Details about Yong Li

Access statistics for papers by Yong Li.

Last updated 2016-09-17. Update your information in the RePEc Author Service.

Short-id: pli624

Working Papers

2015

1. Executive Stock Option Pricing in China under Stochastic Volatility
   MPRA Paper, University Library of Munich, Germany View citations (4)
   See also Journal Article Executive Stock Option Pricing in China Under Stochastic Volatility, Journal of Futures Markets, John Wiley & Sons, Ltd. (2015) View citations (4) (2015)
2. Volatility Spillovers Between Energy and Agricultural Markets: A Critical Appraisal of Theory and Practice
   Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute View citations (35)

2014

3. A Bayesian Chi-Squared Test for Hypothesis Testing
   Working Papers, Singapore Management University, School of Economics
   See also Journal Article A Bayesian chi-squared test for hypothesis testing, Journal of Econometrics, Elsevier (2015) View citations (13) (2015)
4. Deviance Information Criterion for Comparing VAR Models
   Working Papers, Singapore Management University, School of Economics View citations (1)

2012

5. A New Bayesian Unit Root Test in Stochastic Volatility Models
   Working Papers, Singapore Management University, School of Economics
   Also in Working Papers, Singapore Management University, School of Economics (2010) View citations (3)
6. Robust Deviance Information Criterion for Latent Variable Models
   Working Papers, Singapore Management University, School of Economics View citations (18)
   Also in Working Papers, Singapore Management University, Sim Kee Boon Institute for Financial Economics

2011

7. Bayesian Hypothesis Testing in Latent Variable Models
   Working Papers, Singapore Management University, School of Economics View citations (1)
   See also Journal Article Bayesian hypothesis testing in latent variable models, Journal of Econometrics, Elsevier (2012) View citations (25) (2012)

Journal Articles

2016

1. A comprehensive study on low-carbon impact of distributed generations on regional power grids: A case of Jiangxi provincial power grid in China
   Renewable and Sustainable Energy Reviews, 2016, 53, (C), 766-778 View citations (11)
2. Nano-energy system coupling model and failure characterization of lithium ion battery electrode in electric energy vehicles
   Renewable and Sustainable Energy Reviews, 2016, 54, (C), 1250-1261 View citations (5)
3. Nonlinear Lyapunov criteria for stochastic explosive solutions
   Statistics & Probability Letters, 2016, 109, (C), 63-67 View citations (2)
4. Partition signed social networks via clustering dynamics
   Physica A: Statistical Mechanics and its Applications, 2016, 443, (C), 568-582 View citations (4)

2015

5. A Bayesian chi-squared test for hypothesis testing
   Journal of Econometrics, 2015, 189, (1), 54-69 View citations (13)
   See also Working Paper A Bayesian Chi-Squared Test for Hypothesis Testing, Working Papers (2014) (2014)
6. Effects of climate change on suitable rice cropping areas, cropping systems and crop water requirements in southern China
   Agricultural Water Management, 2015, 159, (C), 35-44 View citations (23)
7. Electromagnetic effects model and design of energy systems for lithium batteries with gradient structure in sustainable energy electric vehicles
   Renewable and Sustainable Energy Reviews, 2015, 52, (C), 842-851 View citations (9)
8. Executive Stock Option Pricing in China Under Stochastic Volatility
   Journal of Futures Markets, 2015, 35, (10), 953-960 View citations (4)
   See also Working Paper Executive Stock Option Pricing in China under Stochastic Volatility, MPRA Paper (2015) View citations (4) (2015)
9. Forecasting copper futures volatility under model uncertainty
   Resources Policy, 2015, 46, (P2), 167-176 View citations (16)
10. Microscale characterization of coupled degradation mechanism of graded materials in lithium batteries of electric vehicles
    Renewable and Sustainable Energy Reviews, 2015, 50, (C), 1445-1461 View citations (10)

2014

11. A new approach to Bayesian hypothesis testing
    Journal of Econometrics, 2014, 178, (P3), 602-612 View citations (18)
12. Bayesian testing for jumps in stochastic volatility models with correlated jumps
    Quantitative Finance, 2014, 14, (10), 1693-1700 View citations (1)

2013

13. Bayesian testing volatility persistence in stochastic volatility models with jumps
    Quantitative Finance, 2013, 14, (8), 1415-1426
14. Forecasting volatility in the Chinese stock market under model uncertainty
    Economic Modelling, 2013, 35, (C), 231-234 View citations (13)
15. Testing volatility persistence on Markov switching stochastic volatility models
    Economic Modelling, 2013, 35, (C), 45-50 View citations (6)
16. Unit Root Hypothesis in the Presence of Stochastic Volatility, a Bayesian Analysis
    Computational Economics, 2013, 41, (1), 89-100 View citations (5)

2012

17. Bayesian Analysis of Student t Linear Regression with Unknown Change-Point and Application to Stock Data Analysis
    Computational Economics, 2012, 40, (3), 203-217 View citations (4)
18. Bayesian hypothesis testing in latent variable models
    Journal of Econometrics, 2012, 166, (2), 237-246 View citations (25)
    See also Working Paper Bayesian Hypothesis Testing in Latent Variable Models, Working Papers (2011) View citations (1) (2011)
19. Testing for a unit root in the presence of stochastic volatility and leverage effect
    Economic Modelling, 2012, 29, (5), 2035-2038 View citations (5)

2011

20. An Efficient Stochastic Simulation Algorithm for Bayesian Unit Root Testing in Stochastic Volatility Models
    Computational Economics, 2011, 37, (3), 237-248 View citations (2)
21. Tests of heteroscedasticity and correlation in multivariate t regression models with AR and ARMA errors
    Journal of Applied Statistics, 2011, 38, (7), 1509-1531