance Structure of Multivariate Volatility Models

Number of pages: 27 Posted: 24 Oct 2017
University of Birmingham, University of Utah and University of Essex
Downloads 45 (475,609)

Abstract:

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Change-point detection, Conditional Correlations, Multivariate models

4.

Fractional Integration v Structural Change: Testing the Convergence of CO2 Emissions

Number of pages: 52 Posted: 30 Jan 2017
University of Birmingham, Brunel University London - Economics and Finance and University of Essex
Downloads 28 (558,644)

Abstract:

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Fractional Integration, Local Whittle Estimation, Structural Change