徐雅华
助理教授，新西兰奥克兰理工大学金融学博士
邮箱：yahua.xu08@gmail.com
办公室：学院南路校区学术会堂717
教育背景
2014.03-2017.07 奥克兰理工大学(新西兰) 金融系金融专业 博士
2009.10-2011.02 约克大学(英国) 数学系金融工程专业 硕士
2005.09-2009.07 中央财经大学 中国经济与管理研究院 经济学数学双学位
研究方向
资产定价（实证）， 衍生品，风险管理， 金融模型，量化分析，期权定价, 金融模型
工作经历
? 2018.01-2018.07 讲师 中南大学 商学院金融系
? 2018.08-至今 助理教授 中央财经大学 中国经济与管理研究院
期刊论文
· “Higher Moment Risk Premiums for Crude Oil Market: A Downside and Upside Conditional Decomposition”, J. Da Fonseca and Y. Xu,Energy Economics (2017.09)(ABDC ranking: A*)
· “Variance and Skew Risk Premiums for the Volatility Market: The VIX Evidence”, J. Da Fonseca and Y. Xu,Journal of Futures Markets (2019.03)(ABDC ranking: A)
????工作论文
· “Bad Volatility is not always Bad: Evidence from Commodity Markets”, Y. Xu, T. Roh and I. Indriawan
· “Downside Uncertainty Shocks of Oil and Gold Markets”, Y. Xu and V. Cho
· “Volatility-of-volatility Risk in the Crude Oil market”, Y. Xu and T. Roh
· “Intraday Momentum: Evidence from the Crude Oil Market”, Z. Wen, Y. Xu and D. Ma
· “Premium for Heightened Uncertainty: Evidence from the Crude Oil Market”, Y.Xu, V. Cho and Z. Wen
学术报告
? “Variance and Skew Risk Premiums for the Volatility Market: The VIX Evidence” is presented at:
? First China Derivatives Markets Conference (2016, China); First PKU-NUS Annual International Conference on Quantitative Finance and Economics (2016, China); 2016 Greater China Area Finance Conference (2016, China); International Conference on Applied Financial Economics (2016, China); Derivative Markets Conference (2016, New Zealand); AUT Finance Seminar (2016, New Zealand); 19th Annual Waikato Management School Student Research Conference (2016, New Zealand)
? “Higher Moment Risk Premiums for Crude Oil Market: A Downside and Upside Conditional Decomposition” is presented at:
? AUT Mathematical Sciences Symposium (2016, New Zealand); Auckland Finance Meeting (2016, New Zealand); New Zealand Finance Colloquium (2017, New Zealand); 1st Australasian Commodity Markets Conference (2017, Australia); 29th Asian Finance Association Annual Meeting (2017, Korea)
? “Bad Volatility is not always Bad: Evidence from Commodity Markets” is presented at:
? 2018 International Conference on Energy Finance (2018, China, Best Paper Award); 14th Conference of Asia-Pacific Association of Derivatives (2018, Korea); 2018 Greater China Area Finance Conference (2018, China)