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Yin Libo

Published:2015-11-17  Views:

Contact Information

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

Email: yinlibowsxbb@126.com

Home page: https://ylbcufe.weebly.com/

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

Research Area/Interests

Empirical asset pricing, International finance, Financial markets, Commodities

Current Academic Position

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

Oct. 2015- Present Associate Professor, School of Finance, Central University of Finance and Economics

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

Teaching

Investment (Undergraduate)

International Finance/ International Financial management (Undergraduate)

Education

Sep. 2009- Jun. 2013.

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

Supervisor: Prof. Liyan Han

Sep. 2005- Jun. 2009

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

Published Papers

In English

Liyan Han, Ziying Li, Libo Yin*. Investor Attention and Stock Returns: International Evidence [J]. Emerging Markets Finance and Trade, 2018, Forthcoming. https://doi.org/10.1080/1540496X.2017.1413980

Zhi 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.

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

Yimin 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)

Zhi 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.

Liyan Han, Yang Xu, Libo Yin*. Does investor attention matter? The attention-return relationships in FX markets [J]. Economic Modelling, 2017, forthcoming. https://doi.org/10.1016/j.econmod.2017.06.015. (SSCI)

Zhiyuan 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)

Liyan 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)

Ding 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)

Libo 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)

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

Jiabao 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)

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

Yimin 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. (SSCI)

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

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

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

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

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

Liyan Han, Mengchao Qi, Libo Yin*. Macroeconomic uncertainty shock to the Chinese economy- a GVAR model [J]. Applied Economics, 2016, 48(51): 4907-4921. (SSCI)

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

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

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

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

Libo 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)

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

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

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

Libo 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)

Libo Yin*, Liyan Han. International assets allocation with risk management via multi-stage stochastic programming [J]. Computational Economics. DOI: 10.1007/s10614-013-9365-z. (SSCI/SCIE)

Ping Li, Libo Yin. A copula-based regime-switching model for rainbow option pricing [A]. The 2012 International Conference on Business Intelligence and Financial Engineering [100], Lanzhou and Tunhuang, August 18-21, 2012.

Libo 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.

Libo Yin*, Liyan Han. Optimize International Portfolio via Stochastic Programming [A]. The 2011 International Conference on Management and Service Science [100], Wuhan, August 12-14, 2011.

In Chinese

Libo 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)

Libo 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)

Libo 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)

Libo 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)

Zhi 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)

Liyan 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)

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

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

Fangxian 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)

Libo 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)

Zhi 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)

Libo 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)

Zhi 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)

Libo 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)

Libo 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)

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

Libo 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)

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

Libo 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)

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

Liyan 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)

Libo 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)

Libo 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

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

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

Research Projects

2017-2020, in charge of the project “Research on multiple coupling commodity pricing model with behavior factors”, funded by National Natural Science Foundation of China.

2015-2017, in charge of the project “Research on commodity assets strategic allocation”, funded by National Natural Science Foundation of China.

Academic Activities

Ad-hoc referee

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

管理科学学报,管理世界,金融研究,国际金融研究,财贸经济



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