李杰

李杰.jpg


     李杰

     讲师

   lijie0915@btbu.edu.cn



 个

李杰,先后从中国地质大学(北京)获得理学学士和硕士学位,从北京航空航天大学获得管理学博士学位,期间在加拿大滑铁卢大学联合培养一年。在International Review of Financial Analysis、Energy Economics、Finance Research Letters、《中国科学:数学》等国内外核心期刊发表多篇论文。2021年任国际经管学院讲师,2023年任bat365官网登录入口讲师。

主要研究领域:金融科技、多元统计、系统性风险、投资组合

主要讲授课程:《金融大数据分析》、《金融工程》、《中级金融学》

 学

主要学术论文情况(按时间倒序排序)

[1] Han, Y., Li, Jie. (2023). The impact of global economic policy uncertainty on portfolio optimization: A Black–Litterman approach. International Review of Financial Analysis, 86, 102476.ABS 3星,JCR Q1ESI A2

[2] Han, Y., Li, Jie. (2022). Should investors include green bonds in their portfolios? Evidence for the USA and Europe. International Review of Financial Analysis, 80, 101998.ABS 3星,JCR Q1ESI A2

[3] Li, Jie., Li, P. (2021). Empirical analysis of the dynamic dependence between WTI oil and Chinese energy stocks. Energy Economics, 93, 104299.ABS 3星,JCR Q1ESI A2

[4] Li, Jie., Huang, L., Li, P. (2021). Are Chinese crude oil futures good hedging tools?. Finance Research Letters, 38, 101514.ABS 2星,JCR Q1ESI A3

[5] 李平, 李杰, 韩颖薇. (2021). 动态copula模型及在金融中的应用. 中国科学:数学, 51(11): 1769-1790.(北大核心,CSCD

[6] Li, P., Li, Jie., Zhang, Z. (2021). The Dynamic Impact of Structural Oil Price Shocks on the Macroeconomy. Journal of Systems Science and Information, 9(5), 469-497.CSCD

[7] Li, Jie., Li, P. (2021). Dynamic Copula Analysis of the Effect of COVID-19 Pandemic on Global Banking Systemic Risk. In Intelligent Computing and Block Chain: First BenchCouncil International Federated Conferences, FICC 2020, Qingdao, China, October 30–November 3, 2020, Revised Selected Papers 1 (pp. 449-460). Springer Singapore.EI

[8] Han, Y., Li, P., Li, Jie., Wu, S. (2020). Robust portfolio selection based on copula change analysis. Emerging Markets Finance and Trade, 56(15), 3635-3645.ABS 2星,JCR Q1ESI A3