數(shù)學與統(tǒng)計學院研究生導師信息

一、電子照片

二、基本情況

姓名：楊鑫

性別：男

學歷學位：中南大學管理科學與工程博士（金融工程方向）；

香港中文大學金融學博士后

職稱：講師

工作時間：2018年3月-至今

學術兼職：湖南省運籌學會常務理事、湖南省統(tǒng)計學會常務理事

研究方向：復雜網(wǎng)絡與金融風險管理、公司金融、能源金融

電子郵箱：yangxintaoyuan@163.com.

三、科研團隊

（一）團隊成員研究方向構成

1.復雜網(wǎng)絡與金融風險管理方向：楊鑫（中南大學博士，香港中文大學博士后），曹杰（中南大學和Boston大學聯(lián)合培養(yǎng)博士）

2.公司金融方向：劉新恒（中山大學博士）、夏潔瑾（湖南大學博士，博士后）

3.能源金融與環(huán)境政策：劉佳琦（湖南大學博士）

（二）團隊老師發(fā)表論文情況（只列舉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檢索，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檢索，AJG3星）

3.龔旭,曹杰,文鳳華,等.基于杠桿效應和結構突變的HAR族模型及其對股市波動率的預測研究[J].系統(tǒng)工程理論與實踐, 2020, 40(5):1113-1133.（CSSCI檢索，基金委管理學部認定的A類期刊）

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檢索，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檢索，JCR一區(qū)）

劉新恒

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 檢索, ABS三星, JCR二區(qū))

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 檢索, ABS二星, JCR一區(qū))

3.丁輝, 劉新恒, 李廣眾. 銀行業(yè)競爭與企業(yè)勞動收入份額——來自中國制造業(yè)上市公司的經(jīng)驗證據(jù).經(jīng)濟學(季刊), 2024, 41(02), 待刊. (CSSCI 檢索, 國家自然科學基金委管理科學部指定A類重要期刊)

4.劉堅, 康心, 劉新恒. 地方政府綠色發(fā)展關注度對綠色全要素生產(chǎn)率的影響研究. 系統(tǒng)管理學報, 2024, 錄用待刊. (CSSCI 檢索, 國家自然科學基金委管理科學部指定A類重要期刊)

5.劉新恒, 丁輝, 李舒嫻, 李廣眾. 股票市場開放能提高中國企業(yè)生產(chǎn)效率嗎?——基于陸港通的準自然實驗 [J].系統(tǒng)工程理論與實踐, 2021, 41(12): 3115-3128. (CSSCI檢索, 國家自然科學基金委管理科學部指定A類重要期刊)

夏潔瑾

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檢索，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檢索）

3.Jianhuan Huang, Jiejin Xia. Regional competition, heterogeneous factors and pollution intensity in China: A spatial econometric analysis, Sustainability, 2016, 8, 171.（SSCI檢索）

劉佳琦

1.胡宗義, 劉佳琦, 何冰洋, 施淑蓉. 基于跨國數(shù)據(jù)的金融發(fā)展對綠色能源消費的影響研究. 湖南大學學報( 社會科學版), 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檢索).

3.Zongyi Hu, Jiaqi Liu, Yi Li, Hongyi Li. Uniform augmented q-level designs. Metrika, 2021,84(7), 969-995 (SCI檢索).

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檢索).

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檢索).

（三）團隊培養(yǎng)的研究生讀博情況

1.2020年，溫同學，中國科學院大學博士，已畢業(yè)

2.2022年，趙同學，長沙理工大學博士

3.2022年，鄧同學，中國科學院大學博士

4.2023年，賀同學，國防科技大學博士

5.2023年，陽同學，長沙理工大學博士

6.2024年，危同學，暨南大學博士

7.2024年，譚同學，國防科技大學博士

歡迎有理想、立志在研究生階段提升自己的能力、有讀博想法同學加入我們團隊！

四、本人科研情況

（一）發(fā)表論文

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 檢索, 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 檢索, 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 檢索, 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 檢索, 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 檢索, 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 檢索, 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 檢索, 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 檢索, 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 檢索, 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 檢索, 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 檢索, 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 檢索, 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檢索, 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 檢索, 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 檢索, AJG二星)

17.黃創(chuàng)霞, 溫石剛, 楊鑫(通訊作者), 文鳳華, 楊曉光. 個體投資者情緒與股票價格行為的互動關系研究[J]. 中國管理科學, 2020, 28 (3):53-62. (CSSCI檢索,國家自然科學基金委管理科學部指定A類重要期刊)

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檢索, JCR二區(qū), 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 檢索, JCR二區(qū))

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 檢索, JCR一區(qū))

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檢索, AJG三星)

22.潘彬, 楊鑫, 肖繼宏, 文鳳華. 民間金融與中國宏觀經(jīng)濟——理論機制與實證分析[J]. 中國管理科學, 2018 (3):51-58. (CSSCI檢索, 國家自然科學基金委管理科學部指定A類重要期刊)

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 檢索, JCR三區(qū)）

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檢索, AJG 二星)

25.賀志芳, 楊鑫, 龔旭, 文鳳華. 股指期貨市場波動率的預測研究[J]. 系統(tǒng)科學與數(shù)學, 2016, 36(8): 1160-1174.（CSCD檢索）

26.文鳳華, 楊鑫, 龔旭, 黃創(chuàng)霞, 楊曉光. 金融危機背景下中美投資者情緒的傳染性分析[J]. 系統(tǒng)工程理論與實踐, 2015, 35(3):623-629.（CSSCI檢索, 國家自然科學基金委管理科學部指定A類重要期刊）

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檢索, JCR 三區(qū)）

（二）主持/參與項目

1.國家自然科學基金青年項目(72101035):基于復雜網(wǎng)絡理論的系統(tǒng)重要性金融機構識別及其風險預警研究, 2022.01-2024.12, 30萬, 主持.

2.湖南省教育廳優(yōu)秀青年項目(21B0339):基于多層關聯(lián)網(wǎng)絡的系統(tǒng)重要性金融機構識別、影響因素分析及其預警研究, 2022.01-2023.12, 7萬, 主持.

3.湖南省自然科學基金青年項目(2019JJ50650):人民幣影響力指數(shù)測度、影響因素及其風險預警研究, 2019.01-2021.12, 5萬, 主持.

4.湖南省教育廳一般項目(18C0221):復雜網(wǎng)絡視角下人民幣國際化指數(shù)構建、影響因素及其預警研究, 2018.09-2020.08, 1萬, 主持.

5.教育部人文社會科學研究一般項目(22YJA790011):多源數(shù)據(jù)驅動的資產(chǎn)收益預測與魯棒系統(tǒng)性金融風險計量研究, 2023.01-2025.12, 10萬, 參與.

6.國家自然科學基金重點項目(72131011):金融復雜系統(tǒng)的動力學演化及系統(tǒng)性風險研究, 2022.01-2026.12, 203萬, 參與.

7.湖南省自然科學基金面上項目(2021JJ30025):復雜信息環(huán)境下金融風險測度、資產(chǎn)定價與投資決策問題研究, 2021.01-2023.12, 10萬, 參與.

8.國家自然科學基金面上項目(71471020):基于復雜網(wǎng)絡與時滯動力學理論的股票市場風險傳染研究, 2015.01-2018.12, 62萬, 參與.