方胜

作者: 时间:2022-10-05 点击数:

方胜,男,1985年5月生,安徽庐江人,经济学博士,研究方向为资产定价、数量金融等。

邮箱:fangsheng007@126.com

第一或通讯作者论文:

[1]卢新生,方胜*.世界市场对中国股票市场的传染与证券投资组合资本流动——基于极端负收益率的视角[J].投资研究, 2015, 34 (7): 4-25.(CSSCI扩展版)

[2]卢新生,方胜*.境外股市对中国A股市场的非对称传递性研究——以±5%极端收益率为例[J].山西财经大学学报, 2016 , 38(4): 38-49.(CSSCI)

[3]方胜*,卢新生,刘笑.国际原油价格变化对中美能源股影响的断点研究[J].北京理工大学学报:社会科学版, 2017, 19 (4): 36-42.(CSSCI)

[4]Fang S*, Egan P. Measuring contagion effects between crude oil and Chinese stock market sectors[J]. The Quarterly Review of Economics and Finance, 2018, 68: 31-38.(ESCI)

[5]Fang S,Lu X, Egan P G. Reinvestigating the Oil Price–Stock Market Nexus: Evidence from Chinese Industry Stock Returns[J]. China & World Economy, 2018, 26(3): 43-62.(SSCI)

[6]Fang S, Lu X, Li J, et al. Multifractal detrended cross-correlation analysis of carbon emission allowance and stock returns[J]. Physica A: Statistical Mechanics and its Applications, 2018, 509: 551-566.(SCI)

[7]方胜*,卢新生.原油价格的波动对中国A股的影响-基于变系数分位数模型[J].系统工程,2018,36(4):1-11.(CSSCI)

[8]Fang S*, Egan P. Tail dependence between oil prices and China's A‐shares: Evidence from firm‐level data[J]. International Journal of Finance & Economics, 2020, 26(1): 1469-1487.(SSCI)

[9]Fang S, Cao G X*. Modelling extreme risks for carbon emission allowances — Evidence from

European and Chinese carbon markets[J]. Journal of Cleaner Production, 2021, 316: 1-12.(SCI)

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