Contact Information

 

ŸAddress: School of Finance, Central University of Finance and Economics, 39 College South Road, Haidian District, Beijing, 100081      

 

ŸEmail: yinlibowsxbb@126.com

 

ŸGoogle Scholar page: https://scholar.google.com/citations?user=is1Vk-kAAAAJ

 

Research Area/Interests

 

ŸEmpirical asset pricing, International finance, Financial markets, Commodities

 

Current Academic Position

 

ŸJan. 2020- present   Professor, School of Finance, Central University of Finance and Economics

 

ŸSep. 2017- Sep. 2018 Visiting Scholar, College of Business, Stony Brook University

 

ŸOct. 2015- Dec. 2019 Associate Professor, School of Finance, Central University of Finance and Economics

 

ŸJul. 2013- Sep. 2015   Assistant Professor, School of Finance, Central University of Finance and Economics

 

Teaching  

 

ŸInvestment/ International Financial management/ Risk Management/ International Finance/ International Economics (Undergraduate)        

 

ŸEmpirical Financial Research/ Financial Frontier and Literature Reading (PhD Candidate)        

 

Education

ŸSep. 2009- Jun. 2013.    

 

Ph.D. in Finance Engineering, School of Economics and Management, Beihang University      

 

Supervisor: Prof. Liyan Han    

 

ŸSep. 2005- Jun. 2009    

 

B.A. in Mathematics, School of Mathematics, Hefei University of Technology    

 

Published Papers        

 

In English (* Corresponding Author)

 

ŸLibo Yin*, Ya Wei. Aggregate profit instability and time variations in momentum returns: Evidence from China[J]. Pacific-Basin Finance Journal, 2020, 60, 101276. (SSCI)      

 

ŸLibo Yin*, Huiyi Liao. Firm's quality increases and the cross-section of stock returns: Evidence from China[J]. International Review of Economics and Finance, 2020, 66, 228-243. (SSCI)      

 

ŸLibo Yin*, Ya Wei, Liyan Han. Firms' profit instability and the cross-section of stock returns: Evidence from China[J]. Research in International Business and Finance, 2020, 53, 101203. (SSCI)      

 

ŸLibo Yin*. Can the intermediary capital risk predict foreign exchange rates?[J]. Finance Research Letters, 2020, Forthcoming. (SSCI)      

 

ŸLibo Yin*, Jing Nie, Liyan Han. Intermediary asset pricing in commodity futures returns[J]. Journal of Futures Markets, 2020, Forthcoming. (SSCI)      

 

ŸLibo Yin*, Xiyuan Ma. Oil shocks and stock volatility: new evidence via a Bayesian, graph-based VAR approach[J]. Applied Economics, 2020, 52(11): 1163-1180. (SSCI)      

 

ŸLibo Yin*, Liyan Han. International assets allocation with risk management via multi-stage stochastic programming [J]. Computational Economics, 2020, 55: 383-405. (SSCI\SCIE)      

 

ŸXue Jiang, Liyan Han, Libo Yin*. Can skewness of the futures-spot basis predict currency[J]. Journal of Futures Markets, 2019, 39(11): 1435-1449. (SSCI)    

 

ŸXue Jiang, Liyan Han, Libo Yin*. Currency strategies based on momentum, carry trade and skewness[J]. Physica A: Statistical Mechanics and its Applications, 2019, 517: 121-131. (SCIE)    

 

ŸXue Jiang, Liyan Han, Libo Yin*. Can skewness predict currency excess returns?[J]. The North American Journal of Economics and Finance, 2019, 48: 628-641. (SSCI)    

 

ŸLibo Yin*, Tengjia Shu T, Zhi Su. Common idiosyncratic volatility and returns: From an investment horizon perspective[J]. International Journal of Finance & Economics, 2019, 24(1): 370-390. (SSCI)      

 

ŸLiyan Han, Xue Jiang, Libo Yin*. The predictive performance of the currency futures basis for spot returns[J]. Quantitative Finance, 2019, 19(3): 391-405. (SSCI)    

 

ŸFeng He, Ziwei Wang, Libo Yin. Asymmetric volatility spillovers between international economic policy uncertainty and the US stock market[J]. The North American Journal of Economics and Finance, 2019, Forthcoming. (SSCI)    

 

ŸYou Wu, Libo Yin*, Liyan Han. Our currency, your attention Contagion spillovers of investor attention on currency returns[J]. Economic Modelling, 2019, 80: 49-61. (SSCI)    

 

ŸYang Liu, Liyan Han, Libo Yin*. News implied volatility and long-term foreign exchange market volatility[J]. International Review of Financial Analysis, 2019, 61:126-142. (SSCI)    

 

ŸZhi Su, Man Lu, Libo Yin*. Chinese stock returns and the role of news-based uncertainty[J]. Emerging Markets Finance and Trade, 2019, 55: 2949-2969. (SSCI)    

 

ŸLiyan Han, Yang Liu, Libo Yin*. Uncertainty and currency performance: A quantile-on-quantile approach[J]. The North American Journal of Economics and Finance, 2019, 48: 702-729. (SSCI)    

 

ŸZhi Su, Tong Fang, Libo Yin*. Understanding stock market volatility: What is the role of US uncertainty?[J]. The North American Journal of Economics and Finance, 2019, 48: 582-590. (SSCI)    

 

ŸFeng He, Ziwei Wang, Libo Yin. Asymmetric volatility spillovers between international economic policy uncertainty and the US stock market[J]. The North American Journal of Economics and Finance, 2019, Forthcoming. (SSCI)    

 

ŸYou Wu, Libo Yin*, Liyan Han. Our currency, your attention Contagion spillovers of investor attention on currency returns[J]. Economic Modelling, 2019, 80: 49-61. (SSCI)    

 

ŸYang Liu, Liyan Han, Libo Yin*. News implied volatility and long-term foreign exchange market volatility[J]. International Review of Financial Analysis, 2019, 61:126-142. (SSCI)    

 

ŸZhi Su, Man Lu, Libo Yin*. Chinese stock returns and the role of news-based uncertainty[J]. Emerging Markets Finance and Trade, 2019, 55: 2949-2969.    

 

ŸLiyan Han, Yang Liu, Libo Yin*. Uncertainty and currency performance: A quantile-on-quantile approach[J]. The North American Journal of Economics and Finance, 2019, 48: 702-729. (SSCI)    

 

ŸZhi Su, Tong Fang, Libo Yin*. Understanding stock market volatility: What is the role of US uncertainty?[J]. The North American Journal of Economics and Finance, 2019, 48: 582-590. (SSCI)    

 

ŸYang Xu, Liyan Han, Li Wan, Libo Yin*. Dynamic link between oil prices and exchange rates: A non-linear approach[J]. Energy Economics, 2019, 84: 104488. (SSCI)    

 

ŸLibo Yin*, Yang Wang. Forecasting the oil prices: What is the role of skewness risk?[J]. Physica A: Statistical Mechanics and its Applications, 2019, 534: 120600. (SCIE)      

 

ŸLiyan Han, Qiuna Lv, Libo Yin*. The effect of oil returns on the stock markets network[J]. Physica A: Statistical Mechanics and its Applications, 2019, 533: 122044. (SCIE)    

 

ŸXuan Mo, Zhi Su, Libo Yin*. Can the skewness of oil returns affect stock returns? Evidence from China’s A-Share markets[J]. The North American Journal of Economics and Finance, 2019, 50: 101042. (SSCI)    

 

ŸLibo Yin*, Jiabao Feng. Oil market uncertainty and international business cycle dynamics[J]. Energy Economics, 2019, 81: 728-740. (SSCI)      

 

ŸLibo Yin*, Jiabao Feng, Li Liu, Yudong Wang. It's not that important: The negligible effect of oil market uncertainty[J]. International Review of Economics and Finance, 2019, 60: 62-84. (SSCI)      

 

ŸLibo Yin*, Jiabao Feng. Can investors attention on oil markets predict stock returns?[J]. The North American Journal of Economics and Finance, 2019, 48: 786-800. (SSCI)      

 

ŸZhi Su, Tengjia Shu, Libo Yin*. The pricing effect of the common pattern in firm-level idiosyncratic volatility: Evidence from A-Share stocks of China [J]. Physica A: Statistical Mechanics and its Applications, 2018, 497: 218-235. (SCIE)    

 

ŸQiuna Lv, Liyan Han, Yipeng Wan, Libo Yin*. Stock net entropy: Evidence from the Chinese growth enterprise market[J]. Entropy, 2018, 20: 805(1-22). (SCIE)    

 

ŸLiyan Han, Ziying Li, Libo Yin*. Investor attention and stock returns: International evidence [J]. Emerging Markets Finance and Trade, 2018, 51(14): 3168-3188. (SSCI)    

 

ŸLiyan Han, Yang Xu, Libo Yin*. Forecasting the CNY-CNH pricing differential: The role of investor attention[J]. Pacific-Basin Finance Journal, 2018, 49: 232-247. (SSCI)    

 

ŸLiyan Han, You Wu, Libo Yin*. Investor attention and currency performance: International evidence [J]. Applied Economics, 2018, 50(23): 2525-2551. (SSCI)    

 

ŸYimin Zhou, Liyan Han, Libo Yin*. Is the relationship between gold and the U.S. dollar always negative? The role of macroeconomic uncertainty [J]. Applied Economics, 2018, 50(4):354-370. (SSCI)      

 

ŸLiyan Han, Yang Xu, Libo Yin*. Does investor attention matter? The attention-return relationships in FX markets [J]. Economic Modelling, 2018, 68: 644-660. (SSCI)    

 

ŸZhi Su, Tong Fang, Libo Yin*. Does NVIX matter for market volatility? Evidence from Asia-Pacific markets [J]. Physica A: Statistical Mechanics and its Applications, 2018, 492: 506-516. (SCIE)    

 

ŸYang Liu, Liyan Han, Libo Yin*. Does news uncertainty matter for commodity futures markets? Heterogeneity in energy and non-energy sectors[J]. Journal of Futures Markets, 2018, 38: 1246-1261. (SSCI)    

 

ŸYudong Wang, Yu Wei, Chongfeng Wu, Libo Yin. Oil and the short-term predictability of stock return volatility[J]. Journal of Empirical Finance, 2018, 47: 90-104. (SSCI)    

 

ŸZhi Su, Man Lu, Libo Yin*. Oil prices and news-based uncertainty: Novel evidence[J]. Energy Economics, 2018, 72: 331-340. (SSCI)    

 

ŸLibo Yin*, Xiyuan Ma. Causality between oil shocks and exchange rate: A Bayesian, graph-based VAR approach[J]. Physica A: Statistical Mechanics and its Applications, 2018, 508: 434-453. (SCIE)      

 

ŸYanran Wu, Tingting Liu, Liyan Han, Libo Yin*. Optimistic bias of analysts' earnings forecasts: Does investor sentiment matter in China?[J]. Pacific-Basin Finance Journal, 2018, 49: 147-163. (SSCI)    

 

ŸZhiyuan Pan, Yudong Wang, Chongfeng Wu, Libo Yin. Oil price volatility and macroeconomic fundamentals: A regime switching GARCH-MIDAS model [J]. Journal of Empirical Finance, 2017, 43: 130-142. (SSCI)    

 

ŸLiyan Han, Ziying Li, Libo Yin*. The effects of investor attention on commodity futures markets [J]. Journal of Futures Markets, 2017, 37(10): 1031-1049. (SSCI)    

 

ŸDing Ding, Liyan Han, Libo Yin*. Structure of systemic risk and dynamics of contagion: A duplex inter-bank network [J]. Quantitative Finance, 2017, 17(9): 1435-1445. (SSCI)    

 

ŸLibo Yin, Qingyuan Yang, Zhi Su*. Predictability of structural co-movement in commodity prices: the role of technical indicators [J]. Quantitative Finance, 2017, 17(5): 795-812. (SSCI)      

 

ŸZhi Su, Tong Fang, Libo Yin*. The role of news-based implied volatility among US financial markets [J]. Economics Letters, 2017, 157: 24-27. (SSCI)    

 

ŸJiabao Feng, Yudong Wang, Libo Yin*. Oil volatility risk and stock market volatility predictability: Evidence from G7 countries [J]. Energy Economics, 2017, 68: 240-254. (SSCI)    

 

ŸLiyan Han, Qiuna Lv, Libo Yin*. Can investor attention predict oil prices? [J]. Energy Economics, 2017, 66C: 547-558. (SSCI)    

 

ŸYimin Zhou, Liyan Han, Dan Wang, Libo Yin*. A moment-based criterion for determining the number of components in a normal mixture model [J]. Journal of Systems Engineering and Electronics, 2017, 28(4), 801-809. (SCIE)    

 

ŸXu Wang, Liyan Han, Libo Yin*. Environmental efficiency and its determinants for manufacturing in China [J]. Sustainability, 2017, 9(1): 47. (SSCI)    

 

ŸLibo Yin*, Liyan Han. Macroeconomic impacts on commodity prices: China vs. the United States [J]. Quantitative Finance, 2016, 16(3): 489-500. (SSCI)      

 

ŸLibo Yin*. Does oil price respond to macroeconomic uncertainty? New evidence [J]. Empirical Economics, 2016, 51(3): 921-938. (SSCI)      

 

ŸLibo Yin*, Qingyuan Yang. Predicting the oil prices: Do technical indicators help? [J]. Energy Economics, 2016, 56: 338-350. (SSCI)      

 

ŸLei, Li, Libo Yin*, Yimin Zhou. Exogenous shocks and the spillover effects between uncertainty and oil price [J]. Energy Economics, 2016, 54: 224-234. (SSCI)    

 

ŸLiyan Han, Mengchao Qi, Libo Yin*. Macroeconomic policy uncertainty shocks on the Chinese economy: a GVAR analysis [J]. Applied Economics, 2016, 48(51): 4907-4921. (SSCI)    

 

ŸLibo Yin*, Yimin Zhou. What drives long-term oil market volatility: Fundamentals versus speculation [J]? Economics-J, 2016, 10: 1-27. (SSCI)      

 

ŸLibo Yin*, Liyan Han. Co-movements in commodity prices: Global, sectoral and commodity-specific factors [J]. Economics Letters, 2015, 126: 96-100．(SSCI)    

 

ŸLiyan Han, Yimin Zhou, Libo Yin*. Exogenous impacts on the links between energy and agricultural commodity markets [J]. Energy Economics, 2015, 49: 350-358. (SSCI)    

 

ŸLibo Yin*, Liyan Han. Hedging international foreign exchange risks via option based portfolio insurance[J]. Computational Economics, 2015, 45: 151-181．(SSCI\SCIE)    

 

ŸLibo Yin*, Liyan Han. Risk management for international portfolios with basket options: A multi-stage stochastic programming approach [J]. Journal of System Science and Complexity, 2015, 28(6): 1279-1306. (SCIE)      

 

ŸLibo Yin*, Liyan Han. Spillovers of macroeconomic uncertainty among major economics [J]. Applied Economics Letters, 2014, 21(13): 938-944. (SSCI)      

 

ŸLibo Yin*, Liyan Han. Macroeconomic uncertainty: does it matter for commodity prices?  [J]. Applied Economics Letters, 2014, 21(10): 711-716. (SSCI)      

 

ŸLibo Yin*, Liyan Han. Exogenous shocks and information transmission in global copper futures markets [J]. Journal of Futures Markets, 2013, 33(8): 724-751. (SSCI)      

 

ŸLibo Yin*, Liyan Han. Options strategies for international portfolios with overall risk management via multi-stage stochastic programming [J]. Annals of Operations Research, 2013, 206: 557-576. (SCI)      

 

ŸPing Li, Libo Yin. A copula-based regime-switching model for rainbow option pricing [A]. The 2012 International Conference on Business Intelligence and Financial Engineering [C], Lanzhou and Tunhuang, August 18-21, 2012.      

 

ŸLibo Yin*, Liyan Han. Forwards or options? Currency risk hedging for international portfolios via stochastic programming [J]. International Research Journal of Finance and Economics, 2011, 72(August): 84-99.      

 

ŸLibo Yin*, Liyan Han. Optimize International Portfolio via Stochastic Programming [A]. The 2011 International Conference on Management and Service Science [C], Wuhan, August 12-14, 2011.      

 

In Chinese        

 

ŸLibo Yin, Huiyi Liao. Is there a quality premium in the Chinese A-share market[J]. Journal of Financial Research, 2019, 10: 170-187. (in Chinese)    

 

ŸLibo Yin, Ya Wei, Fuling Han. Study on characteristics and influence factors of time-varying anomalies in China’s stock market[J]. Chinese Journal of management Science, 2019, 27(8): 14-25. (in Chinese)    

 

ŸLibo Yin, Qingyuan Yang, Liyan Han. Can technical indicators forecast commodity prices? Evidence form China[J]. Journal of Management Sciences in China, 2018, 21(6): 99-109. (in Chinese)    

 

ŸYongqiang Sun, Libo Yin, Yonghong Du. The dynamic impact of economic policy uncertainty on economic fluctuations [J]. Comparative Economic & Social Systems, 2018, 6: 129-137. (in Chinese)    

 

ŸLibo Yin, You Wu. The research of offshore RMB’s regional influence：An perspective based on information spillover [J]. Journal of Financial Research, 2017, 8: 1-14. (in Chinese)

 

ŸLibo Yin, Liyan Han. Dynamic hedging strategy based on long-term investment perspective: crude oil futures portfolio for case analysis [J].Journal of Systems Engineering, 2017, 32(2): 218-232. (in Chinese)

 

ŸLibo Yin, Qin Li. A study on the impact of investor attention on RMB exchange rate spreads---based on the GARCH-MIDAS model [J]. Journal of Management Science, 2017, 30(5): 147-159. (in Chinese)    

 

ŸLibo Yin, You Wu. The dynamic relationship between investor attention and RMB exchange rate: Based on the perspective of uncertainty effect [J]. Journal of Finance and Economics, 2017, 32(2): 3-19. (in Chinese)    

 

ŸZhi Su, Tong Fang, Libo Yin. Correlation of the virtual and the real economy: Empirical research at the level of scale and periodicity [J]. Social Sciences in China, 2017, 8: 87-109. (in Chinese)    

 

ŸLiyan Han, Lixin Cai, Libo Yin. Green incentive in Chinese securities market: Four factor model [J]. Journal of Financial Research, 2017, 1: 145-161. (in Chinese)

 

ŸFangxian Dai, Libo Yin. Can stock index futures improve the market efficiency? Finance & Trade Economics, 2017, 38(8): 36-51. (in Chinese)

 

ŸFangzhe Dai, Libo Yin. Does face-changing behavior increase stock idiosyncratic volatility? [J]. Management Review, 2017, 29(5): 14-22. (in Chinese)    

 

ŸFangxian Dai, Libo Yin. The systemic risk of Chinese stock market: Based on the risk-comovement of individual[J]. Review of Investment Studies, 2017, 36(4): 75-89. (in Chinese)    

 

ŸLibo Yin, Yiyi Liu. Are Chinese commodity futures markets financialized? Evidence from international stock markets [J]. Journal of Financial Research, 2016, 3: 189-206. (in Chinese)    

 

ŸZhi Su, Libo Yin, Xuan Fu. Public expectations and the impact of quantitative easing: evidence from international commodity markets [J]. The Journal of World Economy, 2015, 10: 56-78. (in Chinese)

 

ŸLibo Yin, Liyan Han. The way of hedging against inflation: strategic perspective and tactical selection [J]. Journal of Management Sciences in China, 2015, 18(3): 64-77. (in Chinese)

 

ŸZhi Su, Libo Yin, Tong Fang. The quantitative easing and commodity market: spillover，asymmetry and long-memory[J]. Journal of Financial Research, 2015, 3: 68-82. (in Chinese)    

 

ŸLibo Yin, Liyan Han. Multi-stage stochastic programming model for active and dynamic government bonds investment strategies [J]. Chinese Journal of management Science, 2015, 23(6): 9-16. (in Chinese)    

 

ŸLibo Yin, Yiyi Liu.Is gold a safe haven asset? Based on the perspective of macroeconomic uncertainty [J]. Studies of International Finance, 2015, 7: 87-96. (in Chinese)    

 

ŸLibo Yin, Liyan Han. Strategic allocation of commodities: views from national utility and risk hedging [J]. Management World, 2014, 7: 39-51. (in Chinese)    

 

ŸLibo Yin, Liyan Han. Research on characteristics of imported inflation in China——degree, sources and channels [J]. The Journal of Quantitative & Technical Economics, 2014, 31(7): 52-67. (in Chinese)    

 

ŸLibo Yin, Liyan Han. The study of international commodity assets industry allocation strategy [J]. System Engineering Theory and Practice, 2014, 34: 560-574. (in Chinese)    

 

ŸLibo Yin, Liyan Han. Comprehensive strategy for currency risk hedging in global investment [J]. Chinese Journal of Management Science, 2014, 22(2): 1-6. (in Chinese)    

 

ŸLibo Yin, Liyan Han, Minshu Cui. Pricing of RMB Index Futures [J]. Management Review, 2013, 25(9): 51-61. (in Chinese)    

 

ŸLiyan Han, Libo Yin. Speculation or real demand? A multi-vision economic analysis of the international commodity prices impact factors [J]. Economic Research Journal, 2012, 12: 83-96. (in Chinese)    

 

ŸLibo Yin, Liyan Han. Structural conduction of external shocks on PPI index——FAVAR model based analysis in comprehensive perspective [J]. The Journal of Quantitative & Technical Economics, 2012, 12: 66-81. (in Chinese)    

 

ŸLibo Yin, Liyan Han. The hedging value and strategy of RMB foreign currency options: Based on the perspective of stochastic programming [J]. Journal of Management Sciences in China, 2012, 15(11): 31-44. (in Chinese)    

 

Published Books        

 

ŸLiqing Zhang, Libo Yin. The Internationalization of the RMB: The influence of Offshore Market, Guangzhou: Guangdong Economic Press (in Chinese), April 2019.    

 

ŸLibo Yin, Strategic Asset Allocation in Commodity Markets, Beijing: Economic Science Press (in Chinese), June 2017.      

 

ŸLibo Yin, Research on International Asset Strategic Allocation via Stochastic Programming Model, Beijing: Economic Science Press (in Chinese), March 2017.      

 

Research Projects              

Ÿ2019-2022, in charge of the project “Multi-dimensional information content of international crude oil markets under the background of commodity financialization-Based on dual network structure with ripple diffusion mechanism”, funded by National Natural Science Foundation of China.    

 

Ÿ2017-2020, in charge of the project “Research on multiple coupling commodity pricing model with behavior factors”, funded by National Natural Science Foundation of China.      

 

Ÿ2015-2017, in charge of the project “Research on commodity assets strategic allocation”, funded by National Natural Science Foundation of China.    

 

Invited Presentations        

 

ŸConferences    

 

Trinity College Dublin & Tianjin University & Tianjin University of Finance and Economics, Conference on International Finance Asia-Pacific, Tianjin, China, 2019    

 

Zhejiang University of Finance and Economics, International Conference on Internet Finance 2019, Hangzhou, China, 2019    

 

Ningbo University & Research Academy of Belt & Road at Ningbo University, International Conference on Financial Development and Stability in Dynamic Global Economy 2019, Ningbo, China, 2019    

 

The Journal of International Financial Markets, Institutions and Money & University of Manitoba & Shandong University of Finance and Economics, The 2019 Cross Country Perspective in Finance Symposium, Jinan, China, 2019    

 

China Energy Finance Network & Yunnan University of Finance and Economics, International Conference on Energy Finance 2019, Kunming, China, 2019    

 

The 16th Chinese Finance Annual Meeting, Hangzhou, China, 2019    

 

Journal of Management Science, Financial Theory and Financial Market, Harbin, China, 2019    

 

Fudan University, 7th International Conference on Futures and Other Derivatives, Shanghai, China, 2018    

 

J.P. Morgan Center for Commodities & CU Denver Business School, 2nd Annual New Directions in Commodities Research International Conference, Denver, the United States, 2018    

 

University of Nottingham Ningbo, 6th International Conference on Futures and Other Derivatives, Ningbo, China, 2017    

 

University of Nottingham Ningbo China & New York University (NYU) Shanghai, IFABS Asia 2017 Ningbo China Conference (Financial Innovation, Stability and Sustainable Growth), Ningbo, China, 2017    

 

Zhejiang University, 2^nd International Conference on Energy Finance, Hangzhou, China, 2017    

 

Xiamen University, European Financial Management Symposium 2017 (Finance and Real Economy), Xiamen, China, 2017    

 

Zhejiang University , 1th International Conference on Energy Finance, Hangzhou, China, 2016    

 

Shanghai University, International Conference on Applied Financial Economics, SHU-UTS SILC Business School, Shanghai, China, 2016    

 

Tsinghua University, Network Economics and Big Data Conference, Beijing, China, 2016    

 

Shanghai Futures Exchange & Beihang University & Renmin University, 5th International Conference on Futures and Other Derivatives, Shenzhen, China, 2016    

 

Fintech and Behavioral Research in Finance, 24th Conference on the Theories and Practices of Securities and Financial Markets, Kaohsiung, Taiwan, 2016    

 

Shanghai University of Finance and Economics 2^nd Annual Shanghai Risk Forum, Shanghai, China, 2016    

 

The 13th Chinese Finance Annual Meeting, Dalian, China, 2016    

 

The 14th International Symposium on Financial Systems Engineering and Risk Management, Harbin, China, 2016    

 

The 6^th Annual Conference of Financial Engineering and Financial Risk Management Branch of OR Society of China, Dalian, China, 2016    

 

11th Asia Pacific Association of Derivatives (APAD) Conference, Busan, Korea, 2015    

 

The 13th International Symposium on Financial Systems Engineering and Risk Management, Wuhu, China, 2015    

 

Deakin University, 1st Conference on Recent Developments in Financial Econometrics and Applications, Melbourne, Australia, 2014    

 

The 11th Chinese Finance Annual Meeting, Guangxi, China, 2014    

 

The 12th International Symposium on Financial Systems Engineering and Risk Management, Taiyuan, China, 2014    

 

Academic Activities        

 

ŸAd-hoc referee    

 

Ÿ   Journal of International Money and Finance, Energy Economics, Emerging Markets Finance and Trade , Economics Letters, North American Journal of Economics and Finance, International Review of Finance, Quantitative Finance, Oxford Bulletin of Economics and Statistics, Journal of Commodity Markets, International Economic Journal, Economic Modelling, Applied Economics, Physica A, China Finance Review International