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Economics and Finance

D-Index
31
Citations
3368
World Ranking
3625
National Ranking
1913

Overview

Li Liu is affiliated with the International Monetary Fund based in the United States. Their research primarily focuses on the fields of Economics, Econometrics, and Finance, contributing extensively to subfields including Economics and Econometrics, Finance, General Economics, Econometrics and Finance, Renewable Energy, Sustainability and the Environment, as well as Management Science and Operations Research.

Their work addresses several major topics such as Market Dynamics and Volatility, Monetary Policy and Economic Impact, Financial Risk and Volatility Modeling, Energy, Environment, Economic Growth, Financial Markets and Investment Strategies, Healthcare Systems and Reforms, and Energy, Environment, and Transportation Policies.

Li Liu has published numerous papers in respected academic venues. Notable recent publications include:

  • Can commodity prices forecast exchange rates? (2020) - Energy Economics
  • Investors' perspective on forecasting crude oil return volatility: Where do we stand today? (2021) - Journal of Management Science and Engineering

Their research contributions also intersect with works published in journals frequently featured by Liu, including Finance Research Letters, Quantitative Finance, Resources Policy, Journal of Forecasting, and The North American Journal of Economics and Finance.

Li Liu has collaborated regularly with several co-authors who appear frequently in their research output. These include Yudong Wang, Zhiyuan Pan, Yaojie Zhang, Danyan Wen, and Lu Li.

Representative recent papers linked to the broader circle of collaborators, which highlight related topics in the field, include:

  • Extreme risk spillovers between crude oil prices and the U.S. exchange rate: Evidence from oil-exporting and oil-importing countries (2020) - Energy
  • Geopolitical uncertainty and crude oil volatility: Evidence from oil-importing and oil-exporting countries (2022) - Finance Research Letters
  • Macroeconomic fundamentals, jump dynamics and expected volatility (2020) - Quantitative Finance

The research often explores the relationships between commodity prices, exchange rates, oil market volatility, and macroeconomic fundamentals, emphasizing empirical analysis of risk and uncertainty in financial markets.

Best Publications

  • Economic policy uncertainty and stock market volatility

    Li Liu;Tao Zhang

  • Analysis of efficiency for Shenzhen stock market based on multifractal detrended fluctuation analysis

    Yudong Wang;Li Liu;Rongbao Gu

  • Is WTI crude oil market becoming weakly efficient over time?: New evidence from multiscale analysis based on detrended fluctuation analysis

    Yudong Wang;Li Liu

  • Oil price shocks and U.S. dollar exchange rates

    Hongtao Chen;Li Liu;Yudong Wang;Yingming Zhu

  • Oil price increases and the predictability of equity premium

    Yudong Wang;Zhiyuan Pan;Li Liu;Chongfeng Wu

  • Analysis of market efficiency for the Shanghai stock market over time

    Yudong Wang;Li Liu;Rongbao Gu;Jianjun Cao

  • Cross-correlations between crude oil and agricultural commodity markets

    Li Liu

  • Forecasting the real prices of crude oil using forecast combinations over time-varying parameter models

    Yudong Wang;Li Liu;Chongfeng Wu

  • Forecasting realized volatility of oil futures market: A new insight

    Feng Ma;Yu Wei;Li Liu;Dengshi Huang

  • Forecasting commodity prices out-of-sample: Can technical indicators help?

    Yudong Wang;Li Liu;Chongfeng Wu

  • Is economic policy uncertainty important to forecast the realized volatility of crude oil futures

    Feng Ma;M. I. M. Wahab;Jing Liu;Li Liu

  • Disentangling the determinants of real oil prices

    Li Liu;Yudong Wang;Chongfeng Wu;Wenfeng Wu

  • Forecasting the real prices of crude oil under economic and statistical constraints

    Yudong Wang;Li Liu;Xundi Diao;Chongfeng Wu

  • The relationships between Shanghai stock market and CNY/USD exchange rate: New evidence based on cross-correlation analysis, structural cointegration and nonlinear causality test

    Li Liu;Jieqiu Wan

  • A study of correlations between crude oil spot and futures markets: A rolling sample test

    Li Liu;Jieqiu Wan

  • Extreme risk spillovers between crude oil prices and the U.S. exchange rate: Evidence from oil-exporting and oil-importing countries

    Danyan Wen;Li Liu;Chaoqun Ma;Yudong Wang

  • Crude oil and world stock markets: volatility spillovers, dynamic correlations, and hedging

    Yudong Wang;Li Liu

  • Forecasting excess stock returns with crude oil market data

    Li Liu;Feng Ma;Yudong Wang

  • Momentum of return predictability

    Yudong Wang;Li Liu;Feng Ma;Xundi Diao

  • Economic policy uncertainty and financial statement comparability

    Sandip Dhole;Li Liu;Gerald J. Lobo;Sagarika Mishra

Frequent Co-Authors

Yudong Wang
Yudong Wang Nanjing University of Science and Technology
Feng Ma
Feng Ma Southwest Jiaotong University
Yaojie Zhang
Yaojie Zhang Nanjing University of Science and Technology
Yu Wei
Yu Wei Yunnan University of Finance And Economics
Chongfeng Wu
Chongfeng Wu Shanghai Jiao Tong University
Li Yang
Li Yang Chinese Academy of Sciences
Chunbiao Li
Chunbiao Li Nanjing University of Information Science and Technology
Xiaoqun Wu
Xiaoqun Wu Wuhan University

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