- 何凌云导师简介 -
基本信息
目前指导研究生
在籍
- 博士研究生6人 （其中 2012级:2 2013级:2 2015级:2） 硕士研究生7人 （其中 2013级:4 2014级:1 2015级:2）
不在籍
- 博士研究生 0人 硕士研究生10人 （其中 2011级:6 2012级:3 2013级:1）
个人简历
何凌云博士，博导，教育部新世纪优秀人才，北京市社科理论人才百人工程入选者, Computational Economics (SCI&SSCI)、Fractals (SCI) 等多家国际学术期刊学术主编、副主编、编委, 九三学社社员。担任了中国优选法统筹法与经济数学研究会能源经济与管理研究分会第一届理事会常务理事，国家自然科学基金委员会同行评议专家，北京市自然科学基金委员会同行评议专家，北京理工大学能源与环境政策中心兼职研究人员，国际能源经济学会 (The International Association for Energy Economics, IAEE) 中国委员会理事，中国农业大学期货与金融衍生品研究中心研究人员，加拿大卡尔加里大学 (University of Calgary)、澳大利亚麦考瑞大学 (Macquarie University) 等国际著名院校特聘博士答辩委员会成员和博士论文外部评审专家，Energy Economics、Energy Journal、Macroeconomic Dynamics、European Journal of Operational Research等十几家国际领域内顶尖期刊匿名评审专家等学术职务。
长期以来一直从事能源环境金融及宏观政策、计算经济学、大宗商品市场（如能源市场和农产品期货市场等）复杂性等方面的研究。近年来主持和参与了包括国家自然科学基金、国家教育部新世纪优秀人才支持计划、国家博士后基金、国家科技支撑计划课题、国家发改委专项等在内的多项国家级和省部级科研课题。在 Energy Economics, China Economic Review, Computational Economics, Emerging Markets Finance and Trade, Transport Policy, China & World Economy, Chaos Solitons and Fractals, Fractals, Physica A, China Agricultural Economic Review 等国内外学术期刊和会议上发表/接受了60余篇学术论文, 此外还在一些学术著作中有专章（节）多篇。论文被来自 Energy Economics, Energy, Energy Policy, Economic Modelling, Chaos, Chaos Solitons & Fractals, Decision Support Systems, Fractals, Nonlinear Dynamics (Springer), Nonlinear Dynamics Psychology and Life Sciences (The SCTPLS Society), Physica A, Physical Review E, Agribusiness, Kybernetes, Mathematical Problems In Engineering 等30多家 SSCI/SCI 检索重要国际期刊广泛引用, 引用机构来自美国、法国、英国、加拿大、西班牙、意大利等世界各地的几十家世界顶尖大学（研究机构）, 引用者包括了美国科学院院士在内的诸多领域内著名学者。
指导的本科生前往 University of Maryland、Boston University、Washington State University、University at Buffalo, The State University of New York、University of Siegen、Oregon State University、清华大学、人民大学、上海财经大学、南开大学等国内外著名高校深造，历年来多人次获得中国农业大学优秀本科毕业生和优秀本科毕业论文、北京市优秀本科毕业生等奖励。指导的硕士生、博士生多人次获得中国农业大学学生最高奖励 “校长奖学金”、北京市级优秀研究生毕业生等重要奖项。指导的许多本科生、硕士博士研究生在国际著名学术期刊发表SCI、SSCI检索论文多篇，并多人次被特邀参加国际学术会议做专题学术报告。
遴选学科专业
不公开
论文与专著
论 文 著 作 (* 表 示 通 讯 作 者)
? 部分SCI/SSCI/EI 检索论文(I.F.一般指的是ISI 的5年影响因子, 较新期刊等其他情况采用发表当年公布的影响因子)
[1] Ling-Yun HE*, Xing-Chun WEN. Predictability and market efficiency in agricultural futures markets - a perspective from price-volume correlation based on wavelet coherency analysis. Fractals, forthcoming. (SCI, I.F. = 0.647)
[2] Zhi-Hong HAN, Sheng YANG, Mu-Ling CHEN, and Ling-Yun HE*. Mean spillover effect between crude oil and gasoline markets: An empirical result. International Journal of Global Energy Issues, forthcoming. (EI Compendex)
[3] Ling-Yun HE*, Lin-Qian HOU, Sao-Fu DU, Hai LIN. Biofuels or Hybrid Vehicles? A Scenario Perspective in China. Energy Sources, Part B: Economics, Planning, and Policy, forthcoming. (SCI, I.F. = 0.755)
[4] Su-Mei CHEN, Ling-Yun HE* (2014). Welfare loss of China’s PM2.5 pollution: How to make personal vehicle transportation policy?. China Economic Review, 31 (4), 106–118. (SSCI, EconLit, I.F. = 1.488)
[5] Ling-Yun HE*, Sheng YANG, Zhi-Hong HAN, Wen-Si XIE (2014). Contemporaneous and asymmetric properties in the price-volume relationships in China’s agricultural futures markets. Emerging Markets Finance and Trade, 50 (1), 148 – 166. (SSCI, EconLit, I.F. = 0.576)
http://ideas.repec.org/a/mes/emfitr/v50y2014i1sp148-166.html.
[6] Gang-Jin Wang, Chi Xie, Ling-Yun He, Shou Chen (2014). Detrended minimum-variance hedge ratio: A new method for hedge ratio at different time scales. Physica A, 405, 70 – 79. (SCI, SSCI, EI Compendex, I.F. = 1.684)
https://ideas.repec.org/a/eee/phsmap/v405y2014icp70-79.html.
[7] Guangxi Cao, Jie Cao, Longbing Xu, LingYun He (2014). Detrended cross-correlation analysis approach for assessing asymmetric multifractal detrended cross-correlations and their application to the Chinese financial market. Physica A, 393 (1), 460 – 469. (SCI, SSCI, EI Compendex, I.F. = 1.684)
http://ideas.repec.org/a/eee/phsmap/v393y2014icp460-469.html.
[8] Shu-Peng CHEN, Ling-Yun HE* (2013). Bubble Formation and Heterogeneity of Traders: a New Perspective from Multi-Agent Simulations. Computational Economics, 42 (3), 267 - 289. (Lead article, SCI, SSCI, EconLit, EI Compendex, I.F. = 0.505)
http://ideas.repec.org/a/kap/compec/v42y2013i3p267-289.html.
[9] Ling-Yun HE*, Xing-Chun WEN (2013). Statistical Revisit to the Mike-Farmer Model: can this model capture the stylized facts in real world markets?. Fractals, 21 (2), 1 – 8.
(Lead article, SCI, SSCI, EI Compendex, I.F. = 0.647)
[10] Su-Mei CHEN, Ling-Yun HE* (2013). Deregulation or governmental regulation? A counterfactual perspective on China's electricity market reform. China and World Economy, 20 (4), 101 – 120. (SSCI, EconLit, I.F. = 0.820)
http://ideas.repec.org/a/bla/chinae/v21y2013i4p101-120.html.
[11] Ling-Yun HE*, Yu CHEN (2013). Thou shalt drive electric and hybrid vehicles: Scenario analysis on energy saving and emission mitigation for the road transportation sector in China. Transport Policy, 25, 30 – 40. (SSCI, I.F. = 2.084)
http://ideas.repec.org/a/eee/trapol/v25y2013icp30-40.html.
[12] Ling-Yun HE*, Wen-Si XIE (2012). Who Has the Final Say? Market Power versus Price Discovery in China Sugar Spot and Futures Markets. China Agricultural Economic Review, 4 (3), 379 – 390. (SSCI, SCI, EconLit, I.F. = 0.504)
http://ideas.repec.org/a/eme/caerpp/v4y2012i3p379-390.html.
[13] Ling-Yun HE*, Wen-Bing QIAN (2012). A Monte Carlo simulation to the performance of the R/S and V/S methods — Statistical revisit and real world application. Physica A, 391 (14), 3770 – 3782. (SCI, SSCI, EI Compendex, I.F. = 1.684)
http://ideas.repec.org/a/eee/phsmap/v391y2012i14p3770-3782.html.
[14] Hai LIN, Thomas Glauben, Jun YANG, Ling-Yun HE (2012). Impacts of US Farm Bill 2008 on China’s agricultural production and rural poverty. Agricultural Economics - Zem ě d ě lsk á Ekonomika, 58 (4), 157 – 164. (SSCI, SCI, I.F. = 0.310)
[15] Ling-Yun HE*, Shu-Peng CHEN (2011). A new approach to quantify power-law cross-correlation and its application to commodity markets. Physica A, 390 (21-22), 3806 –3814. (SCI, EI Compendex, I.F. = 1.684)
http://ideas.repec.org/a/eee/phsmap/v390y2011i21p3806-3814.html.
[16] Zi-Ying YANG, Ling-Yun HE* (2011). Goal, Customer Experience and Purchase Intention in a Retail Context in China: An Empirical Study. African Journal of Business Management, 5 (16), 6738 – 6746. (SSCI, I.F. = 1.105)
[17] Ling-Yun HE*, Shu-Peng CHEN (2011). Multifractal Detrended Cross-Correlation Analysis of Agricultural Futures Markets. Chaos, Solitons and Fractals, 44 (6), 355–361.(SCI, EI Compendex, I.F. = 1.375)
[18] Ling-Yun HE*, Ran WANG (2011). A Tale of Two Markets — Who Can Represent the Soybean Futures Markets in China?. African Journal of Business Management, 5 (3), 826 – 832. (SSCI, I.F. = 1.105)
[19] Ling-Yun HE*, Shu-Peng CHEN (2011). Nonlinear Bivariate Dependency between Price and Volume Relationships in Agricultural Commodity Futures Markets: A Perspective from Multifractal Detrended Cross-Correlation Analysis. Physica A, 390 (2), 297 – 308. (SCI, EI Compendex, I.F. = 1.684)
http://ideas.repec.org/a/eee/phsmap/v390y2011i2p297-308.html.
[20] Ling-Yun HE*, Shu-Peng CHEN (2010). Are Developed and Emerging Agricultural Futures Markets Multifractal? A Comparative Perspective. Physica A, 389 (18), 3828–3836. (SCI, SSCI, EI Compendex, I.F. = 1.684)
http://ideas.repec.org/a/eee/phsmap/v389y2010i18p3828-3836.html.
[21] Ling-Yun HE (2010). Is price behavior scaling and multiscaling in a Dealer Market? Perspectives from Multi-agent Based Experiments. Computational Economics, 36 (3), 263 – 282. (SCI, SSCI, EconLit, EI Compendex, I.F. = 0.505)
http://ideas.repec.org/a/kap/compec/v36y2010i3p263-282.html.
[22] Ling-Yun HE*, Shu-Peng CHEN (2010). Are Crude Oil Markets Multifractal? Evidence from MF-DFA and MF-SSA Perspectives. Physica A, 389 (16), 3218 – 3229. (SCI, SSCI, EI Compendex, I.F. = 1.684)
http://ideas.repec.org/a/eee/phsmap/v389y2010i16p3218-3229.html.
[23] Shu-Peng CHEN, Ling-Yun HE* (2010). Multifractal Spectrum Analysis of Nonlinear Dynamical Mechanisms in China’s Agricultural Futures Markets. Physica A, 389 (7), 1434 – 1444.(SCI, SSCI, EI Compendex, I.F. = 1.684)
http://ideas.repec.org/a/eee/phsmap/v389y2010i7p1434-1444.html.
[24] Ling-Yun HE, Ying FAN, Yi-Ming WEI (2009). Impact of Speculators’ Expectations of Returns and Time Scales of Investment on Crude Oil Price Behaviors. Energy Economics, 31 (1), 77 – 84. (SSCI, EI Compendex, EconLit, I.F. = 3.521)
http://ideas.repec.org/a/eee/eneeco/v31y2009i1p77-84.html.
[25] Ling-Yun HE, Ying FAN, Yi-Ming WEI (2007). The Empirical Study on Fractal Features and Long-run Memory Mechanism in the Petroleum Price Systems. International Journal of Global Energy Issues, 27 (4), 492 – 502. (EI Compendex)
http://ideas.repec.org/a/ids/ijgeni/v27y2007i4p492-502.html.
近五年承担的主要项目
? 2014 年 1 月 – 2014 年 12 月, 教育部基本科研业务费 “ 基于经济人异质性的中国农产品期
货市场多重分形特征动力学机制” No. 2014FG015 (主持)
? 2014 年 4 月 – 2014 年 5 月, 中国科学院科技政策与管理科学研究所委托课题 “典型行业综
合环境影响评价模型” (主持)
? 2013 年 1 月 – 2016 年 12 月, 国家自然科学基金面上项目 “中国道路交通部门污染排放对居
民健康福利的影响研究” No. ** (主持)
? 2013 年 1 月 – 2013 年 12 月, 教育部基本科研业务费 “ 基于经济人异质性的中国农产品期
货市场多重分形特征动力学机制” No. 2013RC020 (主持)
? 2011 年 1 月 – 2013 年 12 月, 教育部新世纪优秀人才支持计划 (Program for New Century
Excellent Talents in University) No. NCET-10-0779 (主持)
? 2011 年 1 月 – 2013 年 12 月, 国家自然科学基金青年项目 “基于经济人异质性的石油市场多
重分形特征的动力学形成机制研究” No. ** (主持)
? 2010 年 9 月 – 2010 年 12 月, 国家发改委基金项目 “ 各国能源、资源战略比较研究”
No. ** (参与)
? 2010 年 9 月 – 2011 年 9 月, 国家发改委基金项目 “ 我国大宗商品定价权研究” No. **
(参与)
? 2009 年1 月 – 2010 年 12 月, 教育部基本科研业务费专项基金项目 “中国粮食期货市场的
多重分形动力学机制及其来源研究” No. 2009JS23 (主持)
? 2009 年 7 月 – 2010 年 7 月, 中国博士后基金项目 “ 中国农产品期货市场的多重分形结构研
究” No. ** (主持)
? 2009 年 6 月 – 2009 年 12 月, 国家发改委基金项目 “ 后危机时期的资源价格与战略研究”
No. ** (参与)
承担的教学工作
? 研究生课程教学:
– 管理科学研究方法论
– 科研诚信与学术规范
? 本科生课程教学: 运筹学, 管理学, 工商管理专业英语, 职业生涯规划
