Name:SUN Xiaolei
Title:Professor
Research Areas: Risk Management, optimization decision, energy security, financial stability, country/sovereign risk
E-mail: xlsun@casisd.cn
Highest Degree&Year Earned: Ph.D, 2014
Discipline:Finance and Statistics
Publication in the Past 5 Years:
1)English Journals&Journal Citations (SSCI/SCI/EI/CSSCI)
1. Jla C , Yfa B , Gla B , et al. Tourism companies' risk exposures on text disclosure[J]. Annals of Tourism Research,2020 84. SCI
2. Hao J , Li J , Wu D , et al. Portfolio optimisation of material purchase considering supply risk – A multi-objective programming model[J]. International Journal of Production Economics, 2020, 230. SCI
3. Wang J , Sun X , Li J . How do sovereign credit default swap spreads behave under extreme oil price movements? Evidence from G7 and BRICS countries[J]. Finance Research Letters, 2019:101350. SSCI
4. Yao X , Le W , Sun X , et al. Financial stress dynamics in China: An interconnectedness perspective[J]. International Review of Economics & Finance, 2020, 68. SSCI
5. Chen X , Sun X , Li J . How does economic policy uncertainty react to oil price shocks? A multi-scale perspective[J]. Applied Economics Letters, 2019, 27. SSCI
6. Sun X , Chen X , Wang J , et al. Multi-scale interactions between economic policy uncertainty and oil prices in time-frequency domains[J]. The North American Journal of Economics and Finance, 2018. SSCI
7. Hao J , Sun X , Feng Q , et al. A Novel Ensemble Approach for the Forecasting of Energy Demand Based on the Artificial Bee Colony Algorithm[J]. Energies, 2020, 13(3):550-. SCI
8. 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. SCI
9. Chen X , Li J , Sun Xiaolei , et al. Early identification of intellectual structure based on co-word analysis from research grants. Scientometrics,2019, 121(1):349-369.SCI
10. 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. SSCI
11. 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. SSCI
12. Xiuwen Chen, Xiaolei Sun*, Jianping Li. How does economic policy uncertainty react to oil price shocks? A multi-scale perspective.Applied Economics Letters.2019. (DOI: 10.1080/13504851.2019.1610704) SCI
13. 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.
2019. (https://doi.org/10.1016/j.irfa.2018.10.008)" SSCI
14. Xiaolei Sun*, Xiuwen Chen, Jun Wang, Jianping Li. Multi-scale interactions between economic policy uncertainty and oil prices in time-frequency domains. North American Journal of Economics andFinance. 2018. (https://doi.org/10.1016/j.najef.2018.10.002) SCI
15. Xiaolei Sun*, Mingxi Liu, Zeqian Sima. A novel cryptocurrency price trend forecasting model based on LightGBM.Finance Research Letters. 2018. (https://doi.org/10.1016/j.frl.2018.12.032)" SSCI
16. 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. SSCI
17. 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. SSCI
18. Jun Wang, Xiaolei Sun*, Jianping Lib, 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. SCI
19. 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. SCI
20. 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. SCI
21. Xiaolei Sun*,Xiaoyang Yao,Jun Wang. Dynamic interaction between economic policy uncertainty and financial stress: A multi-scale correlation framework. Finance Research Letters,2017. SSCI
22. 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. SSCI
23. 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." EI
24. Jianping Li, Xiaolei Sun*, Fei Wang, Dengsheng Wu.Risk integration and optimization of oil-importing maritime system: Amulti-objective programming approach. Annals of operations Research, 2015, 234(1):57-76." SCI
2) Chinese Journals&Journal Citations (SSCI/SCI/EI/CSSCI)
1. Yuyao Feng, Chang Liu, Xiaolei Sun. Measurement of interaction between uncertainty and crude oil market: multi-scale methodology based on comprehensive integration [J]. Management review, 2020,32 (07): 29-40 CSCD
2. Xiaoyang Yao, Xiaolei Sun, Jianping Li. Construction method and demonstration of China's financial pressure index considering market relevance [J]. Management review, 2019, 31 (04): 34-41 CSCD
3. Xuping Ma, Jun Wang, Xiaolei Sun, Jianping Li. One belt, one road country: a dynamic study of sovereign risk spillover network [J]. system engineering theory and practice, 2019, 39 (6): 1363-1372.CSCD
4. Xuping Ma, Jun Hao, Xiaolei Sun *, Jianping Li. Risk identification and analysis of overseas power engineering investment based on work breakdown structure risk breakdown structure (WBS-RBS) coupling matrix [J]. Science and technology for development, 2019, 15 (03): 225-233 CSCD
5. Dengsheng Wu, Jianping Li, Xiaolei Sun. Research on single model screening in Combined Forecasting Considering model correlation [J]. Systems science and mathematics, 2017, 37 (2): 1-11 CSCD
6. Gang Li, Jianping Li, Xiaolei Sun, et al. Research on the combination mode of subjective and objective weights and its rationality [J]. Management review, 2017, 29 (12): 17-26 + 61 CSCD
7. Gang Li, Jianping Li, Xiaolei Sun, et al. Research on subjective and objective combination weighting method with both sequence information and intensity information [J]. Chinese journal of management science, 2017, 25 (12): 179-187 CSCD
8. Xiaoyang Yao, Xiaolei Sun, Dengsheng Wu, et al. Research on national risk correlation based on mutual information entropy [J]. System engineering theory and practice, 2015, 35 (7): 1657-1665 CSCD
9. Dengsheng Wu, Jianping Li, Xiaolei Sun, et al. Research on multi-objective optimal control of software risk considering risk correlation [J]. System engineering theory and practice, 2015, 35 (3): 578-586 CSCD
10. Dengsheng Wu, Jianping Li, Xiaolei Sun. Software cost SVR combination estimation based on weighted case-based reasoning model family [J]. Journal of management engineering, 2015, 29 (2): 210-216 CSCD
Projects Statistics:
1) Number of Research Projects in the Past 5 Years: 9
2) Number of Industrial Projects in the Past 5 Years: 1
3) Number of Inter-discipline Research Projects: 2
Textbooks: 1
Consultancy Report adopted by the Government or Company: 10
Patents: 1
Honor and Awards: UCAS Educational Achievements Award; Qinghai second-class Provincial scientific awards; Beijing second-class Provincial scientific awards.
Social Activities: Council member of the 21st China Management Science Annual Conference; Assistant to the Dean, Institute of Qinghai Innovation and Development; Secretary-general of Youth Branch, Chinese Society of Optimization, Overall Planning and Economical Mathematics.
