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陈燕华

时间:2023-09-04

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,南京财经大学,经济学院,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

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