陈燕华,英国利物浦大学博士,意大利比萨高等师范学校博士后研究员。主要从事金融复杂网络、系统性风险、金融大数据分析等方面研究工作。目前已在International Review of Financial Analysis、Finance Research Letters、Physica A等期刊发表论文多篇。
研究方向
金融复杂网络、系统性风险(度量、识别、传染、预警、防控)、金融大数据分析等
讲授课程
统计模型与统计实验、统计学(双语)
教育背景
2018.12,英国利物浦大学,风险与不确定性分析与决策,博士(导师:Athanasios A. Pantelous教授;Konstantin Zuev教授)
2014.06, 南京信息工程大学,系统理论,硕士(导师:杨春霞教授)
2011.06, 南京信息工程大学滨江学院,自动化,学士
工作经历
2022.10-至今,8188www威尼斯,8188www威尼斯,经济统计系,讲师
2020-2021,英国Ant Data Ltd.,数据分析师
2019-2020,意大利比萨高等师范学校,量化金融方向博士后研究员(导师:Stefano Marmi教授;Fabrizio Lillo教授)
近五年论著(第一作者\通讯作者*;其他论文见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.
工作论文
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)
科研项目
英国EPSRC&ESRC项目:StatisticalAnalysis and Probabilistic Modelling of Complex Financial Systems using Network Theory,2015-2018,主要参与
Scuola Normale Superiore di Pisa项目:Systemic Risk in Financial Markets at Different Time Scales,2019-2020,主要参与
期刊审稿
现为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期刊审稿人。
联系方式
地址:江苏省南京市栖霞区文苑路3号德经楼Z1-444室,邮编:210023
Email: 9120221055@nufe.edu.cn; yanhuachen54at163.com