一、基本情况
姓名:杨鑫
性别:男
学历学位:中南大学管理科学与工程博士(金融工程方向);
香港中文大学金融学博士后
职称:讲师
工作时间:2018年3月-至今
学术兼职:湖南省运筹学会常务理事、湖南省统计学会常务理事
研究方向:复杂网络与金融风险管理、公司金融、能源金融
电子邮箱:yangxintaoyuan@163.com.
二、科研团队
(一)团队成员研究方向构成
1.复杂网络与金融风险管理方向:杨鑫(中南大学博士,香港中文大学博士后),曹杰(中南大学和Boston大学联合培养博士)
2.公司金融方向:刘新恒(中山大学博士)、夏洁瑾(湖南大学博士,博士后)
3.能源金融与环境政策:刘佳琦(湖南大学博士)
(二)团队老师发表论文情况(只列举5篇代表作)
曹杰
1.Cao J, Wen F, Stanley H E, et al. Multilayer financial networks and systemic importance: Evidence from China[J]. International Review of Financial Analysis, 2021, 78: 101882.(SSCI检索,AJG3星)
2.Cao J, Wen F, Eugene Stanley H. Measuring the systemic risk in indirect financial networks[J]. The European Journal of Finance, 2022, 28(11): 1053-1098.(SSCI检索,AJG3星)
3.龚旭,曹杰,文凤华,等.基于杠杆效应和结构突变的HAR族模型及其对股市波动率的预测研究[J].系统工程理论与实践, 2020, 40(5):1113-1133.(CSSCI检索,基金委管理学部认定的A类期刊)
4.Cao J, Wen F. The impact of the cross-shareholding network on extreme price movements: Evidence from China[J]. Journal of Risk, 2019, 22(2): 79-102.(SSCI检索,AJG2星)
5.Huang C, Cao J, Cao J. Stability analysis of switched cellular neural networks: A mode-dependent average dwell time approach[J]. Neural Networks, 2016, 82: 84-99.(SCI检索,JCR一区)
刘新恒
1Xinheng Liu, Shuxian Li, et al. The oil price plummeted in 2014–2015: Is there an effect on Chinese firms' labour investment? [J]. International Journal of Finance & Economics, 2024, 29(1): 943-960.(SSCI 检索, ABS三星, JCR二区)
2.Zhujia Yin, Yijie Sheng, Xinheng Liu* (Corresponding Author), et al. Annual Report Readability and Opportunistic Insider Selling—Evidence from China [J]. Emerging Markets Finance and Trade, 2024, Online. doi.org/10.1080/1540496X.2023.2295001. (SSCI 检索, ABS二星, JCR一区)
3.丁辉, 刘新恒, 李广众. 银行业竞争与企业劳动收入份额——来自中国制造业上市公司的经验证据.经济学(季刊), 2024, 41(02), 待刊. (CSSCI 检索, 国家自然科学基金委管理科学部指定A类重要期刊)
4.刘坚, 康心, 刘新恒. 地方政府绿色发展关注度对绿色全要素生产率的影响研究. 系统管理学报, 2024, 录用待刊. (CSSCI 检索, 国家自然科学基金委管理科学部指定A类重要期刊)
5.刘新恒, 丁辉, 李舒娴, 李广众. 股票市场开放能提高中国企业生产效率吗?——基于陆港通的准自然实验 [J].系统工程理论与实践, 2021, 41(12): 3115-3128. (CSSCI检索, 国家自然科学基金委管理科学部指定A类重要期刊)
夏洁瑾
1.Jiejin Xia, Helian Xu. The Impact of Country Image on Firms’ Exports: Evidence from China[J]. Emerging Markets Finance and Trade, 2023, 59(7): 2102-2117. (SSCI检索,AJG2星)
2.Jianhuan Huang, Jiejin Xia, Yantuan Yu, Ning Zhang. Composite eco-efficiency indicators for China based on data envelopment analysis, Ecological Indicators, 2018, 85: 674-697.(SSCI检索)
3.Jianhuan Huang, Jiejin Xia. Regional competition, heterogeneous factors and pollution intensity in China: A spatial econometric analysis, Sustainability, 2016, 8, 171.(SSCI检索)
刘佳琦
1.胡宗义, 刘佳琦, 何冰洋, 施淑蓉. 基于跨国数据的金融发展对绿色能源消费的影响研究. 湖南大学学报( 社会科学版), 2020, 34(3): 68-77 (CSSCI).
2.Jiaqi Liu, Kang Wang, Di Yuan, Jianjun Li. Lower bounds of the average mixture discrepancy for row augmented designs with mixed four-and five-level. Communications in Statistics-Theory and Methods, 2022, DOI: 10.1080/03610926.2022.2032752 (SCI检索).
3.Zongyi Hu, Jiaqi Liu, Yi Li, Hongyi Li. Uniform augmented q-level designs. Metrika, 2021,84(7), 969-995 (SCI检索).
4.Jiaqi Liu, Zujun Ou, Hongyi Li. Uniform row augmented designs with multi-level.Communications in Statistics-Theory and Methods, 2021, 50(15): 3491-3504 (SCI检索).
5.Jiaqi Liu, Zujun Ou, Liuping Hu, Kang Wang. Lee discrepancy on mixed two-and three-level uniform augmented designs. Communication in Statistics-Theory and Methods, 2019, 48(10):2409-2424 (SCI检索).
(三)团队培养的研究生读博情况
1.2020年,温同学,中国科学院大学博士,已毕业
2.2022年,赵同学,欧博官网博士
3.2022年,邓同学,中国科学院大学博士
4.2023年,贺同学,国防科技大学博士
5.2023年,阳同学,欧博官网博士
6.2024年,危同学,暨南大学博士
7.2024年,谭同学,国防科技大学博士
欢迎有理想、立志在研究生阶段提升自己的能力、有读博想法同学加入我们团队!
三、本人科研情况
(一)发表论文
1.Xin Yang, Cheng Jin, Jie Cao, Sheng Liu, Chuangxia Huang. Do network characteristics affect systemic risk? Evidence from the European banking system[J]. Applied Economics Letters, 2024, 28: 1201-1213,DOI:10.1080/13504851.2024.2305244.(SSCI 检索, AJG一星)
2.Xin Yang, Shan Chen, Hong Liu, Xiaoguang Yang, Chuangxia Huang. Jump volatility spillover network based measurement of systemic importance of Chinese financial institutions[J]. International Journal of Finance & Economics, 2023, 28: 1201-1213, DOI:10.1002/ijfe.2470.(SSCI 检索, AJG三星)
3.Xin Yang, Cheng Jin, Chuangxia Huang, Xiaoguang Yang. Network characteristics and stock liquidity: Evidence from the UK[J]. Finance Research Letters, 2023, 53: 103625, DOI:10.1016/j.frl.2022.103625.(SSCI 检索, AJG二星)
4.Xin Yang, Luohan Wei, Rantian Deng, Jie Cao, Chuangxia Huang. Can climate-related risks increase audit fees? Evidence from China[J]. Finance Research Letters, 2023, 57: 104194, DOI:10.1016/j.frl.2023.104194 .(SSCI 检索, AJG二星)
5.Chuangxia Huang, Yancheng Deng, Xiaoguang Yang, Yaqian Cai, Xin Yang*(Corresponding Author). Financial network structure and systemic risk[J]. The European Journal of Finance, 2023, DOI:10.1080/1351847X.2023.2269993.(SSCI 检索, AJG三星)
6.Chuangxia Huang, Yunke Deng, Xin Yang*(Corresponding Author), Xiaoguang Yang, Jinde Cao. Can financial crisis be detected? Laplacian energy measure[J]. The European Journal of Finance, 2023, 29(9):949-976. (SSCI 检索, AJG三星)
7.Chuangxia Huang, Yaqian Cai, Xiaoguang Yang, Yancheng Deng, Xin Yang*(Corresponding Author). Laplacian-energy-like measure: Does it improve the cross-sectional absolute deviation herding model?[J]. Economic Modelling, 2023: 106473.(SSCI 检索, AJG二星)
8.Zhifang He, Hao Sun, Jiaqi Chen, Xin Yang, Zhujia Yin. Dynamic interaction of risk–return trade-offs between oil market and China’s stock market: An analysis from the risk preferences perspective[J].The North American Journal of Economics and Finance, 2023, 67: 101941 (SSCI 检索, AJG二星)
9.Zhujia Yin, Luohan Wei, Zhifang He, Xin Yang. Can executives’ foreign experience promote corporate green innovation?-Evidence from Chinese energy firms[J]. Emerging Markets Finance and Trade, 2023, DOI:10.1080/1540496X.2023.2281420
10.Chuangxia Huang, Shijie Liu, Xin Yang*(Corresponding Author), Xiaoguang Yang. Identification of crisis in the Chinese stock market based on complex network[J]. Applied Economics Letters, 2023, 30(18):2536-2542. (SSCI 检索, AJG一星)
11.Xin Yang, Shan Chen, Zhifeng Liu, Xiaoguang Yang, Chuangxia Huang. Systemically important financial institutions in China: From view of tail risk spillover network[J]. Applied Economics Letters, 2022: 29(19):1833-1839. (SSCI 检索, AJG一星)
12.Chuangxia Huang, Xian Zhao, Renli Su, Xiaoguang Yang, Xin Yang*(Corresponding Author). Dynamic network topology and market performance: A Case of the Chinese stock market[J]. International Journal of Finance & Economics, 2022, 27(2): 1962-1978. (SSCI 检索, AJG 三星)
13.Chuangxia Huang, Xian Zhao, Yunke Deng, Xin Yang*(Corresponding Author), Xiaoguang Yang. Evaluating influential nodes for the Chinese energy stocks based on jump volatility spillover network[J]. International Review of Economics & Finance, 2022, 78: 81-94.(SSCI 检索, AJG二星)
14.Chuangxia Huang, Shigang Wen, Xiaoguang Yang, Xin Yang*(Corresponding Author), Jinde Cao, Xiaoguang Yang. Measurement of individual investor sentiment and its application: Evidence from Chinese stock message board[J]. Emerging Markets Finance and Trade, 2022, 58(3): 681-691.(SSCI检索, AJG 二星)
15.Chuangxia Huang, Yunke Deng, Xiaoguang Yang, Jinde Cao, Xin Yang*(Corresponding Author). A network perspective of comovement and structural change: Evidence from the Chinese Stock Market[J]. International Review of Financial Analysis, 2021, 76: 101782 DOI:10.1016/j.irfa.2021.101782. (SSCI 检索, AJG三星)
16.Chuangxia Huang, Shigang Wen, Mengge Li, Fenghua Wen, Xin Yang*(Corresponding Author). An empirical evaluation of the influential nodes for stock market network: Chinese A-shares case[J]. Finance Research Letters, 2021, 38: 101517, DOI:10.1016/j.frl.2020.101517. (SSCI 检索, AJG二星)
17.黄创霞, 温石刚, 杨鑫(通讯作者), 文凤华, 杨晓光. 个体投资者情绪与股票价格行为的互动关系研究[J]. 中国管理科学, 2020, 28 (3):53-62. (CSSCI检索,国家自然科学基金委管理科学部指定A类重要期刊)
18.Xin Yang, Shigang Wen, Xian Zhao, Chuangxia Huang. Systemic importance of financial institutions: A complex network perspective[J]. Physica A: Statistical Mechanics & Its Applications, 2020, 545: 123448, DOI10.1016/j.physa.2019.123448. (SCI检索, JCR二区, AJG二星)
19.Xin Yang, Xian Zhao, Xu Gong, Xiaoguang Yang, Chuangxia Huang. Systemic importance of China's financial institutions: A jump volatility spillover network review[J]. Entropy, 2020, 22(5): 588, DOI:10.3390/e22050588. (SCI 检索, JCR二区)
20.Xin Yang, Shigang Wen, Zhifeng Liu, Cai Li, Chuangxia Huang. Dynamic properties of foreign exchange complex network[J]. Mathematics, 2019, 7(9): 832, DOI:10.3390/math7090832. (SCI 检索, JCR一区)
21.Fenghua Wen, Xin Yang, Weixing Zhou. Tail dependence networks of global stock markets[J]. International Journal of Finance & Economics, 2019, 24(1): 558-567.(SSCI检索, AJG三星)
22.潘彬, 杨鑫, 肖继宏, 文凤华. 民间金融与中国宏观经济——理论机制与实证分析[J]. 中国管理科学, 2018 (3):51-58. (CSSCI检索, 国家自然科学基金委管理科学部指定A类重要期刊)
23.Fenghua Wen, Xin Yang, Xu Gong, Kin. Keung Lai. Multi-Scale volatility feature analysis and prediction of gold price[J]. International Journal of Information Technology & Decision Making, 2017, 16(1): 205-223.(SCI 检索, JCR三区)
24.Min Zhou, Xiaoqun Liu, Bin Pan, Xin Yang, Fenghua Wen, Xiaohua Xia. Effect of tourism building investments on tourist revenues in China: A spatial panel econometric analysis[J]. Emerging Markets Finance and Trade, 2017, 53(9): 1973-1987. (SSCI检索, AJG 二星)
25.贺志芳, 杨鑫, 龚旭, 文凤华. 股指期货市场波动率的预测研究[J]. 系统科学与数学, 2016, 36(8): 1160-1174.(CSCD检索)
26.文凤华, 杨鑫, 龚旭, 黄创霞, 杨晓光. 金融危机背景下中美投资者情绪的传染性分析[J]. 系统工程理论与实践, 2015, 35(3):623-629.(CSSCI检索, 国家自然科学基金委管理科学部指定A类重要期刊)
27.Chuangxia Huang, Xin Yang, Xiaoguang Yang, Hu Sheng. An empirical study of the effect of investor sentiment on returns of different industries[J]. Mathematical Problems in Engineering, 2014, 2014: 1-11.(SCI检索, JCR 三区)
(二)主持/参与项目
1.国家自然科学基金青年项目(72101035):基于复杂网络理论的系统重要性金融机构识别及其风险预警研究, 2022.01-2024.12, 30万, 主持.
2.湖南省教育厅优秀青年项目(21B0339):基于多层关联网络的系统重要性金融机构识别、影响因素分析及其预警研究, 2022.01-2023.12, 7万, 主持.
3.湖南省自然科学基金青年项目(2019JJ50650):人民币影响力指数测度、影响因素及其风险预警研究, 2019.01-2021.12, 5万, 主持.
4.湖南省教育厅一般项目(18C0221):复杂网络视角下人民币国际化指数构建、影响因素及其预警研究, 2018.09-2020.08, 1万, 主持.
5.教育部人文社会科学研究一般项目(22YJA790011):多源数据驱动的资产收益预测与鲁棒系统性金融风险计量研究, 2023.01-2025.12, 10万, 参与.
6.国家自然科学基金重点项目(72131011):金融复杂系统的动力学演化及系统性风险研究, 2022.01-2026.12, 203万, 参与.
7.湖南省自然科学基金面上项目(2021JJ30025):复杂信息环境下金融风险测度、资产定价与投资决策问题研究, 2021.01-2023.12, 10万, 参与.
8.国家自然科学基金面上项目(71471020):基于复杂网络与时滞动力学理论的股票市场风险传染研究, 2015.01-2018.12, 62万, 参与.