Yuqian Li

Yuqian Li received the B.S. degree in Financial Management from Anhui Normal University, China. She is currently a Masters student at the School of Management of the HeFei University of Technology, China, supervised by Dr Cuixia Jiang. Her research interests include financial risk management.

Articles by Yuqian Li

Original research

Reinvestigating international crude oil market risk spillovers

This paper develops a copula-GARCH-MIDAS model to estimate the joint probability distribution of multivariate variables, and then derives CoVaR-type risk measures.

19 Oct 2021