数学与统计学院研究生导师信息

一、电子照片

二、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.

三、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，九州平台-九州(中国)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，九州平台-九州(中国)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！

四、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.