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Dr Yang Hu

Yang Hu

Senior Lecturer in Finance and Economics

Qualifications: PhD (University of Waikato) MSc with Distinction (University of Canterbury) BSc (University of Canterbury)

Personal Website: https://scholar.google.com/citations?hl=en&user=51XkGBkAAAAJ&view_op=list_works

About Yang

Dr Yang Hu is currently a Senior Lecturer in Finance and Economics at the University of Waikato's Management School. Dr Hu joined the School of Accounting, Finance, and Economics in June 2019 after completing his PhD degree.

His research interests lie primarily in the fields of financial bubbles, energy finance, and cryptocurrencies.

He has published in a wide range of internationally recognised journals, including Economics Letters, Economic Modelling, Energy EconomicsEuropean Journal of Finance, International Review of Economics & Finance, International Review of Financial Analysis, Journal of International Financial Markets, Institutions & Money, among others.

Research  Award:

WMS Award for Outstanding Early Career Researcher 2020

Papers Taught

Research Interests

  • Applied Econometrics
  • Empirical Finance
  • Cryptocurrency
  • Fintech
  • Asset Pricing

Publications

  • Hu Y, Oxley L (2017) Are there bubbles in exchange rates? Some evidence
    from G10 and emerging market economies. Economic Modelling, 64, 419-
    442.
  • Hu Y, Oxley L (2018) Do 18th century `bubbles' survive the scrutiny of 21st
    century time series econometrics?. Economics Letters, 162, 131-134.
  • Hu Y, Scarrott C, (2018) evmix: An R package for extreme value mixture
    modelling, threshold estimation and boundary corrected kernel density estimation. Journal of Statistical Software, 84, 1-27. (SCI Q1, IF: 22.737)
  • Hu Y, Oxley L (2018) Bubbles in US regional house prices: Evidence from
    house price-income ratios at the State level. Applied Economics, 50, 3196-
    3229.
  • Hu Y, Oxley L (2018) Bubble contagion: Evidence from Japan's asset price
    bubble of the 1980-90s. Journal of the Japanese and International
    Economies
    , 50, 89-95.
  • Hu Y, Valera H G, Oxley L (2019) Market efficiency of top market-cap cryptocurrencies: further evidence from panel framework. Finance Research Letters, 31, 138-145.

Recent Publications

  • Corbet, S., Hou, Y., Hu, Y., & Oxley, L. (2022). The influence of the COVID-19 pandemic on the hedging functionality of Chinese financial markets. Research in International Business and Finance, 59. doi:10.1016/j.ribaf.2021.101510

  • Collings, D., Corbet, S., Hou, Y., Hu, Y., Larkin, C., & Oxley, L. (2022). The effects of negative reputational contagion on international airlines: The case of the Boeing 737-MAX disasters. International Review of Financial Analysis, 80, 25 pages. doi:10.1016/j.irfa.2022.102048

  • Corbet, S., Hou, Y., Hu, Y., Larkin, C., Lucey, B., & Oxley, L. (2021). Cryptocurrency liquidity and volatility interrelationships during the COVID-19 pandemic. Finance Research Letters, online, 102137. doi:10.1016/j.frl.2021.102137

  • Corbet, S., Hou, Y., Hu, Y., Oxley, L., & Xu, D. (2021). Pandemic-related financial market volatility spillovers: Evidence from the Chinese COVID-19 epicentre. International Review of Economics and Finance, 71, 55-81. doi:10.1016/j.iref.2020.06.022

Find more research publications by Yang Hu

Keywords

Economics; Finance; Statistics


Contact Details

Email: [email protected]
Room: MSB.3.26
Phone: +64 7 838 4676