Risk correlation modelling, risk management

Strategic planning, decision making

Country risk, sovereign risk

Energy security, energy finance

2004.09–2009.12: Ph.D., University of Chinese Academy of Sciences, China, majoring in Management Science

2000.09–2004.06: B.S., Hefei University of Technology, China, majoring in Information system

2019.08–present: Professor, Institutes of Science and Development, Chinese Academy of Sciences

2016.01–2019.07: Associate Professor, Institutes of Science and Development, Chinese Academy of Sciences

2013.11–2015.12: Associate Professor, Institute of Policy and Management, Chinese Academy of Sciences 

2010.01–2013.10: Assistant Professor, Institute of Policy and Management, Chinese Academy of Sciences

 

   

[1]    Chang Liu, Jianping Li, Xiaolei Sun, Jianming Chen. Multi scale interactions between Turkish lira exchange rates and sovereign CDS in Europe and Asia. Applied Economics Letters, 2020

 [2]    Xiaolei Sun, Jun Wang, Yanzhen Yao, Jingyu Li, Jianping Li*. Spillovers among Sovereign CDS, Stock and Commodity Markets: A Correlation Network Perspective. International Review of Financial Analysis. 2018. (https://doi.org/10.1016/j.irfa.2018.10.008)

 [3]    Xiuwen Chen, Xiaolei Sun*, Jianping Li. How does economic policy uncertainty react to oil price shocks? A multi-scale perspective. Applied Economics Letters. 2020, 27(3):188-193.

 [4]    Xiaolei Sun*, Xiuwen Chen, Jun Wang, Jianping Li. Multi-scale interactions between economic policy uncertainty and oil prices in time-frequency domains. The North American Journal of Economics and Finance. 2020, 51: 100854.

 [5]    Xiaolei Sun*, Mingxi Liu, Zeqian Sima. A novel cryptocurrency price trend forecasting model based on LightGBM. Finance Research Letters. 2020, 32: 101084.

 [6]    Weilan Suo, Jin Zhang, Xiaolei Sun*. Risk assessment of critical infrastructures in a complex interdependent scenario: A four-stage hybrid decision support approach. Safety Science, 2019,120:692-705.

 [7]    Xiuwen Chen, Jianping Li, Xiaolei Sun, Dengsheng Wu*. Early identification of intellectual structure based on co-word analysis from research grants. Scientometrics, 2019, 121(1):349-369.

 [8]    Qiang Ji, Jianping Li, Xiaolei Sun. New Challenge and Research Development in Global Energy Financialization. Emerging Markets Finance and Trade, 2019, 55(12): 2669-2672.

 [9]    Lu Wei, Guowen Li, Xiaoqian Zhu, Xiaolei Sun, Jianping Li*. Developing a hierarchical system for energy corporate risk factors based on textual risk disclosures. Energy Economics, 2019, 80: 452-460.

 [10] Xiuwen Chen, Xiaolei Sun*. Dynamic spillover effect between oil prices and economic policy uncertainty in the BRIC countries: A wavelet-based approach. Emerging Markets Finance and Trade. 2019, 55:12, 2703-2717.

 [11] Qiang Ji, Jianping Li, Xiaolei Sun*. Measuring the interdependence between investor sentiment and crude oil returns: New evidence from the CFTC's disaggregated reports. Finance Research Letters. 2019, 30: 420-425.

 [12] Xiaoyang Yao, Jianping Li, Xiaolei Sun*, Dengsheng Wu. Insights into tolerability constraints in multi-criteria decision making: Description and modeling. Knowledge-Based Systems, 2018, 162:136-146.

 [13] Jun Wang, Xiaolei Sun*, Jianping Li, Jianming Chen, Chang Liu. Has China’s oil-import portfolio been optimized from 2005 to 2014? A perspective of cost-risk tradeoff. Computers & Industrial Engineering, 2018, 126: 451–464.

 [14] Jianping Li, Xiaoyang Yao, Xiaolei Sun*, Dengsheng Wu. Determining the fuzzy measures in multiple criteria decision aiding from the tolerance perspective. European Journal of Operational Research, 2018, 264(2): 428-439.

 [15] Xiaolei Sun*, Chang Liu, Xiuwen Chen, Jianping Li. Modeling systemic risk of crude oil imports: Case of China’s global oil supply chain. Energy, 2017, 121: 449-465.

 [16] Xiaolei Sun*, Xiaoyang Yao, Jun Wang. Dynamic interaction between economic policy uncertainty and financial stress: A multi-scale correlation framework. Finance Research Letters, 2017, 21: 214-221.

 [17] Chang Liu, Xiaolei Sun*, Jianming Chen, Jianping Li. Statistical properties of country risk ratings under oil price volatility: Evidence from selected oil-exporting countries. Energy Policy, 2016, 92: 234-245.

 [18] Yuying Yang, Chang Liu, Xiaolei Sun*, Jianping Li. Spillover Effect of International Crude Oil Market on Tanker Market. International Journal of Global Energy Issues, 2015, 38:257-277.

 [19] Jianping Li, Xiaolei Sun*, Fei Wang, Dengsheng Wu. Risk integration and optimization of oil-importing maritime system: A multi-objective programming approach. Annals of Operations Research, 2015, 234(1):57-76.

 [20] Xiaolei Sun, Ling Tang, Yuying Yang, Dengsheng Wu, Jianping Li. Identifying the dynamic relationship between tanker freight rates and oil prices: in the perspective of multiscale relevance. Economic Modelling, 2014,42: 287-295.

 [21] Xiaolei Sun, Jianping Li, Yongfeng Wang, Woodrow W. Clark. China’s sovereign wealth fund investments in overseas energy: The energy security perspective. Energy Policy, 2014, 65: 654-66.

 [22] Jianping Li, Ling Tang, Xiaolei Sun*, Dengsheng Wu. Oil-importing optimal decision considering country risk with extreme events: A multi-objective programming approach. Computers & Operations Research, 2014, 42:108-115.

 [23] Yuying Yang, Jianping Li, Xiaolei Sun*, Jianming Chen. Measuring external oil supply risk: A modified diversification index with country risk and potential oil exports. Energy, 2014,68:93-938.

 [24] Xiaoqian Zhu, Fei Wang, Haiyan Wang, Changzhi Liang, Tang Run, Xiaolei Sun, Jianping Li. TOPSIS method for quality credit evaluation: A case of air-conditioning market in China [J]. Journal of Computational Science, 2014, 5(2): 99-105.

 [25] Jianping Li, Changzhi Liang, Xiaoqian Zhu, Xiaolei Sun, Dengsheng Wu. Risk contagion in Chinese banking industry: A transfer entropy based analysis. Entropy, 2013, 15(12): 5549-5594.

 [26] Xiaolei Sun, Jianping Li, Ling Tang, and Dengsheng Wu. Identifying the risk-return tradeoff and exploring the dynamic risk exposure of country portfolio of the FSU's oil economies. Economic Modelling, 2012, 29: 2494-2503.

 [27] Jianping Li, Ling Tang, Xiaolei Sun*, Lean Yu, Wan He, and Yuying Yang. Country risk forecasting for major oil exporting countries: A decomposition hybrid approach. Computers & Industrial Engineering, 2012, 63: 641-651.

 [28] Jianping Li, Jichuang Feng, Xiaolei Sun, and Minglu Li. Risk integration mechanisms and approaches in banking industry. International Journal of Information Technology & Decision Making, 2012, 11(6): 1183-1213.

 [29] Xiaolei Sun, Jianping Li, Dengsheng Wu, and Shanli Yi. Energy geopolitics and Chinese strategic decision of the energy supply security: A multiple-attribute analysis. Journal of Multi-Criteria Decision Analysis, 2011, 18(1-2): 151-160.

 

 

2018: China Youth Science and Technology Award on Decision Science, rewarded by Decision Science Branch of Operations Research Society of China

2018: Study on the development strategy of Qinghai’s science and technology during the period of the 13th Five-Year Plan, rewarded by Qinghai second-class Provincial scientific awards

2018: Best Paper Award, rewarded by 2018 International Conference on Energy Finance

2013-2016: Youth Innovation Promotion Association Program, sponsored by Chinese Academy of Sciences

2013: Study on major strategic problems of Qinghai’s science and technology development, rewarded by Qinghai second-class Provincial scientific awards

2012: Optimization theory and applications in credit scoring, rewarded by Beijing second-class Provincial scientific awards

2009: Prize of President Scholarship of the Chinese Academy of Sciences