许丹阳
发布时间:2026-01-21 浏览次数:0次

系别:金融工程系
职称(职务):讲师
办公地址:必发集团7790手机登录301室
邮箱:1437312259@qq.com
办公电话:13613113456
一、个人简介
金融工程系讲师。主要研究方向为绿色金融,风险管理,投资组合策略等。在International Review of Financial Analysis、Economic Modelling、International Review of Economics & Finance 等SCI/SSCI 期刊上发表多篇论文。担任 Economic Modelling、Energy Economics 等知名期刊审稿人。
二、教育(工作)经历
2025. 08 毕业于新西兰怀卡托大学怀卡托管理学院,获金融博士学位
2021.10 毕业于新西兰怀卡托大学怀卡托管理学院,获管理研究硕士研究生
2018.11 毕业于新西兰怀卡托大学怀卡托管理学院,获金融学及战略管理学双学士学位
三、荣誉获奖情况
1. 可持续发展:湾区在望学术会议“最佳论文”-----亚太应用经济学协会(APAEA)国际金融学术会议
四、代表性研究成果论文
1. 第一作者,Xu, D., Hu, Y., Oxley, L., Lin, B., & He, Y. (2025). Exploring the connectedness between major volatility indices and worldwide sustainable investments. International Review of Financial Analysis, 97, 103862. (SSCI,JCR Q1, 影响因子:7.8)
2. 第一作者,Xu, D., Corbet, S., Lang, C., & Hu, Y. (2024). Understanding dynamic return connectedness and portfolio strategies among international sustainable exchange-traded funds. Economic Modelling, 141, 106864. (SSCI ,JCR Q1, 影响因子:4.2)
3. 第一作者,Xu, D., Hu, Y., Corbet, S., & Lang, C. (2024). Return connectedness of green bonds and financial investment channels in China: Implications for hedging and regulation. Research in International Business and Finance, 70, 102329. (SSCI ,JCR Q1, 影响因子:5.7)
4.第一作者,Xu, D., Hu, Y., Corbet, S., Hou, Y. G., & Oxley, L. (2024). Green bonds and traditional and emerging investments: Understanding connectedness during crises. North American Journal of Economics and Finance, 72, 102142. (SSCI ,JCR Q1, 影响因子:3.4)
5.第一作者,Xu, D., Hu, Y., Corbet, S., & Goodell, J. W. (2023). Volatility connectedness between global COVOL and major international volatility indices. Finance Research Letters, 56, 104112. (SSCI ,JCR Q1, 影响因子:10.4)
6.第二作者,Hou, Y. G., Xu, D., Oxley, L., & Goodell, J. W. (2024). Price discovery of climate risk and green bonds: A dynamic information leadership share approach. Finance Research Letters, 69, 106098. (SSCI ,JCR Q1, 影响因子:10.4)
7.第二作者,Lang, C., Xu, D., Corbet, S., Hu, Y., & Goodell, J. W. (2024). Global financial risk and market connectedness: An empirical analysis of COVOL and major financial markets. International Review of Financial Analysis, 93, 103152. (SSCI ,JCR Q1, 影响因子:7.8)
8. Corbet, S., Hou, Y. G., Hu, Y., Oxley, L., & Xu, D. (2021). Pandemic-related financial market volatility spillovers: Evidence from the Chinese COVID-19 epicenter. International Review of Economics & Finance, 71, 55-81. (SSCI ,JCR Q1, 影响因子:4.5)
五、研究方向
投资决策与风险分析;
金融市场与证券投资;
绿色金融,气候风险和可持续发展;
