张晗雨
助理教授，英国雷丁大学金融博士
邮箱: hanyu.zhang@cufe.edu.cn
https://ideas.repec.org/f/pzh853.html
教育背景
2007.09-2011.07 中央财经大学，经济学本科（数理经济与数理金融）
2011.09-2012.07 英国雷丁大学，金融硕士
2012.09-2017.03 英国雷丁大学，金融博士
研究兴趣
市场微观结构，债券市场，金融波动性，电力市场
发表论文
Zhang H., & A. Dufour. (2019). Modeling Intraday Volatility in European Bond Markets: A Data Filtering Application. International Review of Financial Analysis. https://doi.org/10.1016/j.irfa.2019.02.002
工作论文
1. The Option to Delay a Solar Investment in New Jersey. with Julie Byrne, Martina Assereto
2. Combining GARCH Forecasts for Volatility with Alternative Weighting Schemes in Electricity Markets. with Julie Byrne, Martina Assereto.
3. Residential Electricity Peak Load Modelling of Irish Electricity Network. with Paula Carroll, Julie Byrne.
4. From a Quote-Driven to an Order-Driven Market: The Case of the EuroMTS Government Bond Trading Platform. with Alfonso Dufour
5. Managing Portfolio Risk during Crisis Times: A Dynamic Conditional Correlation Perspective. with Alfonso Dufour
工作经历
2017.08-2019.07都柏林大学斯墨菲特商学院，博士后
2018.09-2019.02 都柏林大学斯墨菲特商学院，兼职讲师
2019.08至今 中央财经大学中国经济与管理研究院，助理教授
教学
金融经济学，高级计量经济学，随机过程
参加会议
2014: Young Finance Scholar’s Conference
2015: Computational and Financial Econometrics Conference
2016: FMA Europe, BAFA Annual Conference
2017: Computational and Financial Econometrics Conference
2018: Risk Symposium at the ESRI Ireland, 2nd International Conference on Energy, Finance and Economics
获奖
2012-2016 ICMA Centre博士奖学金
2014.08 GARP ARPM Bootcamp奖学金
学术服务
International Review of Financial Analysis, Plos One, North American Journal of Economics and Finance匿名审稿人