Dai, Z.F, Jiang, Q.N. G20 systemic risk: Are structural oil price shocks driving factors? [J]. Expert Systems With Applications, 2025, 260,125430. (中科院1區，A1論文)
Dai, Z.F, Jiang F., Kang J., Xue B. Stock return predictability in the frequency domain[J]. International Journal of Forecasting, 2025, doi: 10.1016/j.ijforecast.2024. 11.007. (SSCI，ABS三星期刊)
Dai, Z.F., Zhu, H., Chang, X., Wen, F. Forecasting stock returns: the role of VIX-based upper and lower shadow of Japanese candlestick. Financial Innovation, 2025,11,19. (中科院1區，A1論文)
Dai, Z.F., Zhu, H.Y. Climate policy uncertainty and urban green total factor productivity: Evidence from China[J]. International Review of Financial Analysis, 2024, 96, 103593. (SSCI，ABS三星期刊)
Dai, Z.F., Zhang, X. Climate policy uncertainty and risks taken by the bank: Evidence from China. International Review of Financial Analysis, 2023, 87, 102579. (SSCI，ABS三星期刊)
Dai, Z.F., Zhu, H.Y. Time-varying spillover effects and investment strategies between WTI crude oil, Natural Gas and Chinese stock markets related to Belt and Road initiative. Energy Economics, 2022，107, 105883. (SSCI，ABS三星期刊)
Dai, Z.F., Kang, J. Some new efficient mean-variance portfolio selection models, International Journal of Finance & Economics, 2022, 27:4784-4796. (SSCI，ABS三星期刊)
Dai, Z.F., Peng, Y. Economic policy uncertainty and stock market sector time-varying spillover effect: Evidence from China, North American Journal of Economics and Finance, 2022, 62, 101745。(SSCI，ABS三星期刊)
Dai, Z.F., Zhu, J. Time-frequency connectedness and cross-quantile dependence between crude oil, Chinese commodity market, stock market and investor sentiment, Energy Economics, 2022, 114, 106226. (SSCI，ABS三星期刊)
Dai, Z.F., Li, T. Forecasting stock return volatility: The role of shrinkage approaches in a data-rich environment. Journal of Forecasting, 2022, 41, 980-996. （SSCI）
戴志鋒，朱皓陽. 我國石油、黃金、房地產和金融部門間系統風險動態溢出效應研究[J]. 系統工程理論與實踐, 2022, 2022, 42, 2603-2616。（管理學部A類期刊）
Dai, Z.F., Kang, J. Predicting stock returns: a risk measurement perspective. International Review of Financial Analysis, 2021, 74, 101676. （SSCI）
戴志鋒，康杰. 人民幣匯率的可預測性與預測因子選擇[J]. 系統工程理論與實踐，2021，41(11): 2822-2836. （管理學部A類期刊）
Dai, Z.F., Kang, J.. Efficient predictability of oil price: The role of number of IPOs and U.S.dollar index. Resources Policy, 2021, 74, 102297. （SSCI）
Dai, Z.F., Chang, X. Forecasting stock market volatility: can the risk aversion measure exert an important role? North American Journal of Economics and Finance, 2021, 59, 101510. （SSCI）
Dai, Z.F., Zhou, H. The skewness of oil price returns and equity premium predictability. Energy Economics, 2021, 94, 105069. （SSCI）
Dai, Z.F., Zhu, H. New technical indicators and stock returns predictability, International Review of Economics and Finance, 2021, 71: 127-142. （SSCI）
Dai, Z.F., Kang, J. Bond yield and crude oil prices predictability. Energy Economics, 2021, 97, 105205（SSCI, ABS三星期刊）
Dai, Z.F., Zhu, H. Indicator selection and stock return predictability. North American Journal of Economics and Finance, 2021, 57, 101394. （SSCI）
Dai, Z.F., Zhu, H. Forecasting stock market returns: new technical indicators and two-step economic constraint method. North American Journal of Economics and Finance, 2020, 53, 101216. （SSCI）
