个人简历

2021.12—今，北京航空航天大学，会计系，副教授\r
2019.09—2021.12，北京航空航天大学，会计系，卓博士后\r
2018.07—2019.07，北京工业大学，北京-都柏林国际学院，讲师\r
2014.09—2018.03，北京航空航天大学，管理科学与工程（金融工程），博士

研究领域

"资产定价，国际金融，外汇市场，大宗商品，公司金融，企业数字化转型"

近期论文

Xue Jiang, Liyan Han,Yang Xu*. How does skewness perform in the Chinese commodity futures market?Journal of Futures Market, 2021, 1–18. (SSCI, ABS 3)\r
\r
Yang Liu, Liyan Han,Yang Xu*. The Impact of Geopolitical Uncertainty on Energy Volatility.International Review of Financial Analysis, 2021, 75, 101743. (SSCI, ABS 3)\r
\r
Rian Dolphin, Barry Smyth,Yang Xuand Ruihai Dong. Measuring Similarity Between Financial Time Series with a View to Identifying Profitable Stock Market Opportunities. Accepted paper at theInternational Conference on Case-Based Reasoning, Salamanca, Spain, 2021.\r
\r
Li Wan, Liyan Han,Yang Xu*, Roman Matousek.Dynamic linkage between the Chinese and global stock markets: A mixture normal approach.Emerging Markets Review, 2021, 49: 100764. (SSCI, Q1)\r
\r
Liyan Han, Li Wan,Yang Xu*. Can the Baltic Dry Index predict foreign exchange rates?Finance Research Letters, 2020, 32: 101157.(SSCI, Q1)\r
\r
Yang Xu, Li Wan, Liyan Han, Libo Yin*. Structural relationship between oil prices and exchange rates.Energy Economics, 2019, 84: 104488. (SSCI, ABS 3)\r
\r
Liyi Yang,Yang Xu, Tin Lok James Ng, Ruihai Dong. Leveraging BERT to Improve the FEARS Index for Stock Forecasting. Proceedings ofFinNLP Workshop at Financial Technology and Natural Language Processing. 54–60, Macao, China, August 12, 2019.\r
\r
Liyan Han,Yang Xu, Libo Yin*. Forecasting the CNH-CNY pricing differentials: The role of investor attention.Pacific-Basin Finance Journal, 2018, 49: 232–247. (SSCI, ABS 2)\r
\r
Liyan Han,Yang Xu, Libo Yin*. Does investor attention matter? The attention-return relationships in FX market.Economic Modelling, 2018, 68: 644–660. (SSCI, ABS 2)\r
\r
韩立岩、徐扬. 2018.绿色金融发展需要绿色评级行业.当代金融家, 2:108–110.\r
\r
韩立岩、徐扬、刘阳. 2017. 2017年人民币汇率的走势与对策.国际金融, 4: 42–48.\r
\r
韩立岩、周伊敏、徐扬. 2016.人民币汇率双向波动将常态化.当代金融家, 115–118.