任光宇
首都经济贸易大学经济学院数量经济系
renguangyu@cueb.edu.cn
研究兴趣
经济增长与经济周期，高频金融计量，计量经济学方法与应用
教学
计量经济学，微观经济学，宏观经济学
教育经历
2009.9至2013.6 管理学博士 北京航空航天大学经济管理学院金融工程专业
2005.9至2008.7 经济学硕士 首都经济贸易大学经济学院数量经济学专业
2001.9至2005.7 理学学士吉林大学地球科学学院资源环境与城乡规划管理专业
论文发表
[1] 基于已实现二阶矩预测的期货套期保值策略及对股指期货的应用[J]. 系统工程理论与实践,2012(12)
[2] 商品货币的交叉套期保值策略——以中澳贸易为例[J]. 管理评论,2013(5)
[3] 基于最小下偏矩的动态期货跳跃套期保值策略[J]. 系统工程,2012(11)
[4] High Frequency Information Based PortfolioDecision for Downside Risk-Return Tradeoff Using Differential EvolutionAlgorithm[J]. Journal of Information andComputational Science, 2012(13)
[5] 中国地区经济增长收敛性半参数计量分析[J]. 统计与决策,2009(12)
工作论文
[1] 结构转换与中国经济周期
[2] 股指期货与沪深300联合跳跃的估计
[3] 基于收益基差控制的单方程动态跳跃套期保值模型
[4] Hedging downside risk with futures: the minimumrealized semivariance approach
[5] Two conferences effect inChina's stockindex market
参与课题
[1] 正确处理经济平稳较快发展、调整经济结构、管理通胀预期的关系研究（国家社会科学基金重大项目）
[2] 信息扩散机制与危机传染研究——基于扩散限速市场假说（国家自然科学基金青年项目）
[3] 国家外汇储备的多元化和国际资产配置模型（国家自然科学基金重点项目）
[4] 政府引导市场的绿色金融创新机制研究（国家自然科学基金面上项目）
[5] 基于行为的若干社会经济复杂系统建模与管理（国家自然科学基金委创新研究群体科学基金）
[6] 城乡居民收入差距的非参数统计分析及政策调整研究（国家社科基金项目）
Guangyu REN
Capital Universityof Economics and Business
Department of Quantitative Economics, School of Economics
renguangyu@cueb.edu.cn
RESEARCH INTERESTS
Economic Growth and Business Cycle;High-frequency Financial Econometrics; Econometric Methods and Application
TEACHING EXPERIENCE
Econometrics; Microeconomics; Macroeconomics
EDUCATION
2009.9-2013.6 Doctor of Management, Financial Engineering, Beihang University
2005.9-2008.7 Masterof Economics, Quantitative Economics, CUEB
2001.9-2005.7 Masterof Science, Geography, Jilin University
PUBLICATIONS
[1] Hedging Strategy with Futures Based on Predictionof Realized Second Moment: an application to stock index futures[J]. Systems Engineering-Theory&Practice,2012(12) (EI indexed)
[2] Cross-hedging Commodity Currencies with CommodityFutures: Sino-Australian Trade for Case Analysis[J]. Management Review, 2013(5) (in Chinese)
[3] Dynamic Jumping Hedging Strategy for Futures Basedon Minimum Lower Partial Moments[J]. SystemsEngineering, 2012(11) (in Chinese)
[4] High Frequency Information Based PortfolioDecision for Downside Risk-Return Tradeoff Using Differential EvolutionAlgorithm[J]. Journal of Information andComputational Science, 2012(13) (EI indexed)
[5] SemiparametricAnalysis of the Convergence of the Regional Economic Growth inChina[J].Statistics and Decision, 2009(12) (inChinese)
WORKING PAPERS
[1] Structural Shift andChina's Business Cycle
[2] Hedging downside risk with futures: the minimumrealized semivariance approach
[3] Estimation to the Joint Jumps between Stock Index Futuresand CSI300
[4] Dynamic Jumping Hedge Model in One Equation: Basedon the Return-basis Control
[5] Two conferences effect inChina's stockindex market