陳燕華,英國利物浦大學博士,意大利比薩高等師範學校博士後研究員。主要從事金融複雜網絡、系統性風險、金融大數據分析等方面研究工作。目前已在International Review of Financial Analysis、Finance Research Letters、Physica A等期刊發表論文多篇。
研究方向
金融複雜網絡、系統性風險(度量、識别、傳染、預警、防控)、金融大數據分析等
講授課程
統計模型與統計實驗、統計學(雙語)
教育背景
2018.12,英國利物浦大學,風險與不确定性分析與決策,博士(導師:Athanasios A. Pantelous教授;Konstantin Zuev教授)
2014.06, 南京信息工程大學,系統理論,碩士(導師:楊春霞教授)
2011.06, 南京信息工程大學濱江學院,自動化,學士
工作經曆
2022.10-至今,伟德官网地址,伟德官网地址,經濟統計系,講師
2020-2021,英國Ant Data Ltd.,數據分析師
2019-2020,意大利比薩高等師範學校,量化金融方向博士後研究員(導師:Stefano Marmi教授;Fabrizio Lillo教授)
近五年論著(第一作者\通訊作者*;其他論文見Google Scholar)
Y. H. Chen*, A. Sharma.How much does climate-related risk impacts on stock and commodity markets: A comparative study of US and China.Finance Research Letters, 2023, Forthcoming.(SSCI, ABS二星, ABDC-A, JCR Q1)
Y. H. Chen, Y. W. Li, A. A. Pantelous, H. E. Stanley. Short-run disequilibrium adjustment and long-run equilibrium in the international stock markets: A network-based approach.International Review of Financial Analysis, 79: 102002, 2022.(SSCI, ABS三星, ABDC-A, JCR Q1)
Y. H. Chen, A. A. Pantelous. The US-China trade conflict impacts on the Chinese and US stock markets: A network-based approach.Finance Research Letters, 46: 102486, 2022.(SSCI, ABS二星, ABDC-A, JCR Q1)
Y. H. Chen, R. N. Mantegna, A. A. Pantelous, and K. M. Zuev. A dynamic analysis of S&P 500, FTSE 100 and EURO STOXX 50 indices under different exchange rates. PloSONE, 3(3): e0194067, 2018.(SCI)
Y. H. Chen. Modelling Financial Market based on Econometric and Complex Network Analysis[M]. PQDT-UK & Ireland, The University of Liverpool (United Kingdom), 2018.
工作論文
C. Y. Liew,Y. H. Chen*,A. Sharma. Spillover effect between climate policy uncertainty and crude oil future markets--New evidence from US and China. 2023.
Y. H. Chen, K. E. Dogah, and G. S. Uddin. Does climate policy uncertainty matter for the US stock market? Evidence from a sectoral analysis. 2023.
A. Sharma,Y. H. Chen*,B. Ghosh, and G. S. Uddin. Role of uncertainty on equity and commodity market aftermath of the global pandemic. 2023.(Under Review)
M. Umar,Y. H. Chen*. Does trade policy uncertainty affect cryptocurrency markets? Evidence from the US-China trade war. 2023.(Under Review)
科研項目
英國EPSRC&ESRC項目:StatisticalAnalysis and Probabilistic Modelling of Complex Financial Systems using Network Theory,2015-2018,主要參與
Scuola Normale Superiore di Pisa項目:Systemic Risk in Financial Markets at Different Time Scales,2019-2020,主要參與
期刊審稿
現為International Review of Financial Analysis、Finance Research Letters、Emerging Markets Review、Applied Economics、ASCE-ASME Journal of Risk and Uncertainty in Engineering Systems等SSCI、SCI期刊審稿人。
聯系方式
地址:江蘇省南京市栖霞區文苑路3号德經樓Z1-444室,郵編:210023
Email: 9120221055@nufe.edu.cn; yanhuachen54at163.com