Journal Article/s
2017
Liyan Han; Qiuna Lv; Libo Yin*. Can investor attention predict oil prices? Energy Economics, 2017, 66: 547-558. DOI: 10.1016/j.eneco.2017.04.018
Liyan Han; Yang Xu; Libo Yin*. Does investor attention matter? The attention-return relationships in FX markets. Economic Modelling, 2017. DOI: 10.1016/j.econmod.2017.06.015
Yimin Zhou; Liyan Han; Libo Yin*. Is the relationship between gold and the U.S. dollar always negative? The role of macroeconomic uncertainty. Applied Economics, 2017, 1-17. DOI: 10.1080/00036846.2017.1313956
Zhiyuan Pan; Yudong Wang*; Chongfeng Wu; Libo Yin. Oil price volatility and macroeconomic fundamentals: A regime switching GARCH-MIDAS model. Journal of Empirical Finance, 2017, 43: 130--142. DOI: 10.1016/j.jempfin.2017.06.005
Ding Ding; Liyan Han; Libo Yin*. Systemic risk and dynamics of contagion: a duplex inter-bank network. Quantitative Finance, 2017, 17(9): 1435--1445. DOI: 10.1080/14697688.2016.1274046
Liyan Han; Ziying Li; Libo Yin*. The effects of investor attention on commodity futures markets. Journal of Futures Markets, 2017, 37(10): 1031--1049. DOI: 10.1002/fut.21853
Zhi Su; Tong Fang; Libo Yin*. The role of news-based implied volatility among US financial markets. Economics Letters, 2017, 157: 24--27. DOI: 10.1016/j.econlet.2017.05.028
2016
Xu Wang; Liyan Han; Libo Yin*. Environmental Efficiency and Its Determinants for Manufacturing in China. Sustainability, 2016, 9(1): 47. DOI: 10.3390/su9010047
Lei Li; Libo Yin*; Yimin Zhou. Exogenous shocks and the spillover effects between uncertainty and oil price. Energy Economics, 2016, 54: 224--234. DOI: 10.1016/j.eneco.2015.11.017
Liyan Han; Mengchao Qi; Libo Yin*. Macroeconomic policy uncertainty shocks on the Chinese economy: a GVAR analysis. Applied Economics, 2016, 48(51): 4907--4921. DOI: 10.1080/00036846.2016.1167828
Libo Yin*; Qingyuan Yang; Zhi Su. Predictability of structural co-movement in commodity prices: the role of technical indicators. Quantitative Finance, 2016, 17(5): 795--812. DOI: 10.1080/14697688.2016.1225977
Libo Yin*; Qingyuan Yang. Predicting the oil prices: Do technical indicators help? Energy Economics, 2016, 56: 338-350. DOI: 10.1016/j.eneco.2016.03.017
Libo Yin*; Yimin Zhou. What Drives Long-term Oil Market Volatility? Fundamentals versus Speculation. Economics: The Open-Access, Open-Assessment E-Journal, 2016. DOI: 10.5018/economics-ejournal.ja.2016-20
2015
Libo Yin*; Liyan Han. Co-movements in commodity prices: Global, sectoral and commodity-specific factors. Economics Letters, 2015, 126: 96--100. DOI: 10.1016/j.econlet.2014.11.027
Liyan Han; Qingqing Zheng; Lei Li; Libo Yin. Do foreign institutional investors stabilize the capital market? Economics Letters, 2015, 136: 73--75. DOI: 10.1016/j.econlet.2015.09.008
Libo Yin*.Does oil price respond to macroeconomic uncertainty? New evidence. Empirical Economics, 2015, 51(3): 921--938. DOI: 10.1007/s00181-015-1027-7
Liyan Han; Yimin Zhou; Libo Yin*. Exogenous impacts on the links between energy and agricultural commodity markets. Energy Economics, 2015, 49: 350--358. DOI: 10.1016/j.eneco.2015.02.021
Libo Yin*; Liyan Han. Macroeconomic impacts on commodity prices: China vs. the United States. Quantitative Finance, 2015, 16(3): 489--500. DOI: 10.1080/14697688.2015.1018308
Libo Yin*; Liyan Han. Risk management for international portfolios with basket options: A multi-stage stochastic programming approach. Journal of Systems Science and Complexity, 2015, 28(6): 1279--1306. DOI: 10.1007/s11424-015-3001-z
2014
Libo Yin*; Liyan Han. Macroeconomic uncertainty: does it matter for commodity prices? Applied Economics Letters, 2014, 21(10): 711--716. DOI: 10.1080/13504851.2014.887181
Libo Yin*; Liyan Han. Spillovers of macroeconomic uncertainty among major economies. Applied Economics Letters, 2014, 21(13): 938--944. DOI: 10.1080/13504851.2014.899665
2013
Libo Yin*; Liyan Han. Exogenous Shocks and Information Transmission in Global Copper Futures Markets. Journal of Futures Markets, 2013, 33(8): 724--751. DOI: 10.1002/fut.21610
Libo Yin*; Liyan Han. Hedging International Foreign Exchange Risks via Option Based Portfolio Insurance. Computational Economics. 2013, 45(1): 151--181. DOI: 10.1007/s10614-013-9414-7
Libo Yin*; Liyan Han. International Assets Allocation with Risk Management via Multi-Stage Stochastic Programming. Computational Economics, 2013. DOI: 10.1007/s10614-013-9365-z
Libo Yin*; Liyan Han. Options strategies for international portfolios with overall risk management via multi-stage stochastic programming. Annals of Operations Research, 2013, 206(1): 557--576. DOI: 10.1007/s10479-013-1375-7
Liyan Han; Qiuna Lv; Libo Yin*. Can investor attention predict oil prices? Energy Economics, 2017, 66: 547-558. DOI: 10.1016/j.eneco.2017.04.018
Liyan Han; Yang Xu; Libo Yin*. Does investor attention matter? The attention-return relationships in FX markets. Economic Modelling, 2017. DOI: 10.1016/j.econmod.2017.06.015
Yimin Zhou; Liyan Han; Libo Yin*. Is the relationship between gold and the U.S. dollar always negative? The role of macroeconomic uncertainty. Applied Economics, 2017, 1-17. DOI: 10.1080/00036846.2017.1313956
Zhiyuan Pan; Yudong Wang*; Chongfeng Wu; Libo Yin. Oil price volatility and macroeconomic fundamentals: A regime switching GARCH-MIDAS model. Journal of Empirical Finance, 2017, 43: 130--142. DOI: 10.1016/j.jempfin.2017.06.005
Ding Ding; Liyan Han; Libo Yin*. Systemic risk and dynamics of contagion: a duplex inter-bank network. Quantitative Finance, 2017, 17(9): 1435--1445. DOI: 10.1080/14697688.2016.1274046
Liyan Han; Ziying Li; Libo Yin*. The effects of investor attention on commodity futures markets. Journal of Futures Markets, 2017, 37(10): 1031--1049. DOI: 10.1002/fut.21853
Zhi Su; Tong Fang; Libo Yin*. The role of news-based implied volatility among US financial markets. Economics Letters, 2017, 157: 24--27. DOI: 10.1016/j.econlet.2017.05.028
2016
Xu Wang; Liyan Han; Libo Yin*. Environmental Efficiency and Its Determinants for Manufacturing in China. Sustainability, 2016, 9(1): 47. DOI: 10.3390/su9010047
Lei Li; Libo Yin*; Yimin Zhou. Exogenous shocks and the spillover effects between uncertainty and oil price. Energy Economics, 2016, 54: 224--234. DOI: 10.1016/j.eneco.2015.11.017
Liyan Han; Mengchao Qi; Libo Yin*. Macroeconomic policy uncertainty shocks on the Chinese economy: a GVAR analysis. Applied Economics, 2016, 48(51): 4907--4921. DOI: 10.1080/00036846.2016.1167828
Libo Yin*; Qingyuan Yang; Zhi Su. Predictability of structural co-movement in commodity prices: the role of technical indicators. Quantitative Finance, 2016, 17(5): 795--812. DOI: 10.1080/14697688.2016.1225977
Libo Yin*; Qingyuan Yang. Predicting the oil prices: Do technical indicators help? Energy Economics, 2016, 56: 338-350. DOI: 10.1016/j.eneco.2016.03.017
Libo Yin*; Yimin Zhou. What Drives Long-term Oil Market Volatility? Fundamentals versus Speculation. Economics: The Open-Access, Open-Assessment E-Journal, 2016. DOI: 10.5018/economics-ejournal.ja.2016-20
2015
Libo Yin*; Liyan Han. Co-movements in commodity prices: Global, sectoral and commodity-specific factors. Economics Letters, 2015, 126: 96--100. DOI: 10.1016/j.econlet.2014.11.027
Liyan Han; Qingqing Zheng; Lei Li; Libo Yin. Do foreign institutional investors stabilize the capital market? Economics Letters, 2015, 136: 73--75. DOI: 10.1016/j.econlet.2015.09.008
Libo Yin*.Does oil price respond to macroeconomic uncertainty? New evidence. Empirical Economics, 2015, 51(3): 921--938. DOI: 10.1007/s00181-015-1027-7
Liyan Han; Yimin Zhou; Libo Yin*. Exogenous impacts on the links between energy and agricultural commodity markets. Energy Economics, 2015, 49: 350--358. DOI: 10.1016/j.eneco.2015.02.021
Libo Yin*; Liyan Han. Macroeconomic impacts on commodity prices: China vs. the United States. Quantitative Finance, 2015, 16(3): 489--500. DOI: 10.1080/14697688.2015.1018308
Libo Yin*; Liyan Han. Risk management for international portfolios with basket options: A multi-stage stochastic programming approach. Journal of Systems Science and Complexity, 2015, 28(6): 1279--1306. DOI: 10.1007/s11424-015-3001-z
2014
Libo Yin*; Liyan Han. Macroeconomic uncertainty: does it matter for commodity prices? Applied Economics Letters, 2014, 21(10): 711--716. DOI: 10.1080/13504851.2014.887181
Libo Yin*; Liyan Han. Spillovers of macroeconomic uncertainty among major economies. Applied Economics Letters, 2014, 21(13): 938--944. DOI: 10.1080/13504851.2014.899665
2013
Libo Yin*; Liyan Han. Exogenous Shocks and Information Transmission in Global Copper Futures Markets. Journal of Futures Markets, 2013, 33(8): 724--751. DOI: 10.1002/fut.21610
Libo Yin*; Liyan Han. Hedging International Foreign Exchange Risks via Option Based Portfolio Insurance. Computational Economics. 2013, 45(1): 151--181. DOI: 10.1007/s10614-013-9414-7
Libo Yin*; Liyan Han. International Assets Allocation with Risk Management via Multi-Stage Stochastic Programming. Computational Economics, 2013. DOI: 10.1007/s10614-013-9365-z
Libo Yin*; Liyan Han. Options strategies for international portfolios with overall risk management via multi-stage stochastic programming. Annals of Operations Research, 2013, 206(1): 557--576. DOI: 10.1007/s10479-013-1375-7