EconPapers    
Economics at your fingertips  
 

Details about Yong Li

E-mail:
Workplace:Hanqing Advanced Institute of Economics and Finance, Renmin University of China, (more information at EDIRC)

Access statistics for papers by Yong Li.

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

Short-id: pli624


Jump to Journal Articles Chapters

Working Papers

2015

  1. Executive Stock Option Pricing in China under Stochastic Volatility
    MPRA Paper, University Library of Munich, Germany Downloads View citations (2)
    See also Journal Article in Journal of Futures Markets (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 Downloads View citations (42)

2014

  1. A Bayesian Chi-Squared Test for Hypothesis Testing
    Working Papers, Singapore Management University, School of Economics Downloads
    See also Journal Article in Journal of Econometrics (2015)
  2. Deviance Information Criterion for Comparing VAR Models
    Working Papers, Singapore Management University, School of Economics Downloads

2012

  1. A New Bayesian Unit Root Test in Stochastic Volatility Models
    Working Papers, Singapore Management University, School of Economics Downloads
    Also in Working Papers, Singapore Management University, School of Economics (2010) Downloads View citations (2)
  2. Robust Deviance Information Criterion for Latent Variable Models
    Working Papers, Singapore Management University, School of Economics Downloads View citations (11)

2011

  1. Bayesian Hypothesis Testing in Latent Variable Models
    Working Papers, Singapore Management University, School of Economics Downloads
    See also Journal Article in Journal of Econometrics (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 Downloads View citations (8)
  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 Downloads View citations (4)
  3. Nonlinear Lyapunov criteria for stochastic explosive solutions
    Statistics & Probability Letters, 2016, 109, (C), 63-67 Downloads View citations (2)
  4. Partition signed social networks via clustering dynamics
    Physica A: Statistical Mechanics and its Applications, 2016, 443, (C), 568-582 Downloads View citations (4)

2015

  1. A Bayesian chi-squared test for hypothesis testing
    Journal of Econometrics, 2015, 189, (1), 54-69 Downloads View citations (9)
    See also Working Paper (2014)
  2. 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 Downloads View citations (14)
  3. 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 Downloads View citations (9)
  4. Executive Stock Option Pricing in China Under Stochastic Volatility
    Journal of Futures Markets, 2015, 35, (10), 953-960 Downloads View citations (2)
    See also Working Paper (2015)
  5. Forecasting copper futures volatility under model uncertainty
    Resources Policy, 2015, 46, (P2), 167-176 Downloads View citations (10)
  6. 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 Downloads View citations (9)

2014

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

2013

  1. Bayesian testing volatility persistence in stochastic volatility models with jumps
    Quantitative Finance, 2013, 14, (8), 1415-1426 Downloads
  2. Forecasting volatility in the Chinese stock market under model uncertainty
    Economic Modelling, 2013, 35, (C), 231-234 Downloads View citations (9)
  3. Testing volatility persistence on Markov switching stochastic volatility models
    Economic Modelling, 2013, 35, (C), 45-50 Downloads View citations (4)
  4. Unit Root Hypothesis in the Presence of Stochastic Volatility, a Bayesian Analysis
    Computational Economics, 2013, 41, (1), 89-100 Downloads View citations (4)

2012

  1. Bayesian Analysis of Student t Linear Regression with Unknown Change-Point and Application to Stock Data Analysis
    Computational Economics, 2012, 40, (3), 203-217 Downloads View citations (1)
  2. Bayesian hypothesis testing in latent variable models
    Journal of Econometrics, 2012, 166, (2), 237-246 Downloads View citations (21)
    See also Working Paper (2011)
  3. Testing for a unit root in the presence of stochastic volatility and leverage effect
    Economic Modelling, 2012, 29, (5), 2035-2038 Downloads View citations (3)

2011

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

Chapters

 
Page updated 2020-11-23