基本信息
姬强男中国科学院科技战略咨询研究院
电子邮件： jqwxnjq@163.com
通信地址： 北京市海淀区中关村北一条15号
邮政编码：

研究领域

? 大数据与能源金融
? 能源经济学
? 能源战略管理
? 预测建模与风险管理
? 金融计量经济学





招生信息
招生专业120100-管理科学与工程

招生方向能源经济学，能源金融


工作经历
工作简历2016-02~现在,中国科学院科技战略咨询研究院,副研究员
2015-02~2016-02,中国科学院科技政策与管理科学研究所,副研究员
2011-07~2015-01,中国科学院科技政策与管理科学研究所,助理研究员

社会兼职2018-11-01-今,Finance Research Letters, 副主编
2018-06-01-今,International Review of Financial Analysis, 副主编
2015-12-01-今,中国系统工程学会能源资源系统工程分会, 理事
2014-08-01-今,中国优选法统筹法与经济数学研究会低碳发展管理专业委员会, 理事


教授课程能源战略管理


专利与奖励
奖励信息（1） 第二届全国大学生能源经济学术创意大赛优秀指导教师, 特等奖, 国家级, 2016
（2） 第二届期望杯高校期货论文大赛, 三等奖, 专项, 2013

专利成果

出版信息
发表论文（1）A new time-varying optimal copula model identifying the dependence across markets,Quantitative Finance,2107,通讯作者
（2）Trading behaviour connectedness across commodity markets: Evidence from the hedgers’ sentiment perspective,Research in International Business and Finance,2020-01,第1作者
（3）Multiscale Market Integration and Nonlinear Granger Causality between Natural Gas Futures and Physical Markets,Sustainability,2019-10,第3作者
（4）Impacts of China-US trade conflicts on the energy sector,China Economic Review,2019-10,第3作者
（5）ENERGY INSECURITY, ECONOMIC GROWTH, AND THE ROLE OF RENEWABLE ENERGY: A CROSS-COUNTRY PANEL ANALYSIS,The Singapore Economic Review,2019-10,第4作者
（6）Global renewable energy development: Influencing factors, trend predictions and countermeasures,Resources Policy,2019-09,通讯作者
（7）Dynamic transmission mechanisms in global crude oil prices: Estimation and implications,Energy,2019-03,通讯作者
（8）Measuring the interdependence between investor sentiment and crude oil returns: New evidence from the CFTC's disaggregated reports,Finance Research Letters,2019-02,第1作者
（9）China’s crude oil futures: Introduction and some stylized facts,Finance Research Letters,2019-01,第1作者
（10）Nonlinear dependence and information spillover between electricity and fuel source markets: New evidence from a multi-scale analysis,Physica A,2019-01,第2作者
（11）Information interdependence among energy, cryptocurrency and major commodity markets,Energy Economics,2019-01,第1作者
（12）Spillovers between oil and stock returns in the US energy sector: Does idiosyncratic information matter?,Energy Economics,2019-01,通讯作者
（13）How much does financial development contribute to renewable energy growth and upgrading of energy structure in China?,Energy Policy,2019-01,第1作者
（14）Green innovation and firm performance: Evidence from listed companies in China,Resources, Conservation & Recycling,2019-01,通讯作者
（15）Dependence structure between the BRICS foreign exchange and stock markets using the dependence-switching copula approach,International Review of Financial Analysis,2019-01,通讯作者
（16）Analysing dynamic dependence between gold and stock returns: Evidence using stochastic and full-range tail dependence copula models,Finance Research Letters,2019-01,通讯作者
（17）Dynamic connectedness and integration in cryptocurrency markets,International Review of Financial Analysis,2019-01,第1作者
（18）The information spillover between carbon price and power sector returns: Evidence from the major European electricity companies,Journal of Cleaner Production,2019-01,第1作者
（19）The information spillover between carbon price and power sector returns: Evidence from the major European electricity companies,Journal of Cleaner Production,2019,第1作者
（20）Dynamic network of implied volatility transmission among US equities, strategic commodities, and BRICS equities,International Review of Financial Analysis,2018,第1作者
（21）Information spillover across international real estate investment trusts: Evidence from an entropy-based network analysis,North American Journal of Economics and Finance,2018,第1作者
（22）Network causality structures among Bitcoin and other financial assets: A directed acyclic graph approach,The Quarterly Review of Economics and Finance,2018,第1作者
（23）China’s crude oil futures: Introduction and some stylized facts,Finance Research Letters,2018,第1作者
（24）Willingness to accept energy-saving measures and adoption barriers in the residential sector: An empirical analysis in Beijing, China,Renewable and Sustainable Energy Reviews,2018,第4作者
（25）Information linkage, dynamic spillovers in prices and volatility between the carbon and energy markets,Journal of Cleaner Production,2018,第1作者
（26）Risk dependence of CoVaR and structural change between oil prices and exchange rates: A time-varying copula model,Energy Economics,2018,第1作者
（27）China’s natural gas demand projections and supply capacity analysis in 2030,The Energy Journal,2018,第1作者
（28）Modelling dynamic dependence and risk spillover between all oil price shocks and stock market returns in the BRICS,International Review of Financial Analysis,2018,第1作者
（29）Risk spillover between energy and agricultural commodity markets: A dependence-switching CoVaR-copula model,Energy Economics,2018,第1作者
（30）Information spillovers and connectedness networks in the oil and gas markets,Energy Economics,2018,第1作者
（31）Risk spillover between the US and the remaining G7 stock markets using time-varying copulas with Markov switching: Evidence from over a century of data,The North American Journal of Economics and Finance,2018,第1作者
（32）Economic policy uncertainty in the US and China and their impact on the global markets,Economic Modelling,2018,通讯作者
（33）Uncertainties and extreme risk spillover in the energy markets: A time-varying copula-based CoVaR approach,Energy Economics,2018,第1作者
（34）High-frequency volatility connectedness between the US crude oil market and China’s agricultural commodity markets,Energy Economics,2018,通讯作者
（35）Exploring the driving factors of global LNG trade flows using gravity modelling,Journal of Cleaner Production,2018,通讯作者
（36）Energy investment risk assessment for nations along China's Belt & Road initiative,Journal of Cleaner Production,2018,通讯作者
（37）What drives natural gas prices in the United States? ? A directed acyclic graph approach,Energy Economics,2018,第1作者
（38）The price and income elasticity of China's natural gas demand: A multi-sectoral perspective,Energy Policy,2018,通讯作者
（39）Further evidence on the debate of oil-gas price decoupling: A long memory approach,Energy Policy,2018,通讯作者
（40）Optimal LNG importation portfolio considering multiple risk factors,Journal of Cleaner Production,2017,通讯作者
（41）Dynamic return-volatility dependence and risk measure of CoVaR in the oil market: A time-varying mixed copula model,Energy Economics,2017,通讯作者
（42）Forecasting China’s natural gas demand based on optimised nonlinear grey models,Energy,2017,通讯作者
（43）The relationship between regional natural gas markets and crude oil markets from a multi-scale nonlinear Granger causality perspective,Energy Economics,2017,通讯作者
（44）Optimal LNG importation portfolio considering multiple risk factors,Journal of Cleaner Production,2017,通讯作者
（45）Modelling an optimal foreign natural gas import scheme for China,Journal of Natural Gas Science & Engineering,2017,通讯作者
（46）An ecological network analysis of the structure, development and sustainability of China's natural gas supply system security,Ecological Indicators,2017,通讯作者
（47）How do China's oil markets affect other commodity markets both domestically and internationally？,Finance Research Letters,2016,第1作者
（48）Assessing the stability of the LNG supply in the Asia Pacific region.,Journal of Natural Gas Science and Engineering,2016,通讯作者
（49）The impact of the North American shale gas revolution on regional natural gas markets: Evidence from the regime-switching model,Energy Policy,2016,通讯作者
（50）Shocks and stocks: A bottom-up assessment of the relationship between oil prices, gasoline prices and the returns of Chinese firms,The Energy Journal,2016,第3作者
（51）Evolution of the world crude oil market integration: A graph theory analysis,Energy Economics,2016,第1作者
（52）Prospects of Pakistan-China energy and economic corridor,Renewable and Sustainable Energy Reviews,2016,通讯作者
（53）Evaluating China's natural gas supply security based on ecological network analysis,Journal of Cleaner Production,2016,第2作者
（54）Modelling the joint dynamics of oil prices and investor fear gauge,Research in International Business and Finance,2016,第1作者
（55）The behaviour mechanism analysis of regional natural gas prices: A multi-scale perspective,Energy,2016,通讯作者
（56）Forecasting natural gas demand in China: Logistic modelling analysis.,International Journal of Electrical Power & Energy Systems,2016,通讯作者
（57）Technological innovation and renewable energy development: evidence based on patent counts,Int. J. Global Environmental Issues,2016,通讯作者
（58）国际油气价格与汇率动态相依关系研究:基于一种新的时变最优Copula模型.,中国管理科学,2016,第1作者
（59）国际天然气价格驱动因素的结构性变化,数理统计与管理,2016,第1作者
（60）国际油气价格动态关系对中国天然气定价机制改革的启示.,中国科学院院刊,2016,通讯作者
（61）How regional natural gas markets have reacted to oil price shocks before and since the shale gas revolution: A multi-scale perspective,Journal of Natural Gas Science & Engineering,2016,通讯作者
（62）Spatial linkage analysis of the impact of regional economic activities on PM2.5 pollution in China,Journal of Cleaner Production,2016,通讯作者
（63）Evaluating China's natural gas supply security based on ecological network analysis,Journal of Cleaner Production,2016,通讯作者
（64）Dynamic integration of world oil prices: A reinvestigation of globalization vs. regionalization.,Applied Energy,2015,第1作者
（65）Market interdependence among commodity prices based on information transmission on the Internet,Physica A: Statistical Mechanics and its Applications,2015,第1作者
（66）Oil price volatility and oil-related events: An Internet concern study perspective.,Applied Energy,2015,第1作者
（67）Effects of structural oil shocks on output, exchange rate and inflation in the BRICS countries: A SVAR approach,Emerging Markets Finance and Trade,2015,第1作者
（68）The diagnosis of an electricity crisis and alternative energy development in Pakistan.,Renewable and Sustainable Energy Reviews,2015,第2作者
（69）What drives the formation of global oil trade patterns?,Energy Economics,2015,通讯作者
（70）2016年国际原油市场走势分析与价格预测,中国科学院院刊,2015,第1作者
（71）2015年国际原油市场走势分析与价格预测,中国科学院院刊,2015,第1作者
（72）新时代背景下的能源安全观,科技促进发展,2015,第1作者
（73）Separated influence of crude oil prices on regional natural gas import prices.,Energy Policy,2014,第1作者
（74）Identification of global oil trade patterns: An empirical research based on complex network theory,Energy Conversion and Management,2014,第1作者
（75）A dynamic analysis on global natural gas trade network.,Applied Energy,2014,第2作者
（76）Competition, transmission and pattern evolution: A network analysis of global oil trade,Energy Polic,2014,通讯作者
（77）Multi-perspective analysis of China’s energy supply security,Energy,2014,通讯作者
（78）Energy Finance in the Age of Big Data,Bulletin of the Chinese Academy of Sciences,2014,第1作者
（79）How does market concern derived from the Internet affect oil prices?,Applied Energy,2014,通讯作者
（80）金融危机前后国内外石油市场风险传导机制研究,数理统计与管理,2014,第2作者
（81）2014年国际原油市场走势分析与价格预测,中国科学院院刊,2014,第1作者
（82）大数据时代的能源金融,中国科学院院刊,2014,通讯作者
（83）An evaluation framework for oil import security based on the supply chain with a case study focused on China,Energy Economics,2013,第2作者
（84）How does oil market uncertainty interact with other markets? An empirical analysis of implied volatility index,Energy,2013,第2作者
（85）2013年国际原油市场走势分析与价格预测,中国科学院院刊,2013,第2作者
（86）基于G8与BRIC的新能源及可再生能源发电绩效动态评价,资源科学,2013,第3作者
（87）How does oil price volatility affect non-energy commodity markets?,Applied Energy,2012,第1作者
（88）System analysis approach for the identification of factors driving crude oil prices.,Computers and Industrial Engineering,2012,第1作者
（89）2012年国际原油市场走势分析与价格预测,中国科学院院刊,2012,第1作者
（90）A dynamic hedging approach for refineries in multiproduct oil markets.,Energy,2011,第1作者
（91）2011年国际原油市场走势分析与价格预测.,中国科学院院刊,2011,第2作者
（92）次贷危机前后国际原油市场与中美股票市场间的协动性研究,中国管理科学,2010,第1作者

发表著作（1）中国能源安全研究: 基于管理科学的视角,科学出版社,2013-08,第2作者
（2）国际石油市场驱动机制与影响机理,科学出版社,2017-08,第1作者


科研活动
科研项目（ 1 ） 世界石油贸易格局的系统分析方法与我国的影响力研究, 主持,国家级,2013-01--2015-12
（ 2 ） 大数据驱动下石油市场微观机理与风险管理范式研究, 主持,国家级,2016-01--2016-12
（ 3 ） 中长期天然气需求模型研究, 主持,国家级,2015-07--2015-12
（ 4 ） 石油市场价格形成机理与定价权研究, 主持,国家级,2012-01--2015-12
（ 5 ） 能源市场定价机制与话语权研究, 主持,部委级,2012-01--2015-12
（ 6 ） 石油市场与其他市场之间的信息传导机制研究, 主持,部委级,2012-01--2015-12
（ 7 ） 我国石油市场影响力研究, 主持,市地级,2012-01--2012-12
（ 8 ） 海外油气资源开发利用的风险管理技术研究, 参与,院级,2014-01--2015-12
（ 9 ） 国际原油价格中长期预测软件研究, 参与,院级,2012-06--2012-12
（ 10 ） 全球能源监测预警与政策分析系统, 参与,部委级,2009-01--2011-12
（ 11 ） 能源-环境-经济复杂系统中的预测理论方法与应用, 参与,国家级,2009-01--2012-12
（ 12 ） 2010年中国能源供需分析与预测, 参与,国家级,2009-01--2010-12
（ 13 ） 国际石油市场微观-宏观行为规律与复杂机理研究, 主持,国家级,2018-01--2021-12
（ 14 ） 大数据与能源金融, 主持,部委级,2017-01--2020-12

参与会议（1）High-frequency volatility connectedness between the US crude oil market and China’s agricultural commodity 2017-12-16
（2）大数据驱动下石油市场微观机理与风险管理范式研究国家自然科学基金重大研究计划“大数据驱动的管理与决策研究”项目检查交流会2017-12-07
（3）Measuring the impact of driving factors on natural gas prices2017-08-24
（4）Modelling dynamic dependence and risk spillover between different oil price shocks and stock market returns in the BRICS中国经济国际研讨会2017-07-14
（5）Market reaction of oil price to Internet information姬强2016-08-27
（6）Oil price comovement: globalization vs. regionalization国际能源经济学会（IAEE）2016暑期学校2016-07-10
（7）Energy Cooperation and Security under the Belt and Road Initiative一带一路：推进公正、包容的国际新秩序2016-04-21
（8）Evaluating the Impact of Oil Exports in GCC Countries on China’s Oil Security2015-10-20
（9）Dynamic relationship between oil price and implied volatility国际能源经济学会第四届亚洲大会2014-09-19
（10）Evolution of the world crude oil market system: a graph theory analysis第五十一届欧洲金融建模工作组会议和第一届能源金融研讨会2013-05-15


合作情况
项目协作单位

指导学生