李海奇
姓 名：李海奇
职 称：教授、博士生导师
办公地点：湖南大学财院校区红楼2号楼234室
E-mail: lihaiqi00@hnu.edu.cn
研究方向：金融计量经济学、实证资产定价
讲授课程：金融计量经济学、金融工程、计量经济学、面板数据分析
李海奇，男，湖南邵阳人，现为beat365官方网站教授、博士生导师，副院长。2007年9月至2011年6月就读于厦门大学王亚南经济研究院，师从世界著名计量经济学家洪永淼教授，获经济学博士学位。曾任美国康奈尔大学经济系访问学者(2014.8-2015.8)。目前研究方向为金融计量经济学和金融工程，研究成果发表于经济学和金融学国际权威期刊和中文重点期刊，如Econometric Reviews, Journal of Futures Markets, International Review of Financial Analysis, Economics Letters,《数量经济技术经济研究》和《统计研究》等。曾主持湖南省自然科学基金杰出青年项目一项、国家自然科学基金项目三项、教育部人文社科规划基金项目两项等多项国家和省部级科研项目，担任Journal of Economic Development(1976年创刊)副主编(Associate Editor)。曾获得湖南大学科研标兵、湖南大学优秀教师、湖南大学财经教育基金优秀青年教师奖、湖南大学本科毕业论文优秀指导教师等荣誉或奖励。
招生要求：对学术研究具有浓厚的兴趣，经济学、金融学和数理基础良好。
代表性论文：
1、李海奇, Sung Y. Park (2011) “一个新的稳健ARCH检验和YJ-GARCH模型”, 《统计研究》, 28(7), 104-110. (CSSCI源期刊)
2、李海奇, 洪永淼, 毛尚熠 (2013) “基于广义谱密度方法的线性和非线性格兰杰因果关系检验”, 《数量经济技术经济研究》, 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, 曾入选ESI全球前1%高被引论文)
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)
