Projects per year
Personal profile
Personal profile
Yingying joined IBSS in August 2014 after spending three years and a half as a doctoral researcher at ICMA Centre, University of Reading. Her research area lies in the field of commodity derivatives markets. Prior to joining IBSS, Yingying was an OIES- Saudi Aramco Research Fellow at Oxford Institute for Energy Studies. Yingying has presented at internationalfinance conferences, e.g., Global Finance Association annual meeting, Financial Management Association annual meeting. She has also co-written a chapter about the application of Kalman Filter in commodity futures modelling, which is collected in the `Handbook of Research Methods and Applications in Empirical Finance’. Yingying continues to expand her research areas and explore new, innovative paths that cross different disciplines and in the new emerging markets.
Research interests
Commodity market Financial derivatives Macroeconomics Risk management Empirical asset pricing
Experience
OIES-Saudi Aramco research fellow, Oxford Institute for Energy Studies - 2014 to 2014
Teaching Assistant, University of Reading - 2010 to 2014
Teaching
ACF212 Financial Instruments
ACF108 Introduction to Finance
ACF409 Quantitative Methods for Finance
ACF415 Industry Research Project
ACF601 PhD Supervision
MAN303 Final Year Project
Awards and honours
2015 Jiangsu Province Innovation and Entrepreneurship Award: top oversea PhD, Jiangsu Province
2012 Best Paper Award, Global Finance Conference
2012 Scholarship from ICMA Centre, Henley Business School, University of Reading
Expertise related to UN Sustainable Development Goals
In 2015, UN member states agreed to 17 global Sustainable Development Goals (SDGs) to end poverty, protect the planet and ensure prosperity for all. This person’s work contributes towards the following SDG(s):
Education/Academic qualification
PhD , University of Reading, - 2014
MSc , University of Reading, - 2010
Person Types
- Staff
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Collaborations and top research areas from the last five years
Projects
- 1 Active
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Intraday Dynamic Relationship Between Commodity Futures and Stock Returns of Companies Along the Supply Chain
Wu, Y. & Goncu, A.
1/03/22 → 28/02/25
Project: Internal Research Project
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Commodity futures market conditions and Climate policy risk: Evidence from energy and metals markets
Dogah, K. E., Wu, Y. & Rognone, L., 2024, (Accepted/In press) In: Journal of Futures Markets.Research output: Contribution to journal › Article › peer-review
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Informational inefficiency on bitcoin futures
Shi, S., Zhai, J. & Wu, Y., May 2023, In: European Journal of Finance. 30, 6, p. 642-667 26 p.Research output: Contribution to journal › Article › peer-review
1 Citation (Scopus) -
Research on Information-Driven Trades in China
Sun, D., Wu, Y. & Tao, J., Aug 2022, In: Journal of Global Information Management.Research output: Contribution to journal › Article › peer-review
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The performance of China’s stock market price limits: noise mitigator or noise maker?
Tao, J., Yingying, W. & Jingyi, Z., 2017, In: China Finance Review International. 7, 1, p. 85-97 13 p.Research output: Contribution to journal › Article › peer-review
11 Citations (Scopus) -
Booms and Busts in Commodity Markets: Bubbles or Fundamentals?
Brooks, C., Prokopczuk, M. & Wu, Y., 1 Oct 2015, In: Journal of Futures Markets. 35, 10, p. 916-938 23 p.Research output: Contribution to journal › Article › peer-review
Open Access35 Citations (Scopus)
Activities
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2023 XJTLU AI and Big Data in Accounting and Finance Conference and British Accounting Review (BAR) special issue
Jia Zhai (Organiser), Shimeng Shi (Organiser) & Yingying Wu (Organiser)
10 Jun 2023 → 11 Jun 2023Activity: Participating in or organising an event › Organising an event e.g. a conference, workshop, …
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Climate policy uncertainty and commodity futures market nexus: evidence from energy and metals markets
Yingying Wu (Speaker)
25 May 2023 → 26 May 2023Activity: Talk or presentation › Presentation at conference/workshop/seminar
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The 4th China Derivative Youth Forum
Jia Zhai (Chair), Conghua Wen (Chair), Shimeng Shi (Organiser) & Yingying Wu (Organiser)
10 Jun 2022 → 11 Jun 2022Activity: Participating in or organising an event › Organising an event e.g. a conference, workshop, …
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The 4th China Derivative Youth Forum (Event)
Yingying Wu (Member)
10 Jun 2022 → 11 Jun 2022Activity: Membership › Membership of committee
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Derivatives valuation in Chinese market with machine learning methods.
Jia Zhai (Supervisor), Yingying Wu (Supervisor) & Shimeng Shi (Supervisor)
Jun 2022 → Sept 2022Activity: Supervision › Completed SURF Project