A theory based on the exponential approximation of the liquid-state theory is applied to study properties of several models of one-component Yukawa plasma characterized by different values of the screening parameter z. The results of the new theory are compared to the results of a conventional theory, which is based on the first-order mean spherical approximation, and to the results of a Monte Carlo simulation. The new theory shows improvements in the predictions for the thermodynamic and structural properties of Yukawa plasmas with high and intermediate values of the screening parameter, z, and coupling parameter, Γ. For low values of z and Γ, the new theory is comparable in accuracy to the conventional theory, which in turn agrees well with the results of the Monte Carlo simulation.