长期从事金融领域的学术研究，以一作/通讯发表60余篇论文，其国内外期刊包括Journal of Empirical Finance、International Journal of Forecasting、Journal of International Financial Markets, Institutions & Money、Quantitative Finance、Journal of Futures Markets、European Journal of Finance、Energy Economics、Journal of Forecasting、International Review of Financial Analysis、Pacific-Basin Finance Journal和系统工程理论与实践、管理评论等，累计8篇入选ESI高被引论文。担任40余本SSCI/SCI/CSSCI期刊的审稿人。
个人及论文信息参考链接
ResearchGate主页：https://www.researchgate.net/profile/Yaojie_Zhang
Google Scholar主页：https://scholar.google.com/citations?user=kZ2vWlEAAAAJ&hl=zh-CN
个人主页：https://sites.google.com/126.com/zhang/home
部分论文清单
· 国际期刊
第一作者
1 Zhang Yaojie, Wahab M. I. M., Wang Yudong. Forecasting crude oil market volatility using variable selection and common factor.[J]. International Journal of Forecasting, 2022, forthcoming
2 Zhang Yaojie, Wang Yudong. Forecasting crude oil futures market returns: A PCA combination approach.[J]. International Journal of Forecasting, 2022, forthcoming.
3 Zhang Yaojie, He Mengxi, Wen Danyan, Wang Yudong. Forecasting Bitcoin volatility: A new insight from the threshold regression model.[J]. Journal of Forecasting, 2022, forthcoming.
4 Zhang Yaojie, Ma Feng, Liang Chao, Zhang Yi. Good variance, bad variance, and stock return predictability.[J]. International Journal of Finance & Economics, 2021, 26 (3): 4410-4423.
5 Zhang Yaojie, Wang Yudong, Ma Feng. Forecasting US stock market volatility: How to use international volatility information.[J]. Journal of Forecasting, 2021, 40 (5): 733-768.
6 Zhang Yaojie, Lei Likun, Wei Yu. Forecasting the Chinese stock market volatility with international market volatilities: The role of regime switching.[J]. The North American Journal of Economics and Finance, 2020, 52: 101145.
7 Zhang Yaojie, Liang Chao, Jin Daxiang. A novel insurance system for associated loans: The realization of reducing bankruptcy cost.[J]. Management Decision, 2020, 58 (1): 146-163.
8 Zhang Yaojie, Ma Feng, Liao Yin. Forecasting global equity market volatilities.[J]. International Journal of Forecasting, 2020, 36 (4): 1454-1475.
9 Zhang Yaojie, Ma Feng, Wang Tianyi, Liu Li. Out-of-sample volatility prediction: A new mixed-frequency approach.[J]. Journal of Forecasting, 2019, 38 (7): 669-680.
10 Zhang Yaojie, Ma Feng, Wang Yudong. Forecasting crude oil prices with a large set of predictors: Can LASSO select powerful predictors?[J]. Journal of Empirical Finance, 2019, 54: 97-117.
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, 81: 1109-1120.
12 Zhang Yaojie, Ma Feng, Zhu Bo. Intraday momentum and stock return predictability: Evidence from China.[J]. Economic Modelling, 2019, 76: 319-329.
13 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, 19 (9): 1425-1438.
14 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.
15 Zhang Yaojie, Wei Yu, Zhang Yi, Jin Daxiang. Forecasting oil price volatility: Forecast combination versus shrinkage method.[J]. Energy Economics, 2019, 80: 423-433.
16 Zhang Yaojie, Zeng Qing, Ma Feng, Shi Benshan. Forecasting stock returns: Do less powerful predictors help?[J]. Economic Modelling, 2019, 78: 32-39.
17 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.
18 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.
通讯作者
1 Wen Danyan, He Mengxi, Zhang Yaojie, Wang Yudong. Forecasting realized volatility of Chinese stock market: A simple but efficient truncated approach.[J]. Journal of Forecasting, 2022, 41 (2): 230-251.
2 Wen Danyan, Liu Li, Wang Yudong, Zhang Yaojie. Forecasting crude oil market returns: Enhanced moving average technical indicators.[J]. Resources Policy, 2022, 76: 102570.
3 He Mengxi, Hao Xianfeng, Zhang Yaojie, Meng Fanyi. Forecasting stock return volatility using a robust regression model.[J]. Journal of Forecasting, 2021, 40 (8): 1463-1478.
4 He Mengxi, Zhang Yaojie, Wen Danyan, Wang Yudong. Forecasting crude oil prices: A scaled PCA approach.[J]. Energy Economics, 2021, 97: 105189.
5 Lei Likun, Zhang Yaojie, Wei Yu, Zhang Yi. Forecasting the volatility of Chinese stock market: An international volatility index.[J]. International Journal of Finance & Economics, 2021, 26 (1): 1336-1350.
6 Wen Danyan, Wang Yudong, Zhang Yaojie. Intraday return predictability in China’s crude oil futures market: New evidence from a unique trading mechanism.[J]. Economic Modelling, 2021, 96: 209-219.
7 Liang Chao, Wei Yu, Zhang Yaojie. Is implied volatility more informative for forecasting realized volatility: An international perspective.[J]. Journal of Forecasting, 2020, 39 (8): 1253-1276.
8 Liu Li, Ma Feng, Zeng Qing, Zhang Yaojie. Forecasting the aggregate stock market volatility in a data-rich world.[J]. Applied Economics, 2020, 52 (32): 3448-3463.
9 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.
· 国内期刊
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.
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.
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.
张耀杰, 史本山, 金大祥, 李楼生. 具有证券背景的独立董事有助于企业并购吗[J]. 上海金融, 2018(9): 29-36.
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, 2019, 39(10): 2502-2511.
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, 2020, 32 (8): 29-39.
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, 2020, 29 (4): 212-220..
史本山, 张耀杰. 债务结构、违约点宽容和贷款保险定价的改进[J]. 保险研究, 2016(4): 38-46.