Bingxin Li

West Virginia University

Associate Professor

Chambers College of Business and Economics

Morgantown, WV 26506

United States

SCHOLARLY PAPERS

12

DOWNLOADS

2,127

SSRN CITATIONS

11

CROSSREF CITATIONS

0

Scholarly Papers (12)

1.

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

Number of pages: 36 Posted: 25 Apr 2023 Last Revised: 11 Oct 2023
Zifeng Feng, Gangqing Hu and Bingxin Li
The University of Texas at El Paso, West Virginia University and West Virginia University
Downloads 1,066 (38,686)

Abstract:

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ChatGPT, natural language processing, large language models, AI, finance research, academia, opportunities, challenges.

2.

Decomposing the VIX: Implications for the Predictability of Stock Returns

The Financial Review, Forthcoming
Number of pages: 39 Posted: 14 Mar 2016 Last Revised: 19 Aug 2020
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 444 (120,702)
Citation 5

Abstract:

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

3.

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

Number of pages: 58 Posted: 04 Mar 2021
Kris Jacobs and Bingxin Li
University of Houston - C.T. Bauer College of Business and West Virginia University
Downloads 197 (280,654)
Citation 1

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Futures Option Returns; Energy; Commodities; Variance Risk Premiums; Demand Pressure.

4.

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 160 (337,029)
Citation 1

Abstract:

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

5.

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 95 (499,237)

Abstract:

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

6.

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
University of Toronto - Rotman School of Management, University of Houston - C.T. Bauer College of Business and West Virginia University
Downloads 86 (531,478)
Citation 2

Abstract:

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

7.

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 79 (559,193)

Abstract:

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

8.

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

Review of Quantitative Finance and Accounting 54, 1037-1057, 2020
Posted: 28 Apr 2023
Bingxin Li
West Virginia University

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

9.

Pricing Dynamics of Natural Gas Futures

Energy Economics, Vol. 78, 91-108
Posted: 15 Mar 2021
Bingxin Li
West Virginia University

Abstract:

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Natural Gas, Futures, Discrete-Time Model, Jump

10.

An Update on Speculation and Financialization in Commodity Markets

Journal of Commodity Markets 10, 91-104 (2018)
Posted: 15 Mar 2021
West Virginia University, American University - Department of Finance and Real Estate and West Virginia University

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11.

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

Journal of Derivatives, 24 (2), 8-30, Rotman School of Management Working Paper No. 2861911, https://doi.org/10.3905/jod.2016.24.2.008
Posted: 20 May 2019 Last Revised: 18 Aug 2020
University of Toronto - Rotman School of Management, University of Houston - C.T. Bauer College of Business and West Virginia University

Abstract:

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

12.

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

Posted: 02 Apr 2015
Bingxin Li
West Virginia University

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Oil; Futures; Options; Speculation; Risk Aversion; Risk Premium

Other Papers (1)

Total Downloads: 0
1.

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

Journal of Banking and Finance, Vol. 95, 64-81 (2018)
Posted: 15 Mar 2021
Bingxin Li
West Virginia University

Abstract:

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