Zhenxiong Li

Dr Zhenxiong Li is now the Associate Professor in Economics of Business School, Soochow University. He received his Ph.D. degree in Economics from Lancaster University, and Master degree in Economics from Warwick University. He was awarded a full PhD scholarship by the Economic and Social Research Council (ESRC).

Before joining Soochow University, Dr Li held teaching and research positions at Xi 'an Jiaotong-Liverpool University and Lancaster University in the UK. His papers have been published in International Review of Financial Analysis, Journal of Futures Markets, International Journal of Financial Forecasting, and Economics Letters. He was selected as a Doctor of Mass Entrepreneurship and Innovation in Jiangsu Province and an Outstanding Young Scholar of Soochow University. He is currently a member of the Finance Youth Association of Jiangsu Province. He is also an anonymous reviewer of various journals, International Review of Financial Analysis for instance.

Educational Background

2014-2018 PhD in Economics, Lancaster University, the UK

2012-2013 MSc in Economics and International Finance, University of Warwick, the UK

Working Experience

2020-present Associate Professor, Department of Economics, Business School, Soochow University, China

2018-2019 Lecturer, Department of Economics, International Business School, Xi 'an Jiaotong-Liverpool University, China

2014-2017 Teaching Assistant, Lancaster University, the UK

Journal Articles

1. Li, Z., Yao, X., & Izzeldin, M. (2023). On the right jump tail inferred from the VIX market. International Review of Financial Analysis, 102507.

2. Li, Z., Izzeldin, M., & Yao, X. (2020). Return predictability of variance differences: A fractionally cointegrated approach. Journal of Futures Markets, 40(7), 1072-1089.

3. Yao, X., Izzeldin, M., & Li, Z. (2019). A novel cluster HAR-type model for forecasting realized volatility. International Journal of Forecasting, 35(4), 1318-1331.

4. Yao, X., Izzeldin, M., & Li, Z. (2019). Modelling systems with a mixture of I (d) and I (0) variables using the fractionally co-integrated VAR model. Economics Letters, 181, 160-163.

Financial Economics, Applied Economics

• 1、Return predictability of variance differences: A fractionally cointegrated approach,Journal of Futures Markets,FMS-B, ABS-3, SSCI ,2020,Zhenxiong Li,Marwan Izzeldin,Xingzhi Yao,40, p.1072-1089 18 p.

• 2、A novel cluster HAR-type model for forecasting realized volatility,International Journal of Forecasting,FMS-B, ABS-3, SSCI ,2019,Xingzhi Yao,Marwan Izzeldin,Zhenxiong Li,35, p. 1318-1331 14 p.

• 3、Modelling systems with a mixture of I(d) and I(0) variables using the fractionally co-integrated VAR model,Economics Letters,FMS-B, ABS-3, SSCI ,2019,Xingzhi Yao,Marwan Izzeldin,Zhenxiong Li,181, p. 160-163 4 p.

• 4、On the right jump tail inferred from the VIX market,International Review of Financial Analysis,FMS-B, ABS-3, SSCI ,2023,Zhenxiong Li,Xingzhi Yao,Marwan Izzeldin,86 (2023) 102507