Prof. Ping Li

School of Economics and Management

Beihang University, China

Professor

Email: liping124@buaa.edu.cn

Qualifications

2000 Ph.D., Chinese Academy of Sciences, China

1997 M.Sc., Hubei University, China

1990 B.Sc., Hubei University, China

Publications (Selected)

1. Han, Y., Li, P., Li, J., & Wu, S. (2024). Diversification benefits of green bonds in China: a dynamic robust optimization approach. Review of Quantitative Finance and Accounting, 1-29.
2. Li, P., Wang, Y., Li, M., & Gao, H. (2024). The power of speed: High-speed railways and scientific research competitiveness in China. Journal of Asian Economics, 95, 101833.
3. Ma, J., Yang, K., Luo, K., Li, P., & He, A. (2024). A three-level nested portfolio optimization model with position allocation. Applied Soft Computing, 165, 112054.
4. Li, P., Wang, Y., Jianxiong, W., & Gao, H. (2023). Cream-skimming in Private Loan Market: Evidence from the Opening of High-Speed Railway. Available at SSRN 4468983.
5. Ping, L. I., Yanhong, G. U. O., & Hui, M. E. N. G. (2022). The impact of CoCo bonds on banking system's net value. Finance Research Letters, 47, 102743.
6. Wang, D., Li, P., & Huang, L. (2022). Time-frequency volatility spillovers between major international financial markets during the COVID-19 pandemic. Finance Research Letters, 46, 102244.
7. Li, P., Guo, Y., & Meng, H. (2022). The default contagion of contingent convertible bonds in financial network. The North American Journal of Economics and Finance, 60, 101661.
8. Mu, S., Huang, G., Li, P., & Hou, Y. (2022). A Study on Volatility Spillovers among International Stock Markets during the Russia‐Ukraine Conflict. Discrete Dynamics in Nature and Society, 2022(1), 4948444.
9. Jie, L. I., Huang, L., & Ping, L. I. (2021). Are Chinese crude oil futures good hedging tools?. Finance Research Letters, 38, 101514.
10. Fangfang, L. I., & Ping, L. I. (2021). Dynamic correlations and spillover effects between CoCo bonds and other financial assets: Evidence from European banking. Finance Research Letters, 38, 101486.
11. Li, J., & Li, P. (2021). Empirical analysis of the dynamic dependence between WTI oil and Chinese energy stocks. Energy Economics, 93, 104299.
12. Han, Y., Li, P., Li, J., & Wu, S. (2020). Robust portfolio selection based on copula change analysis. Emerging Markets Finance and Trade, 56(15), 3635-3645.
13. Han, Y., Li, P., Li, J., & Wu, S. (2020). Robust portfolio selection based on copula change analysis. Emerging Markets Finance and Trade, 56(15), 3635-3645.
14. Han, Y., Li, P., & Wu, S. (2020). Does green bond improve portfolio diversification? Evidence from China. Evidence from China (July 1, 2020).
15. Li, P., Meng, H., & Yu, F. (2018). Chinese write-down bonds and bank capital structure. Quantitative Finance, 18(9), 1543-1558.
16. Yang, T., Hou, W., & Li, P. (2018). Short-run price performance of venture capital trust in initial public offerings. Finance Research Letters, 25, 177-182.
17. Ping, L., Ziyi, Z., Tianna, Y., & Qingchao, Z. (2018). The relationship among China’s fuel oil spot, futures and stock markets. Finance Research Letters, 24, 151-162.
18. Han, Y., Li, P., & Xia, Y. (2017). Dynamic robust portfolio selection with copulas. Finance Research Letters, 21, 190-200.
19. Han, Y., & Li, P. (2017). An empirical study of chance-constrained portfolio selection model. Procedia computer science, 122, 1189-1195.
20. Li, P., Han, Y., & Xia, Y. (2016). Portfolio optimization using asymmetry robust mean absolute deviation model. Finance Research Letters, 18, 353-362.

Profile Details

https://semen.buaa.edu.cn/Faculty/Finance/LI_Ping/Profile.htm

https://scholar.google.com.hk/citations?user=hKnHfogAAAAJ&hl=zh-CN&oi=sra

https://www.researchgate.net/profile/Ping-Li-60