Bing XIAO

Bing XIAO is a Lecturer at the University of Clermont Auvergne, affiliated with the Finance, Information and Corporate Responsibility (FIRE) Axis. His research focuses on financial markets, portfolio management, and econometric modeling.

• Current affiliation: University of Clermont Auvergne
• Academic role: Lecturer

Research interests include:

• Financial Markets: Analysis of value and growth stocks, market efficiency, and anomalies like the size and value effects.
• Risk Analysis: Volatility forecasting in gold, oil, and commodity markets using ARCH/GARCH models.
• Econometrics: Application of autoregressive models to financial and agricultural assets.
• Insurance in Developing Countries: Parametric index insurance and risk estimation in rural contexts.

Recent work explores seasonal patterns in gold prices, SME failures in rural France, and comparative studies of financial reforms in Chinese markets.

Key collaborations include Laurent Mériade and Marie-Eliette Dury on studies of stock market dynamics and risk modeling.