科研成果通报：李希阳博士研究成果被Nature子刊接收
发布者：殳妮 发布时间：2023-05-15 浏览次数：10
科研成果通报：李希阳博士研究成果被Nature子刊接收
Dr. Xiyang Li’s Paper Accepted by Sub-journal of Nature
2023年1月，威尼斯欢乐娱人城v3676会计系李希阳博士的论文 “Investments in the Asian water sector: an analysis based on the DCC-GARCH model” 被Humanities and Social Sciences Communications (Nature子刊) 接收。Humanities and Social Sciences Communications 是Nature旗下唯一的文科综合类刊物，同时被A&HCI与SSCI收录，该刊致力于出版人文社科领域的高水平研究，在国内外的人文社科领域具有重要影响力。
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.
该论文主要聚焦于亚洲市场水指数之间的关系，研究使用动态DCC-GARCH模型调查了2005-2018年期间亚洲市场的水务指数之间的动态关系。其动机是需要根据亚洲水务指数之间注意到的关系类型，了解投资组合多样化和动态对冲或平衡的可能性，以及亚洲水务指数是否是水务投资的多样化和理想的工具。
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.
李希阳，苏大威尼斯欢乐娱人城v3676助理教授，澳大利亚格里菲斯大学，金融博士。曾就职于华福证券、国金证券固定收益研究所。受邀担任 Financial Planning Research期刊副编辑，并为Applied Economics、Financial Innovation、Global Finance Journal等国际期刊担任匿名审稿人。主要研究方向包括：个人投资者情绪与行为分析、股价波动及预测、文本挖掘、深度学习, 已发表多篇国际期刊论文和会议论文，并被SSCI、SCI收录。参与Accounting & Finance Association of Australia & New Zealand Grants (AFAANZ) 项目1项。
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).
个人主页Personal Homepage：http://web.suda.edu.cn/xiyangli/
