Dr. Yang Xu | Asset Pricing | Best Researcher Award

Associate Professor at Beihang University, China

Dr. Yang Xu is an Associate Professor at the School of Economics and Management, Beihang University, Beijing, China. His expertise lies in international finance, empirical asset pricing, exchange rates, commodity markets, and corporate finance. He has published extensively in top-tier journals such as the Journal of Money, Credit & Banking, Energy Economics, and International Review of Financial Analysis. Additionally, he has been actively involved in national research projects, particularly in the fields of geopolitical risks, commodity pricing, and exchange rate modeling.

Publication Profile 

Scopus

Orcid

Educational Background 🎓

• Ph.D. in Financial Engineering – Beihang University, China (2014–2018)
  • Dissertation: “World Oil Market and Foreign Exchange Rate Prediction”
• M.S. in Accountancy – The George Washington University, USA (2012–2014)
• B.S. in Business and Financial Economics – University College Cork, Ireland (2010–2012)
• B.S. in Accountancy – Beijing Technology and Business University, China (2008–2012)

Professional Experience 💼

• Beihang University, Beijing, China

  • Associate Professor (Dec 2021 – Present)
  • Postdoctoral Fellow (Sep 2019 – Dec 2021)
  • Courses Taught: Financial Accounting, Corporate Finance, Accounting for Financial Institutions

• Beijing University of Technology, Beijing, China

  • Assistant Professor, Beijing-Dublin International College (BDIC) (Jul 2018 – Jul 2019)
  • Courses Taught: Introduction to Financial Accounting, The Chinese Economy, Investment Analysis and Portfolio Management
  • Administrative Roles: Coordinator of the Sino-Foreign Finance Program, teaching arrangements, faculty hiring, and academic quality assessment

Research Interests 🔬

• International Finance
• Empirical Asset Pricing
• Exchange Rate Dynamics
• Commodity Markets and Pricing Models
• Corporate Finance

Awards and Honors🏆✨

• Principal Investigator of the Youth Program of the National Natural Science Foundation of China (No. 72001013) on “Geopolitical Risk Factor and Exchange Rate Pricing” (2021–2023)
• Research Fellow on multiple National Natural Science Foundation projects related to commodity pricing, behavioral finance, and financial market risk modeling

Conclusion🌟

Dr. Yang Xu is a leading researcher and educator in finance, with a strong focus on the intersection of financial markets, risk management, and international finance. His academic contributions extend to geopolitical risk assessment, machine learning applications in finance, and commodity pricing models. Through his roles at Beihang University and Beijing University of Technology, he has played a significant part in advancing financial education and research in China.

Publications 📚

1️⃣ Oil Strikes Back: Trend Factors and Exchange Rates
🏦 Journal of Money, Credit & Banking (Forthcoming)
🔗 DOI: 10.1111/jmcb.13146

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2️⃣ Advanced Information, Strategic Trading and Price Reversal: The Impact of Information Technology on Financial Market (📜 In Chinese)
📖 Management Review (管理评论) (Forthcoming)

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3️⃣ An Analytical Framework of Derivatives Sniper Attack Risk Based on the Case Study of Tsingshan Group’s Forced Liquidation Incident in LME Nickel (📜 In Chinese)
📖 Management Review (管理评论), 2024, 2: 257–272

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4️⃣ Data Factor and Financial Market Equilibrium
📈 Emerging Markets Finance and Trade, 2024, 4: 663–677

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5️⃣ Geopolitical Risk and the Dynamics of International Capital Flows
🌍 Journal of International Financial Markets, Institutions & Money, 2023, 101693

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6️⃣ RMB Internationalization and Its Influencing Factors—From the Perspective of Exchange Rate Linkage (📜 In Chinese)
💰 Studies of International Finance (国际金融研究), 2023, 3: 61–72

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7️⃣ Does the SDR Stabilize Investing in Commodities?
💹 International Review of Economics and Finance, 2022, 160–172

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8️⃣ How Does Skewness Perform in the Chinese Commodity Futures Market?
📊 Journal of Futures Market, 2021, 1–18

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9️⃣ The Impact of Geopolitical Uncertainty on Energy Volatility
⚡ International Review of Financial Analysis, 2021, 75, 101743

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🔟 Dynamic Linkage Between the Chinese and Global Stock Markets: A Mixture Normal Approach
📈 Emerging Markets Review, 2021, 49: 100764

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1️⃣1️⃣ Measuring Similarity Between Financial Time Series with a View to Identifying Profitable Stock Market Opportunities
🤖 International Conference on Case-Based Reasoning, 2021

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1️⃣2️⃣ Can the Baltic Dry Index Predict Foreign Exchange Rates?
💱 Finance Research Letters, 2020, 32: 101157

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1️⃣3️⃣ Structural Relationship Between Oil Prices and Exchange Rates
⛽ Energy Economics, 2019, 84: 104488

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1️⃣4️⃣ Leveraging BERT to Improve the FEARS Index for Stock Forecasting
🧠 International Joint Conference on Artificial Intelligence, 2019

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1️⃣5️⃣ Does Investor Attention Matter? The Attention-Return Relationships in FX Market
📊 Economic Modelling, 2018, 68: 644–660

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