Details about jianping Li

Access statistics for papers by jianping Li.

Last updated 2022-05-04. Update your information in the RePEc Author Service.

Short-id: pli1503

Journal Articles

2022

1. A novel text-based framework for forecasting agricultural futures using massive online news headlines
   International Journal of Forecasting, 2022, 38, (1), 35-50 View citations (22)
2. Multi-objective optimization of crude oil-supply portfolio based on interval prediction data
   Annals of Operations Research, 2022, 309, (2), 611-639 View citations (6)
3. Operational risk assessment of third-party payment platforms: a case study of China
   Financial Innovation, 2022, 8, (1), 1-20 View citations (3)

2021

4. A two-stage general approach to aggregate multiple bank risks
   Finance Research Letters, 2021, 40, (C) View citations (3)
5. Aggregating risk matrices under a normative framework
   Journal of Risk Research, 2021, 24, (8), 999-1015 View citations (1)
6. China’s publications: fewer but better
   Nature, 2021, 592, (7855), 507-507 View citations (1)
7. Forecasting the price of Bitcoin using deep learning
   Finance Research Letters, 2021, 40, (C) View citations (21)
8. Measuring the risk of Chinese Fintech industry: evidence from the stock index
   Finance Research Letters, 2021, 39, (C) View citations (7)
9. Multi-scale interactions between Turkish lira exchange rates and sovereign CDS in Europe and Asia
   Applied Economics Letters, 2021, 28, (7), 599-607 View citations (1)
10. Multiscale information transmission between commodity markets: An EMD-Based transfer entropy network
    Research in International Business and Finance, 2021, 55, (C) View citations (13)
11. Predictability dynamics of multifactor-influenced installed capacity: A perspective of country clustering
    Energy, 2021, 214, (C) View citations (7)
12. Probabilistic risk assessment for interdependent critical infrastructures: A scenario-driven dynamic stochastic model
    Reliability Engineering and System Safety, 2021, 214, (C) View citations (13)
13. Spillovers between sovereign CDS and exchange rate markets: The role of market fear
    The North American Journal of Economics and Finance, 2021, 55, (C) View citations (20)
14. The intellectual capital efficiency and corporate sustainable growth nexus: comparison from agriculture, tourism and renewable energy sector
    Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development, 2021, 23, (11), 16038-16056 View citations (11)
15. The roles of political risk and crude oil in stock market based on quantile cointegration approach: A comparative study in China and US
    Energy Economics, 2021, 97, (C) View citations (20)
16. Understanding country risk assessment: a historical review
    Applied Economics, 2021, 53, (37), 4329-4341 View citations (4)

2020

17. Assessing the extreme risk spillovers of international commodities on maritime markets: A GARCH-Copula-CoVaR approach
    International Review of Financial Analysis, 2020, 68, (C) View citations (43)
18. Does the institutional diversity of editorial boards increase journal quality? The case economics field
    Scientometrics, 2020, 124, (2), 1579-1597 View citations (3)
19. Financial stress dynamics in China: An interconnectedness perspective
    International Review of Economics & Finance, 2020, 68, (C), 217-238 View citations (13)
20. How do sovereign credit default swap spreads behave under extreme oil price movements? Evidence from G7 and BRICS countries
    Finance Research Letters, 2020, 34, (C) View citations (18)
21. How does economic policy uncertainty react to oil price shocks? A multi-scale perspective
    Applied Economics Letters, 2020, 27, (3), 188-193 View citations (51)
22. Identifying the influential factors of commodity futures prices through a new text mining approach
    Quantitative Finance, 2020, 20, (12), 1967-1981 View citations (3)
23. Multi-scale interactions between economic policy uncertainty and oil prices in time-frequency domains
    The North American Journal of Economics and Finance, 2020, 51, (C) View citations (48)
24. Portfolio optimisation of material purchase considering supply risk – A multi-objective programming model
    International Journal of Production Economics, 2020, 230, (C) View citations (3)
25. Project portfolio implementation under uncertainty and interdependencies: A simulation study of behavioural responses
    Journal of the Operational Research Society, 2020, 71, (9), 1426-1436
26. Risk dependence between energy corporations: A text-based measurement approach
    International Review of Economics & Finance, 2020, 68, (C), 33-46 View citations (9)
27. Risk spillovers between FinTech and traditional financial institutions: Evidence from the U.S
    International Review of Financial Analysis, 2020, 71, (C) View citations (62)
28. Spillovers among sovereign CDS, stock and commodity markets: A correlation network perspective
    International Review of Financial Analysis, 2020, 68, (C) View citations (33)
29. Tourism companies' risk exposures on text disclosure
    Annals of Tourism Research, 2020, 84, (C) View citations (19)

2019

30. A Multiobjective Optimization Approach for Selecting Risk Response Strategies of Software Project: From the Perspective of Risk Correlations
    International Journal of Information Technology & Decision Making (IJITDM), 2019, 18, (01), 339-364 View citations (1)
31. Bank risk aggregation with forward-looking textual risk disclosures
    The North American Journal of Economics and Finance, 2019, 50, (C) View citations (13)
32. Consumer’s risk perception on the Belt and Road countries: evidence from the cross-border e-commerce
    Electronic Commerce Research, 2019, 19, (4), 823-840 View citations (3)
33. Developing a hierarchical system for energy corporate risk factors based on textual risk disclosures
    Energy Economics, 2019, 80, (C), 452-460 View citations (16)
34. Discovering bank risk factors from financial statements based on a new semi‐supervised text mining algorithm
    Accounting and Finance, 2019, 59, (3), 1519-1552 View citations (19)
35. Early identification of intellectual structure based on co-word analysis from research grants
    Scientometrics, 2019, 121, (1), 349-369 View citations (6)
36. Measuring the interdependence between investor sentiment and crude oil returns: New evidence from the CFTC's disaggregated reports
    Finance Research Letters, 2019, 30, (C), 420-425 View citations (60)
37. Network-based estimation of systematic and idiosyncratic contagion: The case of Chinese financial institutions
    Emerging Markets Review, 2019, 40, (C), - View citations (19)
38. New Challenge and Research Development in Global Energy Financialization
    Emerging Markets Finance and Trade, 2019, 55, (12), 2669-2672 View citations (11)
39. Should the Advanced Measurement Approach for Operational Risk be Discarded? Evidence from the Chinese Banking Industry
    Review of Pacific Basin Financial Markets and Policies (RPBFMP), 2019, 22, (01), 1-15 View citations (1)

2018

40. A fuzzy mapping framework for risk aggregation based on risk matrices
    Journal of Risk Research, 2018, 21, (5), 539-561 View citations (2)
41. Decomposing inequality in research funding by university-institute sub-group: A three-stage nested Theil index
    Journal of Informetrics, 2018, 12, (4), 1312-1326 View citations (8)
42. Determining the fuzzy measures in multiple criteria decision aiding from the tolerance perspective
    European Journal of Operational Research, 2018, 264, (2), 428-439 View citations (5)
43. Financial statements based bank risk aggregation
    Review of Quantitative Finance and Accounting, 2018, 50, (3), 673-694 View citations (11)
44. How to Design Rating Schemes of Risk Matrices: A Sequential Updating Approach
    Risk Analysis, 2018, 38, (1), 99-117 View citations (8)
45. Journal editorship index for assessing the scholarly impact of academic institutions: An empirical analysis in the field of economics
    Journal of Informetrics, 2018, 12, (2), 448-460 View citations (3)
46. Operational Loss Data Collection: A Literature Review
    Annals of Data Science, 2018, 5, (3), 313-337 View citations (4)
47. Option prices and stock market momentum: evidence from China
    Quantitative Finance, 2018, 18, (9), 1517-1529 View citations (8)
48. Who are the international research collaboration partners for China? A novel data perspective based on NSFC grants
    Scientometrics, 2018, 116, (1), 401-422 View citations (14)

2017

49. A Data-Driven Dynamic Programming Model for Research Position Demand Forecasting
    Annals of Data Science, 2017, 4, (1), 19-30
50. A deep learning ensemble approach for crude oil price forecasting
    Energy Economics, 2017, 66, (C), 9-16 View citations (122)
51. Expected default based score for identifying systemically important banks
    Economic Modelling, 2017, 64, (C), 589-600 View citations (8)
52. How China Deals with Big Data
    Annals of Data Science, 2017, 4, (4), 433-440 View citations (6)
53. Modeling systemic risk of crude oil imports: Case of China’s global oil supply chain
    Energy, 2017, 121, (C), 449-465 View citations (25)
54. Nonlinear Problems: Mathematical Modeling, Analyzing, and Computing for Finance 2016
    Mathematical Problems in Engineering, 2017, 2017, 1-2
55. Underestimating or overestimating the distribution inequality of research funding? The influence of funding sources and subdivision
    Scientometrics, 2017, 112, (1), 55-74 View citations (4)

2016

56. A Bayesian Networks-Based Risk Identification Approach for Software Process Risk: The Context of Chinese Trustworthy Software
    International Journal of Information Technology & Decision Making (IJITDM), 2016, 15, (06), 1391-1412 View citations (1)
57. A Systematic Overview of Operations Research/Management Science Research in Mainland China: Bibliometric Analysis of the Period 2001–2013
    Asia-Pacific Journal of Operational Research (APJOR), 2016, 33, (06), 1-26 View citations (6)
58. Statistical properties of country risk ratings under oil price volatility: Evidence from selected oil-exporting countries
    Energy Policy, 2016, 92, (C), 234-245 View citations (28)

2015

59. Change point detection for subprime crisis in American banking: From the perspective of risk dependence
    International Review of Economics & Finance, 2015, 38, (C), 18-28 View citations (7)
60. On the aggregation of credit, market and operational risks
    Review of Quantitative Finance and Accounting, 2015, 44, (1), 161-189 View citations (12)
61. Ranking the research productivity of business and management institutions in Asia–Pacific region: empirical research in leading ABS journals
    Scientometrics, 2015, 105, (2), 1253-1272 View citations (8)
62. Risk integration and optimization of oil-importing maritime system: a multi-objective programming approach
    Annals of Operations Research, 2015, 234, (1), 57-76 View citations (5)
63. Spillover effect of international crude oil market on tanker market
    International Journal of Global Energy Issues, 2015, 38, (4/5/6), 257-277 View citations (14)

2014

64. A Nonparametric Operational Risk Modeling Approach Based on Cornish-Fisher Expansion
    Discrete Dynamics in Nature and Society, 2014, 2014, 1-8
65. China's Sovereign Wealth Fund Investments in overseas energy: The energy security perspective
    Energy Policy, 2014, 65, (C), 654-661 View citations (22)
66. Identifying the dynamic relationship between tanker freight rates and oil prices: In the perspective of multiscale relevance
    Economic Modelling, 2014, 42, (C), 287-295 View citations (14)
67. Measuring external oil supply risk: A modified diversification index with country risk and potential oil exports
    Energy, 2014, 68, (C), 930-938 View citations (43)
68. Nonlinear Dynamics in Financial Systems: Advances and Perspectives
    Discrete Dynamics in Nature and Society, 2014, 2014, 1-2
69. Nonlinear Problems: Mathematical Modeling, Analyzing, and Computing for Finance
    Mathematical Problems in Engineering, 2014, 2014, 1-2
70. Operational Risk Aggregation across Business Lines Based on Frequency Dependence and Loss Dependence
    Mathematical Problems in Engineering, 2014, 2014, 1-8

2012

71. A novel hybrid ensemble learning paradigm for nuclear energy consumption forecasting
    Applied Energy, 2012, 93, (C), 432-443 View citations (56)
72. Identifying the risk-return tradeoff and exploring the dynamic risk exposure of country portfolio of the FSU's oil economies
    Economic Modelling, 2012, 29, (6), 2494-2503 View citations (3)
73. RISK INTEGRATION MECHANISMS AND APPROACHES IN BANKING INDUSTRY
    International Journal of Information Technology & Decision Making (IJITDM), 2012, 11, (06), 1183-1213 View citations (6)

2011

74. Recap of 18th Annual Conference on Pacific Basin Finance, Economics, Accounting and Management
    Review of Pacific Basin Financial Markets and Policies (RPBFMP), 2011, 14, (04), 751-779

2009

75. A PIECEWISE-DEFINED SEVERITY DISTRIBUTION-BASED LOSS DISTRIBUTION APPROACH TO ESTIMATE OPERATIONAL RISK: EVIDENCE FROM CHINESE NATIONAL COMMERCIAL BANKS
    International Journal of Information Technology & Decision Making (IJITDM), 2009, 08, (04), 727-747 View citations (6)
76. GUEST EDITOR'S INTRODUCTION: RISK MEASUREMENT AND RISK CORRELATION ANALYSIS
    International Journal of Information Technology & Decision Making (IJITDM), 2009, 08, (04), 625-627
77. MODELING DYNAMIC CORRELATIONS AND SPILLOVER EFFECTS OF COUNTRY RISK: EVIDENCE FROM RUSSIA AND KAZAKHSTAN
    International Journal of Information Technology & Decision Making (IJITDM), 2009, 08, (04), 803-818 View citations (9)

2007

78. FEATURE SELECTION VIA LEAST SQUARES SUPPORT FEATURE MACHINE
    International Journal of Information Technology & Decision Making (IJITDM), 2007, 06, (04), 671-686 View citations (1)

Chapters

2020

1. Evolution Strategy-Based Adaptive Lq Penalty Support Vector Machines with Gauss Kernel for Credit Risk Analysis
   Chapter 44 in HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, 2020, pp 1675-1693
2. Option Price and Stock Market Momentum in China
   Chapter 103 in HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, 2020, pp 3619-3647 View citations (1)
3. Simultaneously Capturing Multiple Dependence Features in Bank Risk Integration: A Mixture Copula Framework
   Chapter 38 in HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, 2020, pp 1485-1518 View citations (1)
4. Support Vector Machines Based Methodology for Credit Risk Analysis
   Chapter 20 in HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, 2020, pp 791-822 View citations (2)

2015

5. What Is the Impact of Capital Controls?
   Palgrave Macmillan View citations (1)