P
Ping Li
Researcher at Beihang University
Publications - 2
Citations - 38
Ping Li is an academic researcher from Beihang University. The author has contributed to research in topics: Futures contract & Spot contract. The author has an hindex of 2, co-authored 2 publications receiving 13 citations.
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Journal ArticleDOI
Are Chinese crude oil futures good hedging tools
Jie Li,Lixin Huang,Ping Li +2 more
TL;DR: Wang et al. as discussed by the authors investigated dynamic correlations between Chinese crude oil futures and spot prices of its two main underlying assets, OPEC and Oman, as well as the hedging effectiveness.
Journal ArticleDOI
Dynamic correlations and spillover effects between CoCo bonds and other financial assets: Evidence from European banking
Fangfang Li,Ping Li +1 more
TL;DR: In this paper, the authors examined the relationship between European contingent convertible (CoCo) bond, stock and bond issued by banks using daily data and analyzed the dynamic correlation by DCC-GARCH method, and the results indicate that the hybrid security CoCo bonds have a closer relationship with bank stocks than bonds.