Li Yang received her BSc and MSc from Tsinghua University and her Ph.D. from the University of Illinois at Urbana and Champaign, and later joined the University of New South Wales and served as the Head of School for the School of Banking and Finance at the UNSW Business School from 2019-2022. She also held visiting positions at the University of Texas at San Antonio.
Li’s primary research interests include risk management, energy and...view more
Li Yang received her BSc and MSc from Tsinghua University and her Ph.D. from the University of Illinois at Urbana and Champaign, and later joined the University of New South Wales and served as the Head of School for the School of Banking and Finance at the UNSW Business School from 2019-2022. She also held visiting positions at the University of Texas at San Antonio.
Li’s primary research interests include risk management, energy and commodity markets, and financial modelling. She has published in leading journals in the field including Management Science and Energy Economics. She has been awarded two Australian Research Council Discovery grants and one ARC Linkage grant.
My Grants
- Australian Research Council Discovery Grant 2017, "Investment Irreversibility, Policy Uncertainty, and Hedging Strategies", with D. Foster ($264,000)
- Australian Research Council Discovery Grant 2009, "Building Flexible Multivariate Models and their application in Finance", with R. Kohn ($520,000)
- Australian Research Council Linkage Grant 2008, "Information Content of Order Flows in the Foreign Exchange and Commodities Markets", with D. Foster, J. Wang and X. Yang ($110,000)
My Qualifications
- Ph.D., University of Illinois at Urbana- Champaign
- M.S., Tsinghua University, China
- B.S., Tsinghua University, China
My Research Supervision
Areas of supervision
Risk Management, Options Valuation, Volatility Estimation
Currently supervising
My Teaching
FINS 5513, FINS 3635, and FINS 5535
https://orcid.org/0000-0001-8513-4435