Dr. Xiyang Li’s Paper Accepted by Sub-journal of Nature
announcer: 殳妮 release time: 2023-05-18 views: 10
Dr. Xiyang Li’s Paper Accepted by Sub-journal of Nature
In January 2023, Dr. Xiyang Li’s paper “Investments in the Asian water sector: an analysis based on the DCC-GARCH model” has been accepted by Humanities and Social Sciences Communications (sub-journal of Nature). Humanities and Social Sciences Communications is a peer-reviewed open access academic journal published by Nature Portfolio. It is the only journal covers all areas of the social sciences and humanities by Nature Publishing Group, which is also has been indexed in A&HCI and SSCI.
The study investigates the dynamic relationships between water indices in Asian markets for the period 2005–2018 using the dynamic DCC-GARCH model. It is motivated by a need to understand the possibility of diversification and dynamic hedging or balancing of portfolios based on the types of relationships that are noted among Asian water indices, and whether Asian water indices are diversified and desirable tools for water investment. This paper finds that the Chinese water index has a spike in correlations with the other Asian water indices and there is an avenue for water investors not only to hedge but also to diversify in the Asian water sector.
Dr. Xiyang Li is an Assistant Professor at Business School, Soochow University. She obtained her Ph.D. in Finance from the Griffith University, Australia. Dr. Li also had rich industry experience in the Chinese market. She worked as analyst at Sinolink Securities during 2018. Dr. Li’s primary research interests include individual investor sentiment and behaviour analysis, text mining, machine learning. Her work has been published in journals, including the Global Finance Journal, Accounting Research Journal, World Wide Web, etc. Li has also been invited as an associate editor for Financial Planning Research and has served as an anonymous reviewer for different international journals. She is currently participating in one project of Accounting & Finance Association of Australia & New Zealand Grants (AFAANZ).
Personal Homepage：//web.zgbcpt.com/xiyangli/
