师资力量
Y

青年统计学家协会理事,教育部本科毕业论文评审专家,International Review of Financial Analysis,Energy Economics, North American Journal of Economics and Finance, Finance Research Letters, Financial Innovation,Investment Analysts Journal,Economic Analysis and Policy等SSCI期刊, Environmental Science and Pollution Research等SCI期刊匿名审稿人。

2009.09-2013.12:澳大利亚阿德莱德大学,经济学院,计量经济学专业,博士学位。

2006.09 -2009.06:湖南大学,统计学院,国民经济学专业,硕士学位。

2002.09 -2006.06:湖南大学,计算机与通信学院,计算机科学与技术专业,学士学位。

近年发表论文:

[1] Dongxin Li, Feipeng Zhang, Di Yuan*, Yuan Cai. Does COVID-19 impact the dependence between oil and stock markets? Evidence from RCEP countries, International Review of Economics and Finance (SSCI), 2024, 89, 909-939. https://doi.org/10.1016/j.iref.2023.07.093

[2] Feipeng Zhang, Yixiong Xu, Di Yuan*. Detecting financial contagion using a new nonparametric measure of asymmetric comovements,International Review of Economics and Finance (SSCI), 2024, 89, 284-296.https://doi.org/10.1016/j.iref.2023.07.067

[3] Rong Li, Sufang Li, Di Yuan*, Hong Chen, Shilei Xiang, Spillover effect of economic policy uncertainty on the stock market in the post-epidemic era, North American Journal of Economics and Finance (SSCI), 2023, 64, 101846.https://doi.org/10.1016/j.najef.2022.101846

[4] Di Yuan, Sufang Li, Rong Li, Feipeng Zhang, Economic policy uncertainty, oil and stock markets in BRIC: Evidence from quantiles analysis, Energy Economics (SSCI), 2022, 110, 105972.https://doi.org/10.1016/j.eneco.2022.105972

[5]Sufang Li, Qiufan Xu, Yixue Lv, Di Yuan*, Public attention, oil and gold markets during the COVID-19: Evidence from time-frequency analysis, Resources Policy (SSCI), 2022, 78, 102868.https://doi.org/10.1016/j.resourpol.2022.102868

[6] Sufang Li, Dalun Tu, Yan Zeng, Chenggang Gong*, Di Yuan*, Does geopolitical risk matter in crude oil and stock markets? Evidence from disaggregated data, Energy Economics (SSCI), 2022, 113, 106191. https://doi.org/10.1016/j.eneco.2022.106191

[7] Rong Li, Sufang Li* and Di Yuan*, Investor Attention and Cryptocurrency: Evidence from Wavelet-based Quantile Granger Causality Analysis, Research in International Business and Finance (SSCI), 2021, 56, 101389.https://doi.org/10.1016/j.ribaf.2021.101389

[8] Di Yuan, Feipeng Zhang, Fenghui Cui*, Shuo Wang*, Oil and BRIC stock markets before and after COVID-19: A local Gaussian correlation approach,Emerging Markets Finance and Trade (SSCI), 2021, 57(6), 1592-1602. https://doi.org/10.1080/1540496X.2021.1904886

[9] Rong Li, Sufang Li*, Di Yuan*, Keming Yu, Does Economic Policy Uncertainty in the U.S. Influence Stock Markets in China and India? Time-frequency Evidence, Applied Economics (SSCI) 2020, 52(39), 4300-4316.https://www.tandfonline.com/doi/abs/10.1080/00036846.2020.1734182

[10] Sufang Li, Hu Zhang, Di Yuan*, Investor Attention and Crude Oil Prices: Evidence from Nonlinear Granger Causality Tests, Energy Economics (SSCI), 2019, 104494.https://doi.org/10.1016/j.eneco.2019.104494

主持/参与的科研项目

1.基于局部相依网络模型的新能源行业系统性金融风险溢出研究,山东省自然科学基金项目,10万,主持,2024.01-至今,在研。

2.多元连续时间随机波动模型及其应用研究,国家社会科学基金项目,20万,主持,2015.06-2020.07,已结项。

3.金融时序数据的动态分位数回归建模及其应用,国家自然科学基金项目,48万,排名2/10,2018.01-2021.01,已结项。

4.零膨胀数据的两部模型及在贷款违约风险中的应用,国家自然科学基金项目,17万,排名2/10,2017.01-2020.01,已结项。

5.多维异质性视角下机构投资者公司治理效应与企业汇率风险管理研究,国家自然科学基金项目,17万,排名4/8,2019.01-2022.01,已结项。

6.基于高维面板数据的环境管理政策评估方法及其应用,国家自然科学基金项目,50万,排名5/9,2017.01-2020.12,已结项。

7.贝叶斯面板数据非线性协整模型及应用研究,国家社会科学基金项目,20万,排名5/6, 2018.06-2021.06,已结项。

8.全球价值链视角下新时代产业升级的统计监测研究,国家社会科学基金项目,20万,排名6/7,2018.06-2021.06,已结项。

主持/参与的教学项目

1.主持88805新奧门莆京2022年本科教学研究与教学改革一般项目:金融风险管理课程思政建设。

2.主持88805新奧门莆京2021年本科教学研究与教学改革一般项目:计量经济学全英文信息化课程建设。

3.参与88805新奧门莆京2022年本科教学研究与教学改革重点项目:区块链金融精品在线开放课程建设。

4.参与88805新奧门莆京2022年本科教学研究与教学改革重点项目:跨国公司与全球治理精品在线开放课程建设。

获奖及其他:

2023年:教育部全国本科毕业论文(设计)抽检评审专家

2022年:88805新奧门莆京优秀毕业论文指导教师;88805新奧门莆京本科教育教学改革研究成果一等奖;88805新奧门莆京“课程思政”优秀案例评选二等奖

2020至今:88805新奧门莆京人才引进科研基金,山东省威海市人才引进津贴