| An update on speculation and financialization in commodity markets NE Boyd, JH Harris, B Li Journal of Commodity Markets 10, 91-104, 2018 | 120 | 2018 |
| Empowering beginners in bioinformatics with ChatGPT E Shue, L Liu, B Li, Z Feng, X Li, G Hu Quantitative Biology 11 (2), 105-108, 2023 | 80 | 2023 |
| Shale revolution, oil and gas prices, and drilling activities in the United States S Shakya, B Li, X Etienne Energy Economics 108, 105877, 2022 | 62 | 2022 |
| Pricing dynamics of natural gas futures B Li Energy Economics 78, 91-108, 2019 | 38 | 2019 |
| Speculation, risk aversion, and risk premiums in the crude oil market B Li Journal of Banking & Finance 95, 64-81, 2018 | 38 | 2018 |
| Dynamic jump intensities and risk premiums in crude oil futures and options markets P Christoffersen, K Jacobs, B Li Journal of Derivatives 24 (2), 8-30, 2016 | 34 | 2016 |
| Decomposing the VIX: Implications for the predictability of stock returns KV Chow, W Jiang, B Li, J Li Financial Review 55 (4), 645-668, 2020 | 27 | 2020 |
| Unleashing the power of ChatGPT in finance research: opportunities and challenges Z Feng, G Hu, B Li, J Wang Financial Innovation 11 (1), 93, 2025 | 25 | 2025 |
| The relative pricing of WTI and Brent crude oil futures: Expectations or risk premia? X Gao, B Li, R Liu Journal of Commodity Markets 30, 100274, 2023 | 16 | 2023 |
| Option returns, risk premiums, and demand pressure in energy markets K Jacobs, B Li Journal of Banking & Finance 146, 106687, 2023 | 16 | 2023 |
| A first look at financial data analysis using ChatGPT-4o Z Feng, B Li, F Liu Available at SSRN 4849578, 2024 | 10 | 2024 |
| Trade secrets protection and stock price crash risk D Hu, E Lee, B Li Financial Review 58 (2), 395-421, 2023 | 7 | 2023 |
| A First Look at Financial Data Analysis Using ChatGPT-4o WH Chou, Z Feng, B Li, F Liu Journal of Risk and Financial Management 18 (2), 99, 2025 | 4 | 2025 |
| Option-implied filtering: evidence from the GARCH option pricing model B Li Review of Quantitative Finance and Accounting 54 (3), 1037-1057, 2020 | 4 | 2020 |
| capitalizing off collapse: The hidden alpha during the crisis periods N Burks, B Li, J Bowling, N Schmid International Research Journal of Applied Finance 9 (3), 124-133, 2018 | 3 | 2018 |
| Risk premia in the term structure of crude oil futures: long-run and short-run volatility components N Boyd, B Li, R Liu Review of Quantitative Finance and Accounting 58 (4), 1505-1533, 2022 | 2 | 2022 |
| Illuminating the Pricing Kernels: Short‐Term and Long‐Term Index Option Returns B Li, F Ou Journal of Futures Markets 45 (10), 1795-1817, 2025 | 1 | 2025 |
| Non-linear volatility with normal inverse Gaussian innovations: ad-hoc analytic option pricing S Mozumder, B Talukdar, MH Kabir, B Li Review of Quantitative Finance and Accounting 62 (1), 97-133, 2024 | 1 | 2024 |
| Swap variance hedging and efficiency: The role of high moments KV Chow, B Li, Z Wang Journal of Financial Research 46 (3), 681-709, 2023 | 1 | 2023 |
| Climate Risk Premium: Evidence from Commodity Options X Gao, B Li, K Lin, R Liu | | 2025 |
Zifeng FengThe University of Texas at El PasoVerified email at utep.edu
