Bingxin Li

West Virginia University

Associate Professor

Chambers College of Business and Economics

Morgantown, WV 26506

United States

West Virginia University - Department of Finance

Morgantown, WV 26506

United States

  • West Virginia University

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    • Tel: 304-293-2777

  • West Virginia University - Department of Finance

SCHOLARLY PAPERS

18

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5,968

TOTAL CITATIONS

26

Scholarly Papers (18)

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1.

A First Look at Financial Data Analysis Using ChatGPT-4o

Number of pages: 54 Posted: 31 May 2024
Zifeng Feng, Bingxin Li and Feng Liu
The University of Texas at El Paso, West Virginia University and University of Texas at El Paso
Downloads 2,964 (10,178)

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ChatGPT, large language models, AI, finance research, academia, data analysis, stock return

2.

Unleashing the Power of ChatGPT in Finance Research: Opportunities and Challenges

Number of pages: 50 Posted: 25 Apr 2023 Last Revised: 01 Jun 2024
Zifeng Feng, Gangqing Hu and Bingxin Li
The University of Texas at El Paso, West Virginia University and West Virginia University
Downloads 1,332 (31,948)

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ChatGPT, natural language processing, large language models, AI, finance research, academia, opportunities, C89, O33

3.

Decomposing the VIX: Implications for the Predictability of Stock Returns

The Financial Review, 2020, 55 (4), 645-668 
Number of pages: 39 Posted: 14 Mar 2016 Last Revised: 15 Sep 2024
Victor Chow, Wanjun Jiang, Bingxin Li and Jingrui Li
West Virginia University - Department of Finance, Guang Hua School of Management, Peking University, West Virginia University and Stevens Institute of Technology - School of Business
Downloads 503 (118,273)
Citation 8

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Polynomial Variation, Quadratic Variation, Variance Risk Premium, Tail Risk Premium, Predictability

4.

Option Returns, Risk Premiums, and Demand Pressure in Energy Markets

Journal of Banking and Finance 146: 106687. https://doi.org/10.1016/j.jbankfin.2022.106687
Number of pages: 26 Posted: 04 Mar 2021 Last Revised: 07 Feb 2025
Kris Jacobs and Bingxin Li
University of Houston - C.T. Bauer College of Business and West Virginia University
Downloads 249 (256,727)
Citation 1

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5.

Trade Secrets Protection and Stock Price Crash Risk

Accepted, Financial Review
Number of pages: 57 Posted: 09 Jun 2020 Last Revised: 28 Oct 2022
Dan Hu, Eunju Lee and Bingxin Li
University of Massachusetts Lowell, University of Massachusetts Lowell and West Virginia University
Downloads 189 (333,501)
Citation 3

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Trade secrets protection; Uniform Trade Secrets Act; Stock price crash risk; Information asymmetry; Earnings response coefficient; Short interest

6.

The Relative Pricing of WTI and Brent Crude Oil Futures: Expectations or Risk Premia?

Number of pages: 59 Posted: 19 Aug 2022
Xin (Shane) Gao, Bingxin Li and Rui Liu
Sacred Heart University, West Virginia University and Duquesne University - Palumbo Donahue School of Business
Downloads 145 (418,962)

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Brent-WTI spread, risk premia, common factor, latent idiosyncratic factor, no-arbitrage, term structure

7.

Tail Risk Premium in the Crude Oil Market

Number of pages: 50 Posted: 07 Feb 2025
Bingxin Li and Shenru Li
West Virginia University and Macau University of Science and Technology
Downloads 138 (435,697)

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JEL Classification: G11, O13, Q31, Q41 Crude oil, Futures, Options, Risk Premium, Predictability

8.

Dynamic Jump Intensities and Risk Premiums in Crude Oil Futures and Options Markets

Journal of Derivatives 24 (2), 8-30, 2016
Number of pages: 38 Posted: 19 Feb 2019 Last Revised: 19 Aug 2020
Peter Christoffersen, Kris Jacobs and Bingxin Li
University of Toronto - Rotman School of Management, University of Houston - C.T. Bauer College of Business and West Virginia University
Downloads 109 (522,480)
Citation 5

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Crude oil, Futures, Options, Discrete-time models, Jump intensities, Risk premiums

9.

Risk Premia in the Term Structure of Crude Oil Futures: Long-Run and Short-Run Volatility Components

Number of pages: 45 Posted: 12 Feb 2021 Last Revised: 15 Nov 2021
Naomi E. Boyd, Bingxin Li and Rui Liu
West Virginia University, West Virginia University and Duquesne University - Palumbo Donahue School of Business
Downloads 107 (529,561)

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commodity futures, term structure models, volatility components, long-run and short-run, GARCH, futures risk premium

10.

Twitter Image Tone and FOMC Announcements

Number of pages: 43 Posted: 24 Sep 2024 Last Revised: 07 Feb 2025
Sakshi Jain, Alexander Kurov, Bingxin Li and Jalaj Pathak
Indian Institute of Technology (IIT), Bombay - Shailesh J. Mehta School of Management (SJM), West Virginia University - College of Business & Economics, West Virginia University and Indian Institute of Management Lucknow
Downloads 106 (533,260)

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Text analysis, Image analysis, Monetary policy, FOMC, Equity risk premium

11.

Illuminating the Pricing Kernels: Short-Term and Long-Term Index Option Returns

Number of pages: 45 Posted: 17 Sep 2024
Bingxin Li and Fangzheng Ou
West Virginia University and West Virginia University - Department of Finance
Downloads 42 (869,757)

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Long-term options, Empirical pricing kernels, Index option returns

12.

Non-linear volatility with normal inverse Gaussian innovations: ad-hoc analytic option pricing

Review of Quantitative Finance and Accounting 62, 97-133. DOI: https://doi.org/10.1007/s11156-023-01195-8
Number of pages: 37 Posted: 07 Feb 2025
Sharif Mozumder, Bakhtear Talukdar, M. Humayun Kabir and Bingxin Li
University of Dhaka - Department of Mathematics, University of Wisconsin - Whitewater, School of Economics & Finance, Massey University and West Virginia University
Downloads 24 (1,050,313)

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Lévy innovations, Stochastic volatility, GARCH, Calibration, NIG JEL Classification G12, G13

13.

Swap variance hedging and efficiency: The role of high moments

Journal of Financial Research 46(3), 681-709. DOI: 10.1111/jfir.12328
Number of pages: 29 Posted: 07 Feb 2025
Victor Chow, Bingxin Li and Zhan Wang
West Virginia University - Department of Finance, West Virginia University and Research Center of Finance, Shanghai Business School
Downloads 16 (1,150,544)

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G01, G11, G12, G13

14.

Shale Revolution, Oil and Gas Prices, and Ddrilling Activities in the United States

Energy Economics 108, 105877. DOI: https://doi.org/10.1016/j.eneco.2022.105877
Number of pages: 13 Posted: 07 Feb 2025
Shishir Shakya, Bingxin Li and Xiaoli Etienne
Appalachian State University, West Virginia University and West Virginia University - Division of Resource Management
Downloads 13 (1,189,145)
Citation 1

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15.

Option-Implied Filtering: Evidence from the GARCH Option Pricing Model

Review of Quantitative Finance and Accounting 54, 1037-1057. https://doi.org/10.1007/s11156-019-00816-5
Number of pages: 23 Posted: 28 Apr 2023 Last Revised: 07 Feb 2025
Bingxin Li
West Virginia University
Downloads 9 (1,236,735)

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Option valuation, Discrete-time pricing model, Crude oil, State variable

16.

An Update on Speculation and Financialization in Commodity Markets

Journal of Commodity Markets 10, 91-104. https://doi.org/10.1016/j.jcomm.2018.05.005
Number of pages: 14 Posted: 15 Mar 2021 Last Revised: 07 Feb 2025
Naomi E. Boyd, Jeffrey H. Harris and Bingxin Li
West Virginia University, American University - Department of Finance and Real Estate and West Virginia University
Downloads 8 (1,246,939)
Citation 5

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17.

Pricing Dynamics of Natural Gas Futures

Energy Economics, 78, 91-108. https://doi.org/10.1016/j.eneco.2018.10.024
Number of pages: 18 Posted: 15 Mar 2021 Last Revised: 07 Feb 2025
Bingxin Li
West Virginia University
Downloads 8 (1,246,939)
Citation 1

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Natural Gas, Futures, Discrete-Time Model, Jump

18.

Speculation, Risk Aversion, and Risk Premiums in the Crude Oil Market

Journal of Banking and Finance, 95, 64-81. https://doi.org/10.1016/j.jbankfin.2018.06.002
Number of pages: 18 Posted: 15 Mar 2021 Last Revised: 07 Feb 2025
Bingxin Li
West Virginia University
Downloads 6 (1,264,769)
Citation 2

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Crude oil, Futures, Options, Speculation, Risk aversion, Risk premium