Name

Di Yuan

Department

Finance

Title

Associate Researcher

Supervisor

Academic position

Homepage:https://orcid.org/0000-0002-6048-7696

Director of the ChineseYoung StatisticiansAssociation

Anonymous Reviewer: Finance Research   Letters,etc.

Contact

di_yuan@sdu.edu.cn

Research interests

Applied Econometrics, Energy Economics, Quantile   Analysis.

Courses

Financial derivatives, Risk Management.

Education

2009.09-2013.12: Ph.D.,   Economics, the University of Adelaide, Australia.

2006.09-2009.07: M.A.,   Economics, Hunan University, China.

2002.09-2006.07: B.S.E.,   Computer Science & Technology, Hunan University, China

Publications

Publications

[1] Sufang Li, Hu   Zhang, Di Yuan*,Investor Attention   and Crude Oil Prices: Evidence from Nonlinear Granger Causality Tests, Energy   Economics (SSCI), 2019, 104494. https://doi.org/10.1016/j.eneco.2019.104494

[2]   Rong Li, Sufang Li* and Di Yuan*,Investor   Attention and Cryptocurrency: Evidence from Wavelet-based Quantile Granger   Causality Analysis, Research in International Business and Finance (SSCI),   2021, 56, 101389. https://doi.org/10.1016/j.ribaf.2021.101389

[3]Di   Yuan,   Feipeng Zhang, Fenghui Cui*, Shuo Wang*, Oil and BRIC stock markets before   and after COVID-19: A local Gaussian correlation approach，Emerging   Markets Finance and Trade (SSCI), 2021, 57(6), 1592-1602. https://doi.org/10.1080/1540496X.2021.1904886

[4] Rong Li, Sufang Li*, Di Yuan*, Keming Yu, Does Economic   Policy Uncertainty in the U.S. Influence Stock Markets in China and India?   Time-frequency Evidence, Applied Economics (SSCI) 2020, 52(39), 4300-4316.https://www.tandfonline.com/doi/abs/10.1080/00036846.2020.1734182

[5]Di   Yuan, Xiafei Zhou*, Shan   Li*,The Dynamics of Financial Market Integration Between Chinese A- and   H-Shares，Emerging   Markets Finance and Trade (SSCI), 2018, 54(13), 2909-2924. https://www.tandfonline.com/doi/full/10.1080/1540496X.2017.1410128

Research Projects

1. 2015-2020, National Social Science Fundation of China:   Multivariate Continuous Time Stochastic Volatility Models and their   Application. (PI, Completed.)

2. 2017-2020, National Natural Science Fundation of China:   Two-part Model of Zero Inflation Data and its Application in Loan Default   Risk. (Fellow, Completed.)

3. 2017-2020, Chinese National Natural Science Fund Project:   Environmental management policy evaluation method based on high dimensional   panel data and its application. (Fellow, Completed)

4. 2018-present, Chinese National Natural Science Fund Project:   Dynamic Quantile Regression Models and their Application in Financial Time   Series. (Fellow)

5. 2019-present, Chinese National Natural Science Fund Project:   Research on corporate governance effect of institutional investors and   exchange rate risk management of enterprises. (Follow)