Statistical inference, financial markets, applied statistics
Australian National University
Ph.D. in Statistics
Master of Actuarial Studies
Master of Actuarial Statistics
Dalian University of Technology
Dual degree of Bachelor (Applied Mathematics & English)
2010-2015, College of Business and Economics, Australian National University, Teaching and research assistant
2015 to present, School of Finance, Dongbei University of Finance and Economics
Applied Statistics (IFoA), Life Contingencies (IFoA)
Dynamics and Predictability of the Implied Volatility Surface of Commodity Future Options, Youth Foundation of Humanities and Social Science of Ministry of Education of China (19YJC790171), 2019, host.
Fire Sales and Risk Contagion: Experimental Studies Based on Bank Coordination, National Natural Science Foundation of China (71773013), 2017, main participant.
Alternative Confidence Estimation, FASIGS (CBE Code 62030 BP09), Australian National University, 2009, main participant.
Improved Confidence Estimation, FASIGS (CBE Code 62030 BP10), Australian National University, 2010, main participant.
Lyu, Y.-J., Wei, Y., Hu, Y.-Y. & Yang, M. 2021. Good volatility, bad volatility and economic uncertainty: Evidence from the crude oil futures market, Energy, forthcoming.
Lyu, Y.-J., Yi, H.-L., Hu, Y.-Y. & Yang, M. 2021. Economic uncertainty shocks and China’s commodity futures returns: A time-varying perspective, Resources Policy, forthcoming.
Lyu, Y.-J., Tuo, S.-W., Wei, Y. & Yang, M. 2021. Time-varying effects of global economic policy uncertainty shocks on crude oil price volatility: New evidence, Resources Policy, forthcoming.
Sui, C., Lung, P. & Yang, M. 2021. Index option trading and equity volatility: Evidence from the SSE 50 and CSI 500 stocks. International Review of Economics and Finance, forthcoming.
Alaeddini, R., Puza, B., & Yang, M. 2020. Bayesian regression analysis of stutter in DNA mixtures, Communications in Statistics - Theory and Methods, forthcoming.
Yang, M. & Puza, B. 2020, Optimal confidence intervals for the geometric parameter. Communications in Statistics – Theory and Methods, 49(3): 590-606.
Sui, C., Lung, P., & Yang, M. 2019. Predictable dynamics in the implied volatility surface based on weighted least squares: Evidence from soybean meal futures options in China. Emerging Markets Finance and Trade, 56(11): 2625-2638.
Puza, B., & Yang, M. 2016, Improved confidence estimation for the exponential mean via tail functions, Communications in Statistics - Theory and Methods, 45(2), 529-539.
Puza, B, Roberts, S & Yang, M. 2011. Constrained confidence intervals in time series studies of mortality and air pollution, Environment International, 37(1), 204-209.
Puza, B & Yang, M. 2011. Optimal constrained confidence estimation of the Poisson mean via tail functions, The Mathematical Scientist, 36(2), 95-104.