Professional Preparation
C. T. Bauer College
of Business, University of Houston – Finance, Ph.D., 2013
Conrad N. Hilton
College of Hotel and Restaurant Management, University of Houston – Hotel and Restaurant
Management, M.S., 2007
College of Natural
Science and Mathematics, University of Houston – Physics, M.S., 2005
Department of
Physics, Shandong Normal University, China – Physics, B.S., 1998
Appointments
- May 2021-Present: Associate Professor of Finance, West Virginia University
- July 2014-May 2021: Assistant Professor of Finance, West Virginia University
Publications
- Chow V., Li, B., and Wang, Z. 2022. Mean-Swap Variance Hedging and Efficiency – The Role of High Moments, Journal of Financial Research, forthcoming.
- Hu, D., Lee, E., and Li, B. 2022. Trader Secrets Protection and Stock Price Crash Risk, The Financial Review.
- Jacobs, K. and Li, B. 2023. Option Returns, Risk Premiums, and Net Demand in Energy Markets, Journal of Banking and Finance, 146, 106687.
- Gao, X., Li, B., and Liu, R. 2022. The Relative Pricing of Brent and WTI Crude Oil Price: Expectation or Risk Premium? Journal of Commodity Markets, 100274.
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Etienne, X., Li, B., and Shakya, S. 2022. Shale Revolution, Oil and Gas Prices, and Drilling Activities in the United States, Energy Economics 108, 105877.
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Boyd, N., Li, B., and Liu, R. 2022. Risk Premia in the Term Structure of Crude Oil Futures: Long-run and Short-run Volatility Components. Review of Quantitative Finance and Accounting 58, 1505-1533 .
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Li, B., Wang, Z., and Zaynutdinova, G. 2021. Hedging, Safe Haven, and Pricing Discovery of Gold ETF. Empirical Economics Letters 20 (12), 2143-2153 .
- Chow, V., Jiang, W., Li, B, and Li, J. 2020. Decomposing the VIX: Implications for the Predictability of Stock Returns, Financial Review 55, 645-668.
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Li, B. 2020. Option-implied Filtering: Evidence from the GARCH Option Pricing Model, Review of Quantitative Finance and Accounting, 54, 1037-1057.
- Li, B. and Piqueira, N. 2019.
State-Dependent Size and Value Premium: Evidence from a Regime Switching Asset
Pricing Model,
Journal of Asset Management 20 (3), 229-249.
- Li, B. 2019. Price Dynamics of Natural Gas Futures, Energy Economics 78, 91-108.
- Li, B. 2018. Speculation, Risk Aversion, and Risk Premiums in the Crude Oil Market, Journal of Banking and Finance 95, 64-81.
- Boyd, N., Harris, J., and Li, B. 2018. An Update on Speculation and Financialization in Commodity Markets, Journal of Commodity Markets 10, 91-104.
- Burks, N., Li, B., Bowling, J., and Schmid, N. 2018. Capitalizing Off Collapse: The Hidden Alpha During the Crisis Periods, International Research Journal of Applied Finance IX (3), 124-133.
- Christoffersen, P., Jacobs, K., and Li, B. 2016. Dynamic Jump Intensities in Crude Oil Futures and Options Markets, Journal of Derivatives 24 (2), 8-30.
Synergistic Activities
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Serve as a referee at the following journals:
- Journal of Banking and Finance
- Journal of Futures Markets
- Journal of Empirical Finance
- Energy Economics
- Journal of Financial Econometrics
- The Financial Review
- Finance Research Letters
- Journal of Commodity Markets
- North American Journal of Economics and Finance
- Applied Economics Letters