B.S. and M.S., Mathematics, Department of Mathematics, Zhejiang University (ZJU)
Ph.D., Finance, School of Economics and Finance, The University of Hong Kong (HKU)
Professor and Distinguised Young Scholar, Finance, School of Economics, ZJU;
Fellow, Academy of Financial Research (AFR), ZJU.
Editorial Board Member, Journal of Futures Markets
Xingguo's primary research interests are asset pricing, VIX and its futures and options, derivatives, quantitative trading, ABS and credit risk. He has published research works in the Journal of Financial Markets, Journal of Futures Markets, Pacific-Basin Finance Journal, Finance Research Letters and three of them are lead articles. He actively presented his papers in major international finance conferences (e.g., 2015-2017 Volatility Institute Conference at NYU Shanghai), and served as Session Chair for Financial Management Association (FMA, 2010), Asian Finance Association (AsianFA, 2012) annual meetings,the International Conference on Futures and Other Derivatives (ICFOD 2017, 2018) and the first and second International Conference on Energy Finance（ 2016 & 2017） conference Co-Chairs. He also received research grant from the CME Group Foundation in 2012.
Selected Publications:
17.How trading in commodity futures option markets impacts commodity futures prices，Journal of Futures Markets, 2021. 
JFutM21_Commodity.pdf
16.Option trading and the cross‐listed stock returns: Evidence from Chinese A–H shares, Journal of Futures Markets, 2020. JFutM20_AHoption.pdf
15.What determines the issue price of lease asset-backed securities in China?, Internnational Review of Finanial Analysis, 2020. IRFA20_LeaseABS.pdf
14.Volatility index and the return–volatility relation: Intraday evidence from Chinese options market, Journal of Futures Markets, 2019. JFutM19_iVX.pdf
13.Predicting the volatility of the iShares China Large-Cap ETF: What is the role of the SSE 50 ETF?, Pacific-Basin Finance Journal, 2019. PBFJ19_FXIvolatility.pdf
12.Instantaneous squared VIX and VIX derivatives, Journal of Futures Markets, 2019. （Lead Article）JFutM19_VIXo.pdf
11.Do spillover effects between crude oil and natural gas markets disappear? Evidence from option markets, Finance Research Letters, 2018. FRL2018_OilGasOption.pdf
10.Expected stock returns and forward variance, Journal of Financial Markets, 2017. JFinM17_FV.pdf
9.The dynamic correlations between the G7 economies and China: Evidence from both realized and implied volatilities, Journal of Futures Markets, 2017. JFutM17_G7.pdf
8.Oil price uncertainty and Chinese stock returns: New evidence from the oil volatility index, Finance Research Letters, 2017. FRL2017_OVX.pdf
7.Stochastic volatility vs. jump diffusions: Evidence from the Chinese convertible bond market, International Reivew of Economics and Finance, 2017. （Lead Article）IREF17_Convertible.pdf
6.The information content of implied volatility and jumps in forecasting volatility: Evidence from the Shanghai gold futures market, Finance Research Letters, 2016.
5.Sell in May and Go Away: Evidence from China, Finance Research Letters, 2014. FRL14_SellinMayGoAway.pdf
4.Is Warrant Really a Derivative? Evidence from the Chinese Warrant Market, Journal of Financial Markets, 2013. JFinM13_warrant.pdf
3.The Term Structure of VIX, Journal of Futures Markets, 2012 （Lead Article）. JFutM12_VIXts.pdf
2.Forecasting the Term Structure of Chinese Treasury Yields, Pacific-Basin Finance Journal, 2012 （Lead Article）. PBFJ12_ChineseTreasuryYield.pdf
1.The Dynamics of Long Forward Rate Term Structures, Journal of Futures Markets, 2010
Referee:
3. Pacific-Basin Finance Journal
6. International Reivew of Economics and Finance
7. North American Journal of Economics and Finance
10. World Economy
11. International Review of Finance
12. Emerging Markets Finance and Trade
13. Journal of Banking and Finance
Conferences：
2020.12, The 9th International Conference on Futures and Other Derivatives, Session Organizer & Chair
2020.11, 18th International Symposium and Financial System Engineering and Risk Management (FSERM), Session Chair, Invited Talk
2019.10, 第十六届中国金融学年会，会议主办方主要成员，负责理事论坛、分会场等
2019.10, The 8th International Conference on Futures and Other Derivatives, Organizer & Co-Chair
2019.10, 17th International Symposium and Financial System Engineering and Risk Management (FSERM), Best paper, Session Chair
2018.12, The 2018 China International Risk Forum (CIRF), Presentation, Discussion and Session Chair
2018.11, Fourth Annual Volatility Institute Conference at NYU Shanghai (VINS), Presentation and Discussion
2018.10, The 7th International Conference on Futures and Other Derivatives (ICFOD), Presentation, Session Chair
2018.10, 16th International Symposium and Financial System Engineering and Risk Management (FSERM), Presentation, Session Chair
2018.07, The 16th China International Conference in Finance (CICF), Discussion
2017.11, Third Annual Volatility Institute Conference at NYU Shanghai (VINS), Discussion and Poster Session
2017.11, The 6th International Conference on Futures and Other Derivatives (ICFOD), Session Chair, Presentation, Discussion
2017.10, 第十四届中国金融学年会，报告论文和评论论文
2017.10, The 15th FSERM, Session Chair, Presentation; Best paper award
2017.07, The 15th China International Conference in Finance (CICF), Co-organizer, Discussion
2016.12, The 5th ICFOD, Presentation, Discussion; 中国（深圳）国际期货大会
2016.11, Second Annual Volatility Institute Conference at NYU Shanghai (VINS), Discussion
2016.08, The 14th FSERM, Presentation; Best paper award
2016.07, The 14th China International Conference in Finance (CICF), Discussion
2016.05, First China Derivatives Markets Conference, Program Committee Member, Presentation, Discussion
2015.12, 中国科协第297次青年科学家论坛，做有关国际能源衍生品发展对中国市场影响的邀请报告。
2015.11, First Annual Volatility Institute Conference at NYU Shanghai (VINS), Presentation, Discussion
2015.08, The 13th FSERM, Presentation; Best paper award
2014.10, Third International Conference on Futures and Other Derivatives (ICFOD), Presentation
Honors and Grants:
The National Natural Science Foundation of China, 2014-2016; 2018-2021;
The Natural Science Foundation of Zhejiang Province, 2013-2015;
Distinguished Young Scholar, ZJU, 2013;
Small Project Funding, HKU, 2012;
CME Group Foundation Grant, Chicago Mercantile Exchange (CME), 2012;
URC/CRCG Conference Grants, HKU, 2008, 2010, 2012;
University Studentship, HKU, 2006;
Postgraduate Studentship, HKU, 2006-2010;
Kwang-Hua Scholarship, ZJU, 2005.
