← All authors Han Li The University of Melbourne (per OpenAlex) · ORCID · OpenAlex
49 papers in scope · 48 published · 1 on the econ.EM arXiv · 845 citations · h-index 17 (over the papers listed here)
Papers (1 of 49)
Gradient boosted multi-population mortality modeling with high-frequency data
published 2026 · Astin Bulletin
with Ziting Miao, Yuyu Chen
On measuring COVID-19 excess mortality: Insights and challenges
published 2025 · Insurance Mathematics and Economics · 1 citations
with Ayşe Arık, Allen Klein
The stochastic behavior of electricity prices under scrutiny: Evidence from spot and futures markets
published 2025 · Energy Economics · 7 citations
with Jean-François Bégin, Fabio Gómez, Katja Ignatieva
Modeling offence counts with a class of mixed integer-valued autoregressive models with dynamic mixing probabilities
published 2024 · Journal of Statistical Computation and Simulation · 10 citations
with Cheng Lian, Yinfang Fang, Dehui Wang
Constructing hierarchical time series through clustering: Is there an optimal way for forecasting?
published 2024 · International Journal of Forecasting · 8 citations
Wildfire Loss Modeling: A Flexible Semiparametric Approach
published 2024 · North American Actuarial Journal · 4 citations
with Nishanthi Raveendran, Houying Zhu, Georgy Sofronov
Forecasting Age-and Sex-Specific Survival Functions: Application to Annuity Pricing
published 2024 · Risks · 1 citations
Boosting domain-specific models with shrinkage: An application in mortality forecasting
published 2024 · International Journal of Forecasting · 8 citations
Self-exciting threshold -valued autoregressive processes for non-stationary time series of counts
published 2024 · Statistics · 6 citations
with Xiaoman Chen, Xiaogang Dong
Shrinkage estimation and order selection in threshold autoregressive models via Bayesian empirical likelihood
published 2023 · Communications in Statistics - Simulation and Computation · 2 citations
with Xiaogang Dong, Luan Zhao, Xue Ding, Kai Yang
A pth-order random coefficients mixed binomial autoregressive process with explanatory variables
published 2023 · Computational Statistics · 9 citations
with Zijian Liu, Kai Yang, Xiaogang Dong, Wenshan Wang
Multivariate threshold integer-valued autoregressive processes with explanatory variables
published 2023 · Applied Mathematical Modelling · 21 citations
with Kai Yang, Nuo Xu, Yiwei Zhao, Xiaogang Dong
High-Order Self-excited Threshold Integer-Valued Autoregressive Model: Estimation and Testing
published 2023 · Communications in Mathematics and Statistics · 17 citations
with Kai Yang, Ang Li, Xiaogang Dong
working paper 2023 · arXiv
Can environmental information disclosure attract FDI? Evidence from PITI project
published 2023 · Journal of Cleaner Production · 27 citations
with An Pan, Yaoyao Qin, Wenna Zhang, Xunpeng Shi
On bivariate threshold Poisson integer-valued autoregressive processes
published 2023 · Metrika · 31 citations
with Kai Yang, Yiwei Zhao, Dehui Wang
Pricing extreme mortality risk in the wake of the COVID-19 pandemic
published 2022 · Insurance Mathematics and Economics · 15 citations · first circulated 2021
with Haibo Liu, Qihe Tang, Zhongyi Yuan
Hierarchical mortality forecasting with EVT tails: An application to solvency capital requirement
published 2022 · International Journal of Forecasting · 3 citations
with Hua Chen
Accounting Transparency, Fear Sentiment and the COVID-19 Epidemic: For Public Health Security and the Construction of an Early Warning System
published 2022 · Frontiers in Public Health · 1 citations
with Haiyan Wang, Min Sun, Kang Dian-tong, Lei Yan, Jianhao Gao
Infinite Horizon Stochastic Delay Evolution Equations in Hilbert Spaces and Stochastic Maximum Principle
published 2021 · Taiwanese Journal of Mathematics · 1 citations
with Jianjun Zhou, Haoran Dai, Biteng Xu, Wenxu Dong
High-speed railways and local economic performance: evidence from China’s prefecture-level cities
published 2021 · Nankai Business Review International
with Chao Li, Zhao Zhao
Research on Pricing Efficiency of Treasury Bond Futures Market
published 2021 · Financial engineering and risk management
with Lixia Gao
Dispersion modelling of mortality for both sexes with Tweedie distributions
published 2021 · Scandinavian Actuarial Journal · 5 citations
Geographic Proximity and Information Efficiency of Capital Market: Evidence from China
published 2021 · Emerging Markets Finance and Trade · 12 citations
with Chao Li, Zhao Zhao
Generalized Poisson integer-valued autoregressive processes with structural changes
published 2021 · Journal of Applied Statistics · 14 citations
with Chenhui Zhang, Dehui Wang, Kai Yang, Xiaohong Wang
Assessing mortality inequality in the U.S.: What can be said about the future?
published 2021 · Insurance Mathematics and Economics · 11 citations · first circulated 2019
with Rob J. Hyndman
Actual uptake of home batteries: The key roles of capital and policy
published 2021 · Energy Policy · 30 citations
with Rohan Best, Stefan Trück, Chi Truong
Joint Extremes in Temperature and Mortality: A Bivariate POT Approach
published 2020 · North American Actuarial Journal · 15 citations · first circulated 2019
with Qihe Tang
Equity and effectiveness of Australian small-scale solar schemes
published 2020 · Ecological Economics · 30 citations
with Rohan Best, Andrea Chareunsy
Random coefficients integer-valued threshold autoregressive processes driven by logistic regression
published 2020 · AStA Advances in Statistical Analysis · 30 citations
with Kai Yang, Dehui Wang, Chenhui Zhang
Housing wealth and labor supply: Evidence from a regression discontinuity design
published 2020 · Journal of Public Economics · 85 citations
ANALYZING MORTALITY BOND INDEXES VIA HIERARCHICAL FORECAST RECONCILIATION
published 2019 · Astin Bulletin · 16 citations
with Qihe Tang
Modeling overdispersed or underdispersed count data with generalized Poisson integer-valued autoregressive processes
published 2019 · Metrika · 26 citations
with Kai Yang, Yao Kang, Dehui Wang, Yajing Diao
A forecast reconciliation approach to cause-of-death mortality modeling
published 2019 · Insurance Mathematics and Economics · 30 citations
Mortality Forecasting: How Far Back Should We Look in Time?
published 2019 · Risks · 2 citations
with Colin O’Hare
A threshold stochastic volatility model with explanatory variables
published 2018 · Statistica Neerlandica · 22 citations
with Kai Yang, Dehui Wang
Threshold autoregression analysis for finite-range time series of counts with an application on measles data
published 2017 · Journal of Statistical Computation and Simulation · 33 citations
with Kai Yang, Dehui Wang
Semi-parametric extensions of the Cairns–Blake–Dowd model: A one-dimensional kernel smoothing approach
published 2017 · Insurance Mathematics and Economics · 13 citations · first circulated 2016
with Colin O’Hare
First-order random coefficients integer-valued threshold autoregressive processes
published 2017 · AStA Advances in Statistical Analysis · 39 citations
with Kai Yang, Shishun Zhao, Dehui Wang
Quasi-likelihood inference for self-exciting threshold integer-valued autoregressive processes
published 2017 · Computational Statistics · 28 citations
with Kai Yang, Dehui Wang
A Flexible Functional Form Approach To Mortality Modeling: Do We Need Additional Cohort Dummies?
published 2016 · Journal of Forecasting · 11 citations · first circulated 2015
with Colin O’Hare, Farshid Vahid
An integer-valued threshold autoregressive process based on negative binomial thinning
published 2016 · Statistical Papers · 51 citations
with Kai Yang, Dehui Wang, Boting Jia
Two‐Dimensional Kernel Smoothing of Mortality Surface: An Evaluation of Cohort Strength
published 2016 · Journal of Forecasting · 10 citations · first circulated 2015
with Colin O’Hare, Farshid Vahid
A semiparametric panel approach to mortality modeling
published 2015 · Insurance Mathematics and Economics · 28 citations · first circulated 2014
with Colin O’Hare, Xibin Zhang
What are the Differences in Trend Cycle Decompositions by Beveridge and Nelson and by Unobserved Component Models?
published 2014 · Econometric Reviews · 5 citations
with Shigeru Iwata
Road investments and inventory reduction: Firm level evidence from China
published 2013 · Journal of Urban Economics · 105 citations
with Zhigang Li
Generalized method of moments estimation for linear regression with clustered failure time data
published 2009 · Biometrika · 20 citations
with Guosheng Yin
Analysis of capital asset pricing model with persistence in variance
published 2003 · Guanli kexue xuebao
no link
Research on common persistence of BEKK model
published 2001 · Journal of systems engineering · 2 citations
no link
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