數(shù)學(xué)與統(tǒng)計(jì)學(xué)院研究生導(dǎo)師信息

一、電子照片

二、基本情況

姓名：楊鑫

性別：男

學(xué)歷學(xué)位：中南大學(xué)管理科學(xué)與工程博士（金融工程方向）；

香港中文大學(xué)金融學(xué)博士后

職稱：講師

工作時(shí)間：2018年3月-至今

學(xué)術(shù)兼職：湖南省運(yùn)籌學(xué)會(huì)常務(wù)理事、湖南省統(tǒng)計(jì)學(xué)會(huì)常務(wù)理事

研究方向：復(fù)雜網(wǎng)絡(luò)與金融風(fēng)險(xiǎn)管理、公司金融、能源金融

電子郵箱：yangxintaoyuan@163.com.

三、科研團(tuán)隊(duì)

（一）團(tuán)隊(duì)成員研究方向構(gòu)成

1.復(fù)雜網(wǎng)絡(luò)與金融風(fēng)險(xiǎn)管理方向：楊鑫（中南大學(xué)博士，香港中文大學(xué)博士后），曹杰（中南大學(xué)和Boston大學(xué)聯(lián)合培養(yǎng)博士）

2.公司金融方向：劉新恒（中山大學(xué)博士）、夏潔瑾（湖南大學(xué)博士，博士后）

3.能源金融與環(huán)境政策：劉佳琦（湖南大學(xué)博士）

（二）團(tuán)隊(duì)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(yīng)和結(jié)構(gòu)突變的HAR族模型及其對(duì)股市波動(dòng)率的預(yù)測(cè)研究[J].系統(tǒng)工程理論與實(shí)踐, 2020, 40(5):1113-1133.（CSSCI檢索，基金委管理學(xué)部認(rèn)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(jìng)爭(zhēng)與企業(yè)勞動(dòng)收入份額——來自中國(guó)制造業(yè)上市公司的經(jīng)驗(yàn)證據(jù).經(jīng)濟(jì)學(xué)(季刊), 2024, 41(02), 待刊. (CSSCI 檢索, 國(guó)家自然科學(xué)基金委管理科學(xué)部指定A類重要期刊)

4.劉堅(jiān), 康心, 劉新恒. 地方政府綠色發(fā)展關(guān)注度對(duì)綠色全要素生產(chǎn)率的影響研究. 系統(tǒng)管理學(xué)報(bào), 2024, 錄用待刊. (CSSCI 檢索, 國(guó)家自然科學(xué)基金委管理科學(xué)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(chǎng)開放能提高中國(guó)企業(yè)生產(chǎn)效率嗎?——基于陸港通的準(zhǔn)自然實(shí)驗(yàn) [J].系統(tǒng)工程理論與實(shí)踐, 2021, 41(12): 3115-3128. (CSSCI檢索, 國(guó)家自然科學(xué)基金委管理科學(xué)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(guó)數(shù)據(jù)的金融發(fā)展對(duì)綠色能源消費(fèi)的影響研究. 湖南大學(xué)學(xué)報(bào)( 社會(huì)科學(xué)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(tuán)隊(duì)培養(yǎng)的研究生讀博情況

1.2020年，溫同學(xué)，中國(guó)科學(xué)院大學(xué)博士，已畢業(yè)

2.2022年，趙同學(xué)，長(zhǎng)沙理工大學(xué)博士

3.2022年，鄧同學(xué)，中國(guó)科學(xué)院大學(xué)博士

4.2023年，賀同學(xué)，國(guó)防科技大學(xué)博士

5.2023年，陽同學(xué)，長(zhǎng)沙理工大學(xué)博士

6.2024年，危同學(xué)，暨南大學(xué)博士

7.2024年，譚同學(xué)，國(guó)防科技大學(xué)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(xué)加入我們團(tuán)隊(duì)！

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(gè)體投資者情緒與股票價(jià)格行為的互動(dòng)關(guān)系研究[J]. 中國(guó)管理科學(xué), 2020, 28 (3):53-62. (CSSCI檢索,國(guó)家自然科學(xué)基金委管理科學(xué)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(guó)宏觀經(jīng)濟(jì)——理論機(jī)制與實(shí)證分析[J]. 中國(guó)管理科學(xué), 2018 (3):51-58. (CSSCI檢索, 國(guó)家自然科學(xué)基金委管理科學(xué)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(chǎng)波動(dòng)率的預(yù)測(cè)研究[J]. 系統(tǒng)科學(xué)與數(shù)學(xué), 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(jī)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(shí)踐, 2015, 35(3):623-629.（CSSCI檢索, 國(guó)家自然科學(xué)基金委管理科學(xué)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(xiàng)目

1.國(guó)家自然科學(xué)基金青年項(xiàng)目(72101035):基于復(fù)雜網(wǎng)絡(luò)理論的系統(tǒng)重要性金融機(jī)構(gòu)識(shí)別及其風(fēng)險(xiǎn)預(yù)警研究, 2022.01-2024.12, 30萬, 主持.

2.湖南省教育廳優(yōu)秀青年項(xiàng)目(21B0339):基于多層關(guān)聯(lián)網(wǎng)絡(luò)的系統(tǒng)重要性金融機(jī)構(gòu)識(shí)別、影響因素分析及其預(yù)警研究, 2022.01-2023.12, 7萬, 主持.

3.湖南省自然科學(xué)基金青年項(xiàng)目(2019JJ50650):人民幣影響力指數(shù)測(cè)度、影響因素及其風(fēng)險(xiǎn)預(yù)警研究, 2019.01-2021.12, 5萬, 主持.

4.湖南省教育廳一般項(xiàng)目(18C0221):復(fù)雜網(wǎng)絡(luò)視角下人民幣國(guó)際化指數(shù)構(gòu)建、影響因素及其預(yù)警研究, 2018.09-2020.08, 1萬, 主持.

5.教育部人文社會(huì)科學(xué)研究一般項(xiàng)目(22YJA790011):多源數(shù)據(jù)驅(qū)動(dòng)的資產(chǎn)收益預(yù)測(cè)與魯棒系統(tǒng)性金融風(fēng)險(xiǎn)計(jì)量研究, 2023.01-2025.12, 10萬, 參與.

6.國(guó)家自然科學(xué)基金重點(diǎn)項(xiàng)目(72131011):金融復(fù)雜系統(tǒng)的動(dòng)力學(xué)演化及系統(tǒng)性風(fēng)險(xiǎn)研究, 2022.01-2026.12, 203萬, 參與.

7.湖南省自然科學(xué)基金面上項(xiàng)目(2021JJ30025):復(fù)雜信息環(huán)境下金融風(fēng)險(xiǎn)測(cè)度、資產(chǎn)定價(jià)與投資決策問題研究, 2021.01-2023.12, 10萬, 參與.

8.國(guó)家自然科學(xué)基金面上項(xiàng)目(71471020):基于復(fù)雜網(wǎng)絡(luò)與時(shí)滯動(dòng)力學(xué)理論的股票市場(chǎng)風(fēng)險(xiǎn)傳染研究, 2015.01-2018.12, 62萬, 參與.