2013.5 教育部人文社科青年项目,主持,已结项
2013.8-2016.8 国家自然科学基金青年项目,主持,已结项
2018.5-2021.5 国家社会科学基金一般项目,主持,在研
朱慧明,李素芳等. 基于非参数 ACE变换的贝叶斯非线性协整检验[J].管理科学学报,2011,14(5):52-64.
朱慧明,李素芳等. Crude oil shocks and stock markets: A panel threshold cointegration approach[J]. Energy Economics, 2011, 33:987-994.
李素芳等. Oil prices and stock market in China: A sector analysis using panel cointegration with multiple breaks[J]. Energy Economics, 2012, 34:1951-1958.
李素芳,朱慧明. 基于非线性ECM模型的贝叶斯门限协整研究[J].统计研究,2013, 1: 96-104.
李荣,朱慧明,李素芳. Modelling dynamic dependence between crude oil prices and Asia-Pacific stock market returns[J].International Review of Economics & Finance,2014,29(1):208-223.
李素芳,朱慧明,李荣. 基于贝叶斯机制转换协整模型的石油——股市非对称效应研究[J].中国管理科学,2015, 9:46-54.
李素芳,朱慧明,李荣. Non-linear cointegration between crude oil and stock markets: evidence from Asia-Pacific countries[J]. Int. J. Global Energy Issues,2014,36(5/6):277-292.
李素芳,朱慧明,李荣. 基于MCMC算法的贝叶斯面板单位根检验[J].湖南大学学报(自然科学版),2015,42(1):136-140.
李素芳,谢赤,朱喜安. 国际油价与中国股市关系的实证研究[J].统计与决策,2014,23:152-155.
丁攀,李素芳. 中国货币政策对城乡居民收入的有效性研究——FAVAR模型的全视角分析[J].经济科学,2014, 4: 39-49.
李素芳等. 基于动态因子结构的贝叶斯分位面板协整研究[J]. 运筹与管理,2019,10:89-99.
李素芳等. 中国进出口贸易与能源消耗强度的非线性门限效应研究[J].统计与决策,2019,15:137-141.
李素芳等. Investor attention and crude oil prices: Evidence from nonlinear Granger causality tests[J]. Energy Economics, 2019, 84: 104494.
通讯作者. Dynamic dependence structure between Chinese stock market returns and RMB exchange rates[J]. Emerging Markets Finance & Trade, 2019, 55(15):3553-3574.
李素芳等. 中国高耗能行业能源消费的贝叶斯非对称影响效应研究[J].湖南大学学报(社会科学版),2020, 1:58-66.
通讯作者. Does economic policy uncertainty in the US influence stock markets in China and India? Time-frequency evidence[J]. Applied Economics, 2020, 52(39):4300-4316.
通讯作者. Investor attention and cryptocurrency: Evidence from wavelet-based quantile Granger causality analysis[J]. Research in International Business & Finance, 2021, 56:101389.
李素芳. 贝叶斯分位面板协整方法及应用[M]. 武汉大学出版社,2020年12月.