jianping Li
Personal Details
First Name: | Jianping |
Middle Name: | |
Last Name: | Li |
Suffix: | |
RePEc Short-ID: | pli1503 |
[This author has chosen not to make the email address public] | |
https://people.ucas.ac.cn/~lijianping | |
Affiliation
School of Economics and Management
University of Chinese Academy of Sciences
Beijing, Chinahttps://sem.ucas.ac.cn/
RePEc:edi:secascn (more details at EDIRC)
Research output
Jump to: Articles ChaptersArticles
- Li, Jianping & Li, Guowen & Liu, Mingxi & Zhu, Xiaoqian & Wei, Lu, 2022. "A novel text-based framework for forecasting agricultural futures using massive online news headlines," International Journal of Forecasting, Elsevier, vol. 38(1), pages 35-50.
- Yinhong Yao & Jianping Li, 2022. "Operational risk assessment of third-party payment platforms: a case study of China," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 8(1), pages 1-20, December.
- Xiaolei Sun & Jun Hao & Jianping Li, 2022. "Multi-objective optimization of crude oil-supply portfolio based on interval prediction data," Annals of Operations Research, Springer, vol. 309(2), pages 611-639, February.
- Chunbing Bao & Jie Wan & Dengsheng Wu & Jianping Li, 2021. "Aggregating risk matrices under a normative framework," Journal of Risk Research, Taylor & Francis Journals, vol. 24(8), pages 999-1015, August.
- Feng, Qianqian & Sun, Xiaolei & Liu, Chang & Li, Jianping, 2021. "Spillovers between sovereign CDS and exchange rate markets: The role of market fear," The North American Journal of Economics and Finance, Elsevier, vol. 55(C).
- Jianping Li & Xiaoqian Zhu & Dengsheng Wu, 2021. "China’s publications: fewer but better," Nature, Nature, vol. 592(7855), pages 507-507, April.
- Guo, Yawei & Li, Jianping & Li, Yehua & You, Wanhai, 2021. "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, Elsevier, vol. 97(C).
- Feng, Qianqian & Sun, Xiaolei & Hao, Jun & Li, Jianping, 2021. "Predictability dynamics of multifactor-influenced installed capacity: A perspective of country clustering," Energy, Elsevier, vol. 214(C).
- Zhu, Xiaoqian & Wei, Lu & Li, Jianping, 2021. "A two-stage general approach to aggregate multiple bank risks," Finance Research Letters, Elsevier, vol. 40(C).
- Xin Long Xu & Jianping Li & Dengsheng Wu & Xi Zhang, 2021. "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, Springer, vol. 23(11), pages 16038-16056, November.
- Suo, Weilan & Wang, Lin & Li, Jianping, 2021. "Probabilistic risk assessment for interdependent critical infrastructures: A scenario-driven dynamic stochastic model," Reliability Engineering and System Safety, Elsevier, vol. 214(C).
- Liu, Chang & Sun, Xiaolei & Wang, Jun & Li, Jianping & Chen, Jianming, 2021. "Multiscale information transmission between commodity markets: An EMD-Based transfer entropy network," Research in International Business and Finance, Elsevier, vol. 55(C).
- Liu, Mingxi & Li, Guowen & Li, Jianping & Zhu, Xiaoqian & Yao, Yinhong, 2021. "Forecasting the price of Bitcoin using deep learning," Finance Research Letters, Elsevier, vol. 40(C).
- Yao, Yinhong & Li, Jianping & Sun, Xiaolei, 2021. "Measuring the risk of Chinese Fintech industry: evidence from the stock index," Finance Research Letters, Elsevier, vol. 39(C).
- Xiaolei Sun & Qianqian Feng & Jianping Li, 2021. "Understanding country risk assessment: a historical review," Applied Economics, Taylor & Francis Journals, vol. 53(37), pages 4329-4341, August.
- Chang Liu & Jianping Li & Xiaolei Sun & Jianming Chen, 2021. "Multi-scale interactions between Turkish lira exchange rates and sovereign CDS in Europe and Asia," Applied Economics Letters, Taylor & Francis Journals, vol. 28(7), pages 599-607, April.
- Dengsheng Wu & Xiaoli Lu & Jianping Li & Jing Li, 2020. "Does the institutional diversity of editorial boards increase journal quality? The case economics field," Scientometrics, Springer;Akadémiai Kiadó, vol. 124(2), pages 1579-1597, August.
- Hao, Jun & Li, Jianping & Wu, Dengsheng & Sun, Xiaolei, 2020. "Portfolio optimisation of material purchase considering supply risk – A multi-objective programming model," International Journal of Production Economics, Elsevier, vol. 230(C).
- Wang, Jun & Sun, Xiaolei & Li, Jianping, 2020. "How do sovereign credit default swap spreads behave under extreme oil price movements? Evidence from G7 and BRICS countries," Finance Research Letters, Elsevier, vol. 34(C).
- Li, Jingyu & Li, Jianping & Zhu, Xiaoqian, 2020. "Risk dependence between energy corporations: A text-based measurement approach," International Review of Economics & Finance, Elsevier, vol. 68(C), pages 33-46.
- Jianping Li & Guowen Li & Xiaoqian Zhu & Yanzhen Yao, 2020. "Identifying the influential factors of commodity futures prices through a new text mining approach," Quantitative Finance, Taylor & Francis Journals, vol. 20(12), pages 1967-1981, December.
- Sun, Xiaolei & Chen, Xiuwen & Wang, Jun & Li, Jianping, 2020. "Multi-scale interactions between economic policy uncertainty and oil prices in time-frequency domains," The North American Journal of Economics and Finance, Elsevier, vol. 51(C).
- Li, Jianping & Li, Jingyu & Zhu, Xiaoqian & Yao, Yinhong & Casu, Barbara, 2020. "Risk spillovers between FinTech and traditional financial institutions: Evidence from the U.S," International Review of Financial Analysis, Elsevier, vol. 71(C).
- Yao, Xiaoyang & Le, Wei & Sun, Xiaolei & Li, Jianping, 2020. "Financial stress dynamics in China: An interconnectedness perspective," International Review of Economics & Finance, Elsevier, vol. 68(C), pages 217-238.
- Sun, Xiaolei & Wang, Jun & Yao, Yanzhen & Li, Jingyu & Li, Jianping, 2020. "Spillovers among sovereign CDS, stock and commodity markets: A correlation network perspective," International Review of Financial Analysis, Elsevier, vol. 68(C).
- Sun, Xiaolei & Liu, Chang & Wang, Jun & Li, Jianping, 2020. "Assessing the extreme risk spillovers of international commodities on maritime markets: A GARCH-Copula-CoVaR approach," International Review of Financial Analysis, Elsevier, vol. 68(C).
- Xiuwen Chen & Xiaolei Sun & Jianping Li, 2020. "How does economic policy uncertainty react to oil price shocks? A multi-scale perspective," Applied Economics Letters, Taylor & Francis Journals, vol. 27(3), pages 188-193, February.
- Lin Wang & Martin Kunc & Jianping Li, 2020. "Project portfolio implementation under uncertainty and interdependencies: A simulation study of behavioural responses," Journal of the Operational Research Society, Taylor & Francis Journals, vol. 71(9), pages 1426-1436, September.
- Li, Jianping & Feng, Yuyao & Li, Guowen & Sun, Xiaolei, 2020. "Tourism companies' risk exposures on text disclosure," Annals of Tourism Research, Elsevier, vol. 84(C).
- Xiuwen Chen & Jianping Li & Xiaolei Sun & Dengsheng Wu, 2019. "Early identification of intellectual structure based on co-word analysis from research grants," Scientometrics, Springer;Akadémiai Kiadó, vol. 121(1), pages 349-369, October.
- Dengsheng Wu & Xiaoqian Zhu & Jie Wan & Chunbing Bao & Jianping Li, 2019. "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), World Scientific Publishing Co. Pte. Ltd., vol. 18(01), pages 339-364, January.
- Lu Wei & Guowen Li & Xiaoqian Zhu & Jianping Li, 2019. "Discovering bank risk factors from financial statements based on a new semi‐supervised text mining algorithm," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 59(3), pages 1519-1552, September.
- Qiang Ji & Jianping Li & Xiaolei Sun, 2019. "New Challenge and Research Development in Global Energy Financialization," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 55(12), pages 2669-2672, September.
- Ji, Qiang & Li, Jianping & Sun, Xiaolei, 2019. "Measuring the interdependence between investor sentiment and crude oil returns: New evidence from the CFTC's disaggregated reports," Finance Research Letters, Elsevier, vol. 30(C), pages 420-425.
- Wei, Lu & Li, Guowen & Li, Jianping & Zhu, Xiaoqian, 2019. "Bank risk aggregation with forward-looking textual risk disclosures," The North American Journal of Economics and Finance, Elsevier, vol. 50(C).
- Li, Jingyu & Yao, Yanzhen & Li, Jianping & Zhu, Xiaoqian, 2019. "Network-based estimation of systematic and idiosyncratic contagion: The case of Chinese financial institutions," Emerging Markets Review, Elsevier, vol. 40(C), pages 1-1.
- Wei, Lu & Li, Guowen & Zhu, Xiaoqian & Sun, Xiaolei & Li, Jianping, 2019. "Developing a hierarchical system for energy corporate risk factors based on textual risk disclosures," Energy Economics, Elsevier, vol. 80(C), pages 452-460.
- Jianping Li & Yinhong Yao & Yuanjie Xu & Jingyu Li & Lu Wei & Xiaoqian Zhu, 2019. "Consumer’s risk perception on the Belt and Road countries: evidence from the cross-border e-commerce," Electronic Commerce Research, Springer, vol. 19(4), pages 823-840, December.
- Xiaoqian Zhu & Jianping Li & Dengsheng Wu, 2019. "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), World Scientific Publishing Co. Pte. Ltd., vol. 22(01), pages 1-15, March.
- Wu, Dengsheng & Li, Jing & Lu, Xiaoli & Li, Jianping, 2018. "Journal editorship index for assessing the scholarly impact of academic institutions: An empirical analysis in the field of economics," Journal of Informetrics, Elsevier, vol. 12(2), pages 448-460.
- Chunbing Bao & Jianping Li & Dengsheng Wu, 2018. "A fuzzy mapping framework for risk aggregation based on risk matrices," Journal of Risk Research, Taylor & Francis Journals, vol. 21(5), pages 539-561, May.
- Li, Jianping & Yao, Xiaoyang & Sun, Xiaolei & Wu, Dengsheng, 2018. "Determining the fuzzy measures in multiple criteria decision aiding from the tolerance perspective," European Journal of Operational Research, Elsevier, vol. 264(2), pages 428-439.
- Jianping Li & Lu Wei & Cheng-Few Lee & Xiaoqian Zhu & Dengsheng Wu, 2018. "Financial statements based bank risk aggregation," Review of Quantitative Finance and Accounting, Springer, vol. 50(3), pages 673-694, April.
- Wu, Dengsheng & Yuan, Lili & Li, Ruoyun & Li, Jianping, 2018. "Decomposing inequality in research funding by university-institute sub-group: A three-stage nested Theil index," Journal of Informetrics, Elsevier, vol. 12(4), pages 1312-1326.
- Lili Yuan & Yanni Hao & Minglu Li & Chunbing Bao & Jianping Li & Dengsheng Wu, 2018. "Who are the international research collaboration partners for China? A novel data perspective based on NSFC grants," Scientometrics, Springer;Akadémiai Kiadó, vol. 116(1), pages 401-422, July.
- Jianping Li & Yanzhen Yao & Yibing Chen & Cheng-Few Lee, 2018. "Option prices and stock market momentum: evidence from China," Quantitative Finance, Taylor & Francis Journals, vol. 18(9), pages 1517-1529, September.
- Jianping Li & Chunbing Bao & Dengsheng Wu, 2018. "How to Design Rating Schemes of Risk Matrices: A Sequential Updating Approach," Risk Analysis, John Wiley & Sons, vol. 38(1), pages 99-117, January.
- Lu Wei & Jianping Li & Xiaoqian Zhu, 2018. "Operational Loss Data Collection: A Literature Review," Annals of Data Science, Springer, vol. 5(3), pages 313-337, September.
- Yao, Yanzhen & Li, Jianping & Zhu, Xiaoqian & Wei, Lu, 2017. "Expected default based score for identifying systemically important banks," Economic Modelling, Elsevier, vol. 64(C), pages 589-600.
- Yongjia Xie & Dengsheng Wu & Yuanping Chen & Wenbin Jiao & Jianping Li, 2017. "A Data-Driven Dynamic Programming Model for Research Position Demand Forecasting," Annals of Data Science, Springer, vol. 4(1), pages 19-30, March.
- Yong Shi & Zhiguang Shan & Jianping Li & Yufei Fang, 2017. "How China Deals with Big Data," Annals of Data Science, Springer, vol. 4(4), pages 433-440, December.
- Jianping Li & Yongjia Xie & Dengsheng Wu & Yuanping Chen, 2017. "Underestimating or overestimating the distribution inequality of research funding? The influence of funding sources and subdivision," Scientometrics, Springer;Akadémiai Kiadó, vol. 112(1), pages 55-74, July.
- Sun, Xiaolei & Liu, Chang & Chen, Xiuwen & Li, Jianping, 2017. "Modeling systemic risk of crude oil imports: Case of China’s global oil supply chain," Energy, Elsevier, vol. 121(C), pages 449-465.
- Zhao, Yang & Li, Jianping & Yu, Lean, 2017. "A deep learning ensemble approach for crude oil price forecasting," Energy Economics, Elsevier, vol. 66(C), pages 9-16.
- Chuangxia Huang & Fenghua Wen & Jianping Li & Xiaodong Lin & Taishan Yi & Shaoyi He, 2017. "Nonlinear Problems: Mathematical Modeling, Analyzing, and Computing for Finance 2016," Mathematical Problems in Engineering, Hindawi, vol. 2017, pages 1-2, January.
- Jianping Li & Minglu Li & Dengsheng Wu & Qianzhi Dai & Hao Song, 2016. "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), World Scientific Publishing Co. Pte. Ltd., vol. 15(06), pages 1391-1412, November.
- Dengsheng Wu & Yongjia Xie & Qianzhi Dai & Jianping Li, 2016. "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), World Scientific Publishing Co. Pte. Ltd., vol. 33(06), pages 1-26, December.
- Liu, Chang & Sun, Xiaolei & Chen, Jianming & Li, Jianping, 2016. "Statistical properties of country risk ratings under oil price volatility: Evidence from selected oil-exporting countries," Energy Policy, Elsevier, vol. 92(C), pages 234-245.
- Jianping Li & Xiaoqian Zhu & Cheng-Few Lee & Dengsheng Wu & Jichuang Feng & Yong Shi, 2015. "On the aggregation of credit, market and operational risks," Review of Quantitative Finance and Accounting, Springer, vol. 44(1), pages 161-189, January.
- Dengsheng Wu & Minglu Li & Xiaoqian Zhu & Hongfang Song & Jianping Li, 2015. "Ranking the research productivity of business and management institutions in Asia–Pacific region: empirical research in leading ABS journals," Scientometrics, Springer;Akadémiai Kiadó, vol. 105(2), pages 1253-1272, November.
- Jianping Li & Xiaolei Sun & Fei Wang & Dengsheng Wu, 2015. "Risk integration and optimization of oil-importing maritime system: a multi-objective programming approach," Annals of Operations Research, Springer, vol. 234(1), pages 57-76, November.
- Zhu, Xiaoqian & Xie, Yongjia & Li, Jianping & Wu, Dengsheng, 2015. "Change point detection for subprime crisis in American banking: From the perspective of risk dependence," International Review of Economics & Finance, Elsevier, vol. 38(C), pages 18-28.
- Yuying Yang & Chang Liu & Xiaolei Sun & Jianping Li, 2015. "Spillover effect of international crude oil market on tanker market," International Journal of Global Energy Issues, Inderscience Enterprises Ltd, vol. 38(4/5/6), pages 257-277.
- Chuangxia Huang & Fenghua Wen & Jianping Li & Taishan Yi & Xiaodong Lin, 2014. "Nonlinear Dynamics in Financial Systems: Advances and Perspectives," Discrete Dynamics in Nature and Society, Hindawi, vol. 2014, pages 1-2, December.
- Xiaoqian Zhu & Jianping Li & Jianming Chen & Yingqi YangHuo & Lijun Gao & Jichuang Feng & Dengsheng Wu & Yongjia Xie, 2014. "A Nonparametric Operational Risk Modeling Approach Based on Cornish-Fisher Expansion," Discrete Dynamics in Nature and Society, Hindawi, vol. 2014, pages 1-8, March.
- Yang, Yuying & Li, Jianping & Sun, Xiaolei & Chen, Jianming, 2014. "Measuring external oil supply risk: A modified diversification index with country risk and potential oil exports," Energy, Elsevier, vol. 68(C), pages 930-938.
- Jianping Li & Xiaoqian Zhu & Jianming Chen & Lijun Gao & Jichuang Feng & Dengsheng Wu & Xiaolei Sun, 2014. "Operational Risk Aggregation across Business Lines Based on Frequency Dependence and Loss Dependence," Mathematical Problems in Engineering, Hindawi, vol. 2014, pages 1-8, February.
- Sun, Xiaolei & Li, Jianping & Wang, Yongfeng & Clark, Woodrow W., 2014. "China's Sovereign Wealth Fund Investments in overseas energy: The energy security perspective," Energy Policy, Elsevier, vol. 65(C), pages 654-661.
- Sun, Xiaolei & Tang, Ling & Yang, Yuying & Wu, Dengsheng & Li, Jianping, 2014. "Identifying the dynamic relationship between tanker freight rates and oil prices: In the perspective of multiscale relevance," Economic Modelling, Elsevier, vol. 42(C), pages 287-295.
- Chuangxia Huang & Fenghua Wen & Jianping Li & Xiaodong Lin, 2014. "Nonlinear Problems: Mathematical Modeling, Analyzing, and Computing for Finance," Mathematical Problems in Engineering, Hindawi, vol. 2014, pages 1-2, June.
- Sun, Xiaolei & Li, Jianping & Tang, Ling & Wu, Dengsheng, 2012. "Identifying the risk-return tradeoff and exploring the dynamic risk exposure of country portfolio of the FSU's oil economies," Economic Modelling, Elsevier, vol. 29(6), pages 2494-2503.
- Jianping Li & Jichuang Feng & Xiaolei Sun & Minglu Li, 2012. "Risk Integration Mechanisms And Approaches In Banking Industry," International Journal of Information Technology & Decision Making (IJITDM), World Scientific Publishing Co. Pte. Ltd., vol. 11(06), pages 1183-1213.
- Tang, Ling & Yu, Lean & Wang, Shuai & Li, Jianping & Wang, Shouyang, 2012. "A novel hybrid ensemble learning paradigm for nuclear energy consumption forecasting," Applied Energy, Elsevier, vol. 93(C), pages 432-443.
- Cheng-Few Lee & Yong Shi & Jianping Li, 2011. "Recap of 18th Annual Conference on Pacific Basin Finance, Economics, Accounting and Management," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., vol. 14(04), pages 751-779.
- Jianping Li & Lean Yu & Wallenius Jyrki, 2009. "Guest Editor'S Introduction: Risk Measurement And Risk Correlation Analysis," International Journal of Information Technology & Decision Making (IJITDM), World Scientific Publishing Co. Pte. Ltd., vol. 8(04), pages 625-627.
- Jianping Li & Xiaolei Sun & Wan He & Ling Tang & Weixuan Xu, 2009. "Modeling Dynamic Correlations And Spillover Effects Of Country Risk: Evidence From Russia And Kazakhstan," International Journal of Information Technology & Decision Making (IJITDM), World Scientific Publishing Co. Pte. Ltd., vol. 8(04), pages 803-818.
- Jianping Li & Jichuang Feng & Jianming Chen, 2009. "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), World Scientific Publishing Co. Pte. Ltd., vol. 8(04), pages 727-747.
- Jianping Li & Zhenyu Chen & Liwei Wei & Weixuan Xu & Gang Kou, 2007. "Feature Selection Via Least Squares Support Feature Machine," International Journal of Information Technology & Decision Making (IJITDM), World Scientific Publishing Co. Pte. Ltd., vol. 6(04), pages 671-686.
Chapters
- Jianping Li & Yanzhen Yao & Yibing Chen & Cheng Few Lee, 2020. "Option Price and Stock Market Momentum in China," World Scientific Book Chapters, in: Cheng Few Lee & John C Lee (ed.), HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, chapter 103, pages 3619-3647, World Scientific Publishing Co. Pte. Ltd..
- Jianping Li & Gang Li & Dongxia Sun & Cheng Few Lee, 2020. "Evolution Strategy-Based Adaptive Lq Penalty Support Vector Machines with Gauss Kernel for Credit Risk Analysis," World Scientific Book Chapters, in: Cheng Few Lee & John C Lee (ed.), HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, chapter 44, pages 1675-1693, World Scientific Publishing Co. Pte. Ltd..
- Xiaoqian Zhu & Jianping Li & Dengsheng Wu, 2020. "Simultaneously Capturing Multiple Dependence Features in Bank Risk Integration: A Mixture Copula Framework," World Scientific Book Chapters, in: Cheng Few Lee & John C Lee (ed.), HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, chapter 38, pages 1485-1518, World Scientific Publishing Co. Pte. Ltd..
- Jianping Li & Mingxi Liu & Cheng Few Lee & Dengsheng Wu, 2020. "Support Vector Machines Based Methodology for Credit Risk Analysis," World Scientific Book Chapters, in: Cheng Few Lee & John C Lee (ed.), HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, chapter 20, pages 791-822, World Scientific Publishing Co. Pte. Ltd..
- J. Li, 2015. "What Is the Impact of Capital Controls?," Palgrave Macmillan Books, in: Economic Management in a Volatile Environment, chapter 3, pages 49-72, Palgrave Macmillan.
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