李海奇

美國康奈爾大學經濟系訪問學者（2014.8.-2015.8.）

李海奇於2007年9月至2011年6月就讀於廈門大學王亞南經濟研究院，師從世界著名計量經濟學家洪永淼教授，獲經濟學博士學位。 ^[1] 

金融計量經濟學、經驗資產定價 ^[1] 

金融時間序列分析、計量經濟學、面板數據分析 ^[1] 

1. 李海奇，Sung Y. Park (2011) “一個新的穩健ARCH檢驗和YJ-GARCH模型”， 《統計研究》，28(7), 104-110. (CSSCI源期刊)

2. 李海奇，洪永淼，毛尚熠 (2013) “基於廣義譜密度方法的線性和非線性格蘭傑因果關係檢驗”， 《數量經濟技術經濟研究》，30（5），116-127. (CSSCI源期刊)

3. Haiqi Li, Hyung-Gun Kim and Sung Y. Park (2015) “The role of financial speculation in the energy future markets: A new time-varying coefficient approach”, Economic Modelling, 51, 112-122. (SSCI源期刊)

4. Haiqi　Li,　Wanling　Zhong and Sung Y. Park (2016) “Generalized cross-spectral test for nonlinear Granger causality with applications to money–output and price–volume relations”, Economic Modelling, 52, 661-671. (SSCI源期刊)

5. Rui Fan, Haiqi Li and Sung Y. Park (2016) “Estimation and hedging effectiveness of time-varying hedge ratio: nonparametric approaches”, Journal of Futures Markets, 36, 968–991. (SSCI源期刊)

6. Haiqi Li, Myeong J. Kim and Sung Y. Park (2016) “Nonlinear relationship between crude oil price and net futures positions: A dynamic conditional distribution approach”, International Review of Financial Analysis , 44, 217-225.（SSCI源期刊）

7. Haiqi Li, Chaowen Zheng and Yu Guo (2016) “ Estimation and test for quantile nonlinear cointegration”, Economics Letters, 148, 27-32.（SSCI源期刊）

8. Haiqi Li, Yu Guo and Sung Y. Park (2017) “Asymmetric Relationship between investor's sentiment and stock returns: evidence from a quantile non-causality test”, International Review of Finance, 17(4), 617-626. (SSCI源期刊)

9. Haiqi Li and Sung Y. Park (2018) “Testing for a unit root in a nonlinear quantile autoregression framework”, Econometric Reviews, 37(8), 867–892.（SSCI源期刊） (曾入選ESI全球前1%高被引論文)

10. Haiqi Li and Chaowen Zheng (2018) “Unit root quantile autoregression testing with smooth structural changes”, Finance Research Letters, 25, 83-89. (SSCI源期刊)

11. Haiqi Li, Rui Fan and Sung Y. Park (2018) “Generalized empirical likelihood specification test robust to local misspecification”, Economics Letters, 171, 149-153.

12. Haiqi Li, Ying Liu and Sung Y. Park (2018) “Time-varying Investor Herding in Chinese Stock Markets”, International Review of Finance，18(4), 717-726. (SSCI源期刊) ^[1] 

曾主持多項國家級和省部級科研項目。目前主持國家自然科學基金面上項目一項，教育部人文社科規劃基金項目一項，擔任Journal of Economic Development（1976創刊）副主編（Associate Editor）。 ^[1]