معرفی
Dr Yuyi Li is a Lecturer in the Department of Economics at the University of Liverpool since October 2014. Previously, he worked as a Lecturer in Econometrics at the University of Manchester (2012–2014) and served as a senior consultant in London’s financial industry (2013). He holds a BSc in Economics and Econometrics from the University of Nottingham and an MSc in Econometrics and Economics (Distinction) from the University of York. His research focuses on theoretical and applied econometrics, including regime switching models, copulas, diffusion modelling, and structural stability testing. He is affiliated with the Liverpool Advanced Methods for Big Data Analytics (LAMBDA) Research Centre.
Key research interests include generalized empirical likelihood, structural instability testing, and applications to financial markets. His work bridges econometric theory with practical challenges in financial analysis, particularly in volatility modelling (VIX derivatives) and supply chain dynamics. Teaching responsibilities include coordinating Econometrics 2 (ECON213) and Introductory Econometrics for Business (ECON233).
Notable publications include studies on Granger causality in global supply chains, multi-factor diffusion models for VIX futures, and info-metric approaches to structural instability. His research emphasizes methodological innovation while addressing real-world economic phenomena.
