罗德庆

发布者:金融学院发布时间:2023-10-11浏览次数:263

姓名:罗德庆

性别:男


职称:讲师




 


E-mail:luo_deqing@163.com

 


社会兼职:Finance Research Letters》匿名审稿人、湖北省法学会法经济学研究会理事

 


讲授课程:金融工程、金融工程实验、Python/R语言数据分析
研究方向:资产定价、连续时间金融、金融计量经济学







教育经

2016-09 至 2021-01,财经大学,数量经济学,博士

2018-08至2019-09,美国北卡州立大学,数量经济学,国家留基委博士联培



个人荣誉

2022年度“武汉英才”计划青年优秀人才


学术成果:论文

[1] Deqing Luo, Jingzhou Yan, Qianhui Yan. The Duality of ESG: Impact of Ratings and Disagreement on Stock Crash Risk in China[J], Finance Research Letters, 2023, 58:104479. SSCI一区,IF 10.4

[2] Deqing Luo, Xun Shan, Jingzhou Yan, Qianhui Yan. Sustainable investment under ESG volatility and ambiguity[J], Economic Modelling, 2023, 128:106471. SSCI一区,IF 4.7

[3] Jingzhou Yan, Congming Mu, Qianhui Yan, Deqing Luo. Robust leverage choice of hedge funds with rare disasters[J], Finance Research Letters, 2023, 54:103689. SSCI一区,IF 10.4

[4] Deqing Luo, Xiaoping Wu, Jiawen Xu, Jingzhou Yan. Robust leverage decision under locked wealth and high-water mark contract[J]. Finance Research Letters, 2022, 46:102428. SSCI一区,IF 9.848

[5] Jiawen Xu, Deqing Luo, Jingzhou Yan, Xiaoping Wu. Robust risk-taking under a sustainable constraint[J]. Operations Research Letters, 2022, 3: 246-253. SCIIF 1.151

[6] Deqing Luo, Tao Pang, Jiawen Xu. Forecasting U.S. yield curve using the dynamic Nelson–Siegel model with random level shift parameters[J]. Economic Modelling, 2021, 94:340-350. SSCI一区,IF 3.875

[7] Xian Zhao, Deqing Luo. Simulation and parameter optimization for vibration control system of MLRS launcher. Applied Mechanics and Materials, 2014, 668:526-531. EI

[8] 《Can uncertain time-varying risk of rare disasters explain aggregate stock market volatility and equity premium puzzle?》 with Xiaoping Wu, Jiawen Xu, Jingzhou Yan.

[9] Peer influence on ESG performance: Evidence from Chinawith Jingzhou Yan, Qianhui Yan.

[10] 《Forecasting macroeconomic variables using common factors with parameter instability》with Jiawen Xu.

[11] 《Optimal Foreign Direct Investment Policy under Ambiguity》with Jingzhou Yan and Xiaobao Xia.

[12] 《经济不确定性、宏观经济系统性风险与双支柱调控——基于连续时间宏观经济金融方法》与刘红忠、毛杰、颜镜洲合作.

[13] ESG评级噪音对可持续投资决策的影响研究》与颜镜洲、李仲飞、邓国营合作.


 

学术成果:会议报告

2023.06,2023 INTERNATIONAL CONFERENCE ON CLIMATE AND ENERGY FINANCE (ICEF 2023)

2023.05,第五届(2023)中国优选法统筹法与经济数学研究会量化金融与保险分会学术年会


学术成果:课题

2022国家统计局一般项目,2022LY046,基于复杂动态网络的我国系统性金融风险统计监测与防范对策研究,2022-07 至 2024-07,参与

 

学术成果:获奖



 

 

































 【打印本页】  【关闭窗口】