Nationality

Chinese

Academic Post

Assistant   Professor

£Ph.D.   Supervisor  £Master’s Supervisor

Academic Qualification

PhD

Graduation School

Southwest   Jiaotong University

Academic Engagement

(Representative)

Publications

[1] Xiafei   Li, Chao Liang, Feng Ma. Forecasting Stock Market Volatility with A Large   Number of Predictors: New Evidence from the MS-MIDAS-LASSO Model. Annals of   Operations Research, 2022, On Line.

[2] Xiafei   Li, Chao Liang, Zhonglu Chen, et al. Forecasting Crude Oil Volatility with   Uncertainty Indicators: New Evidence. Energy Economics, 2022, 108: 105936.

[3] Xiafei   Li, Chao Liang, Feng Ma. Financial   Stress Spillover Network Across Asian Countries in The Context of COVID-19.   Applied Economics Letters, 2022, On Line.

[4] Keyu Luo, Qiang Guo, Xiafei Li.   Can the Return Connectedness Indices from Grey Energy to Natural Gas Help to Forecast the Natural Gas Returns?   Energy Economics, 2022, 109: 105947.

[5] Chao Liang,   Yongan Xu,   Zhonglu Chen,   Xiafei Li. Forecasting China’s Stock   Market Volatility with Shrinkage Method: Can Adaptive Lasso Select Stronger Predictors from   Numerous Predictors? International Journal of Finance & Economics, 2022,   On Line.

[6] Yu Wei, Lan Bai, Xiafei Li. Normal and Extreme Interactions Among Nonferrous Metal   Futures: A New Quantile-frequency Connectedness Approach. Finance Research   Letters, 2022, 47（Part B）: 102855.

[7] Zhonglu Chen, Yong Ye, Xiafei Li. Forecasting China’s Crude Oil Futures Volatility: New Evidence   from the MIDAS-RV Model and COVID-19 Pandemic. Resources Policy, 2022, 75:   102453.

[8] Xiaofei Li, Bo Li, Guiwu Wei, et al. Return Connectedness   Among Commodity and Financial Assets During the COVID-19 Pandemic: Evidence   from China and The US. Resources Policy, 2021, 73: 102166.

[9] Xiafei   Li, Dongxin   Li, Xuhui   Zhang, et al. Forecasting Regular and Extreme Gold Price   Volatility: The Roles of Asymmetry, Extreme Event and Jump. Journal of   Forecasting, 2021, 40(08): 1501-1523.

[10] Xiafei   Li, Yu   Wei, Xiaodan Chen, et al. Which Uncertainty Is Powerful to Forecast Crude   Oil Market Volatility? New Evidence. International Journal of Finance &   Economics, 2020, On Line.

[11] Xiafei   Li, Yu   Wei. The Dependence and Risk Spillover Between Crude Oil Market and China Stock   Market: New Evidence from A Variational Mode Decomposition-Based Copula   Method. Energy Economics, 2018, 74: 565-581.

Projects

[1] Medium and   Long-term Volatility Forecasting of International Energy Prices in A Fat Data   Environment: Hybrid Models Based on Econometric Methods, Capsule Networks and   Deep Learning. National Natural Science Foundation of China   of General Program (Project No.: 71971191). January 2020-December 2023.