【代表性论文】
1.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)
2.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)
3.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.
4.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)
5.Liyan Han, Li Wan,Yang Xu*. Can the Baltic Dry Index predict foreign exchange rates?Finance Research Letters, 2020, 32: 101157.(SSCI, Q1)
6.Yang Xu, Li Wan, Liyan Han, Libo Yin*. Structural relationship between oil prices and exchange rates.Energy Economics, 2019, 84: 104488. (SSCI, ABS 3)
7.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.
8.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)
9.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)
10.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.
11.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.
12.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.
【案例研究】
2021年第十二届全国百篇优秀管理案例、百优精准扶贫与企业社会责任专项：
1.《数据引擎:中免集团数据驱动价值创造之路》，第一作者。
2.《价值共创：RMW媒体融合电商扶贫之路》，参与开发。
2020年第十一届全国百篇优秀管理案例：
3.《功到自然成:北斗星通信息化助力集团业财深度融合》，第一作者。
4.《“精”营有道:神州软件价值创造之降本增效（微案例）》，参与开发 。
5.《判断之繁:建筑施工企业的新准则收入核算处理》，参与开发。
