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戴鹏飞

发布时间:2024-04-18    字体:[增加 减小]    打印本文    打印网页   
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职称:教授      

邮箱:pfdai@whut.edu.cn 

研究方向:金融风险管理、大数据金融、绿色金融、粮食安全等方向

个人简介:戴鹏飞,男,199012月生。20211月毕业于天津大学管理科学与工程(金融工程)专业,获管理学博士学位。20211月至202312月在华东理工大学商学院从事博士后研究、任助理研究员。202312月起,任best365体育app教授。

 

主要学术兼职:

■ Journal of Asian Business and Economic Studies: Associate Editor (ESCI, ABDC B)

■ Chinese Finance Review International: 青年编委(FMS B, ESCI

■ Data Science Management: 青年编委

中国优选法统筹法与经济数学研究会气候金融研究分会 理事

中国工业统计教学研究会金融科技与大数据技术分会 理事、副秘书长

管理科学与工程学会金融计量与风险管理 理事

管理科学学报、中国管理科学、Regional StudiesThe Financial ReviewJournal of International Financial Markets, Institutions and MoneyFinancial InnovationClimate Policy等国内外期刊匿名审稿人

学术论文:

2024

[1] Zhou W.-X., Dai Y.-S., Duong K. T., Dai P.-F. *, The impact of the Russia-Ukraine conflict on the extreme risk spillovers between agricultural futures and spots, Journal of Economic and Behavior Organization, 2024, 217: 91-111.

[2] Tedeschi M., Foglia M., Bouri E., Dai P.-F. *, 2024, How climate policy uncertainty affects financial market behavior: Evidence from Europe, Economics Letters, 234: 111443.

[3] 蒋志强,胡海燕,戴鹏飞*,王莉,周炜星. 基于事件流模型的粮食期货市场极端风险测度计算研究. 中国管理科学 (已录用)

2023

[1] Dai Y.-S., Dai P.-F., Zhou W.-X., 2023, Tail dependence structure and extreme risk spillover effects between the international agricultural futures and spot markets, Journal of International Financial Markets, Institutions and Money, 88: 108820.

[2] Dai X., Dai P.-F. *, Wang Q., Ouyang Z.-Y., 2023, The impact of energy-exporting countries’ EPUs on China's. energy futures investors: Risk preference, investment position, and investment horizon, Research in International Business and Finance, 64: 101806.

[3] Dai P.-F., Goodell J. W., Huynh T. L. D., Liu Z., Corbet S., Understanding the Transmission of Crash Risk. Between Cryptocurrency and Equity Markets, Financial Review, 2023, 58 (3): 539-573.

[4] 刘志峰,张子汸,戴鹏飞,刘文华.碳市场与股票市场间的崩盘风险溢出效应研究:新冠疫情、投资者情绪与经济政策不确定性. 系统工程理论与实践 (在线发表)

2022

[1] Liu Z., Dai P.-F., Huynh T. L. D., Zhang T., Zhang G., 2022, Industries’ heterogeneous reactions amid. COVID-19 outbreak period: Evidence from Chinese stock market, Journal of International Financial Management & Accounting, forthcoming.

[2] Wang H., Nguyen D. K., Xiong X., Dai P.-F. *, 2022, Portfolio Choice under Loss Aversion and Diminishing. Sensitivity: A Theoretical Extension, Annals of Operations Research, forthcoming.

[3] Dai P.-F., Xiong X., Zhang J., Zhou W.-X., 2022, The role of global economic policy uncertainty in. predicting crude oil futures volatility: Evidence from a two-factor GARCH-MIDAS model. Resources Policy, 78: 102849.

[4] Dai P.-F., Xiong X., Huynh T. L. D., Wang J., 2022, The impact of economic policy uncertainties on the. volatility of European carbon market. Journal of Commodity Markets, 26: 100208.

[5] Wang H., Zhou L., Dai P-F. *, Xiong X., 2022, Moment conditions for fractional degree stochastic. dominance, Finance Research Letters, 49: 103241.

2021

[1] Liu Z., Huynh T. L. D., Dai P.-F.*, 2021, The impact of COVID-19 on the stock market crash risk in China. Research in International Business and Finance, 57: 101419.

[2] Dai P.-F., Xiong X., Liu Z., Huynh T. L. D., 2021, Preventing crash in stock market: The role of economic. policy uncertainty during COVID-19. Financial Innovation, 7 (1): 1-15.

[3] Ye S., Dai P.-F. *, Nguyen H. T., Huynh N. Q. A., 2021, Is the cross-correlation of EU carbon market price. with policy uncertainty really being? A multiscale multifractal perspective. Journal of Environmental Management, 298: 113490.

[4] Zhao R., Dai P.-F. *, 2021, A Multifractal Cross-Correlation Analysis of Economic Policy Uncertainty: Evidence from China and US. Fluctuation and Noise Letters, 20 (5): 2150041.

2020年及以前

[1] Dai P.-F., Xiong X., Zhou W.-X., 2019, Visibility graph analysis of economy policy uncertainty indices. Physica A: Statistical Mechanics and its Applications, 531: 121748.

[2] Dai P.-F., Xiong X., Zhou W.-X., 2020, A global economic policy uncertainty index from principal. component analysis. Finance Research Letters, 40: 101686.

 

主持科研项目:

[1] 国家自然科学基金青年科学基金项目(No. 72201099),2023-2025。(在研)

[2] 中国博士后科学基金第16批特别资助项目(No. 2023T160217),2023-2024.(已结项)

[3] 中央高校基本科研业务费人文社科科学探索研究基金项目(No. JKN02222206), 2022-2023 (已结项)

[4] 上海市“超级博士后”激计划资助项目:(No. 20210982021-2022 (已结项)

[5] 中国博士后科学基金第69批面上项目:(No. 2021M6910152021-2022 (已结项)

参与科研项目:

[1] 国家自然科学基金面上项目:基于复杂网络的国际贸易规律、风险特征及精准可控应对策略研究(No. 72171083) , 2022-2025, 主持人:周炜星。(在研)

[2] 国家自然科学基金重点项目:基于大数据的金融创新及其风险分析理论 No.71532009), 主持人:熊熊。(已结项)

[3] 国家自然科学基金重大项目:互联网背景下金融市场微观参与者行为规律及其风险效应研究. No. 71790594), 主持人:张维。(已结项)

 

人才奖励

2023年,入选best365体育app青年拔尖人才(第二层次)

2021年,入选上海市超级博士后激励计划