Concepedia

Zhiyuan Pan

ZP

Statistics

Publications

22

Citations

1.1K

H-Index

16

Active since

2011

Affiliations

Southwestern University of Finance and Economics(Current)

Nanjing University of Science and Technology

Shanghai Jiao Tong University

Nanjing Audit University

UNSW Sydney

Zhiyuan Pan is an author at Southwestern University of Finance and Economics specializing in business, finance, and asset pricing.

Top concepts

FinanceBusinessAsset PricingFinancial EconomicsEconomicsVolatility ModelingForecastingEngineeringEconometricsMacroeconomics

Publications per year

2011–2024

22

Publications

22

Oil price volatility and macroeconomic fundamentals: A regime switching GARCH-MIDAS model

Zhiyuan Pan, Yudong Wang, Chongfeng Wu et al. · Journal of Empirical Finance · 2017 · 200 citations

Volatility Modeling, Economics, Financial Economics +10

Oil price increases and the predictability of equity premium

Yudong Wang, Zhiyuan Pan, Li Liu et al. · Journal of Banking & Finance · 2019 · 142 citations

Empirical Finance, Economics, Financial Economics +6

Multifractal detrending moving average analysis on the US Dollar exchange rates

Yudong Wang, Chongfeng Wu, Zhiyuan Pan · Physica A Statistical Mechanics and its Applications · 2011 · 109 citations

Monetary Policy, Economics, Average Analysis +7

Weighted Double Q-learning

Zongzhang Zhang, Zhiyuan Pan, Mykel J. Kochenderfer · 2017 · 83 citations · Full text

Mathematical Programming, Artificial Intelligence, Engineering +12

Hedging crude oil using refined product: A regime switching asymmetric DCC approach

Zhiyuan Pan, Yudong Wang, Li Yang · Energy Economics · 2014 · 65 citations

Petroleum Production Engineering, Crude Oil, Asymmetric Dcc Approach +5

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