LIU Li
Email：liuli40821@nau.edu.cn
Contact：025-58318523
Biography
LIU Li is a full professor of finance at Nanjing Audit University. She obtained her PhD in finance at Soochow University. Her research interest is in financial engineering, energy finance, and climate finance. Her research is supported by three National Natural Science Foundation of China projects. She was named as an Elsevier Chinese Highly Cited Researcher. She has published more than 50 papers in economics and finance journals such as Journal of Banking and Finance, Journal of Futures Markets, Oxford Bulletin of Economics and Statistics, and Journal of Empirical Finance.
Research Interests
Financial Forecasting
Energy Finance
Climate Finance
Key Publications
[1] Liu, L., Hao, X., & Wang, Y.* (2024). Solving the Forecast Combination Puzzle Using Double Shrinkages. Oxford Bulletin of Economics and Statistics, 86, 714-741.
[2] Liu, L.*, Geng, Q., Zhang, Y., & Wang, Y. (2022). Investors’ perspective on forecasting crude oil return volatility: Where do we stand today? Journal of Management Science and Engineering 7, 423-438.
[3] Pan, Z., Wang, Y., & Liu, L.* (2021). Realized bipower variation, jump components, and option valuation, Journal of Futures Markets, 41, 1933-1958.
[4] Liu, L., & Wang, Y.* (2021). Forecasting aggregate market volatility: The role of good and bad uncertainties. Journal of Forecasting, 40(1), 40-61.
[5] Liu, L., Pan, Z., & Wang, Y.* (2021). What can we learn from the return predictability over the business cycle? Journal of Forecasting, 40(1), 108-131.
