姓 名 :翟鹏翔
学 位 :博士
职 称 :讲师
所属部门 :金融学系
行政职务 :
研究领域 :气候金融；能源金融；风险管理
研究方向 :
电子邮箱 : pengxiang.zhai@csu.edu.cn


导师情况 :



专注于气候金融、能源金融和风险管理等领域的研究，在International Review of Financial Analysis、Energy Policy、Finance Research Letters和North American Journal of Economics and Finance等学术期刊发表十余篇关于能源市场金融风险传染、投资组合管理、能源企业投资风险和公司金融等方面的研究成果。担任Energy Economics，International Journal of Finance and Economics，Finance Research Letters，International Review of Economics & Finance，International Journal of Information Technology & Decision Making等学术期刊匿名审稿人。中国优选法统筹法与经济数学研究会-气候金融研究分会会员，国际能源转型研究会（ISETS）会员，欧洲金融学会（EFA）会员。


学术发表

“The impact of tariff degression on R&D investment in renewable energy and efficient feed-in tariff policy design”, (with Rufei Ma, Huan Cai, Qiang Ji), 2021, Energy Policy. (ABS 2, ESI SOCIAL SCIENCES, GENERAL, SCI & SSCI一区)
“Hedging stock market risks: can gold really beat bonds”, (with Rufei Ma, Bianxia Sun, Yi Jin), 2021, Finance Research Letters. (ABS 2, ESI ECONOMICS & BUSINESS, SSCI 一区，JCR BUSINESS, FINANCE 排名 9/108)
“The accuracy of the tick rule in the Bitcoin market”, (with Donglian Ma), 2021,SAGE Open.(ESI ECONOMICS & BUSINESS,SSCI四区)
“Oil price shocks, investor sentiment, and asset pricing anomalies in the oil and gas industry”, (with Zhaobo Zhu, Licheng Sun, Qiang Ji), 2020, International Review of Financial Analysis. (ABS 3, ESI ECONOMICS & BUSINESS, SSCI一区)
“Does Shanghai-Hong Kong Stock Connect drive market comovement between Shanghai and Hong Kong: A new evidence”, (with Rufei Ma, Chengtao Deng, Huan Cai), 2019, North American Journal of Economics and Finance. (ABS 2, ESI ECONOMICS & BUSINESS, SSCI二区, ABDC B)
“Revisiting the integration of China into the world crude oil market: The role of structural breaks”, (with Zhenhua Liu, Zhihua Ding, Tao Lv, Jy S. Wu, Kai Zhang), 2019, Frontiers in Energy Research. (ESI ENGINEERING, SCI三区)
“R&D Cooperation, financial constraints and innovation performance”, (with Rufei Ma, Hao Ding), 2017, INTERCIENCIA. (ESI ENVIRONMENT/ECOLOGY, SCI四区)
“Does ownership structure affect trade credit policy in small- and medium-sized firms? Evidence from China”, (with Rufei Ma), 2017, Ensayos sobre Política Económica. (Econlit, SCOPUS, ABDC C)
“A jump-diffusion real option approach for hotel investment under uncertain lodging demand: the case of Macao” , (with Rufei Ma), 2016, Kybernetes. (ESI ENGINEERING, SCI三区)


工作论文
“Oil Price Shocks and Bank Risk Around the World”, (with Yi Jin, Dayong Zhang, Zhaobo Zhu), 2020.
“Does economic policy uncertainty drive volatility spillovers in electricity markets: Time and frequency evidence”, (with Rufei Ma, Zhenhua Liu, Qiang Ji), 2020.
“Time-frequency Volatility Connectedness between China and International Crude Oil Markets”, (with Zhenhua Liu, Zhihua Ding, Qiang Ji), 2020.
“Tail risk connectedness in the oil-stock nexus: evidence from a novel quantile spillover approach”, (with Zhenhua Liu, Xunpeng Shi, Shan Wu, Zhihua Ding, Yuqin Zhou), 2020.
“The effect of oil price uncertainty on the long-term correlation between crude oil futures and clean energy stock markets”, (with Rufei Ma, Changfeng Zhou), 2020.
“Fundamental Strength and the 52-Week High Anchoring Effect”, (with Zhaobo Zhu, Licheng Sun, Min Chen), 2020.
“Environmental regulation, clean energy access and household energy poverty: evidence from China”, (with Rufei Ma, Qiang Ji), 2021.


会议经历
“Tail risk connectedness in the oil-stock nexus: evidence from a novel quantile spillover approach”, 2021 International Conference on Energy Finance, session chair, Xiamen, China
“Oil Price Shocks and Bank Risk Around the World”, AIB 2021 Online Conference, 2021 FMCG conference, 2021 ICEF (Best Paper Award)
“Volatility spillovers in European electricity markets: the role of economic policy uncertainty”, 2020 International Conference on Energy Finance, Presenter and session chair, Qingdao, China
“Revisiting the integration of China into the world crude oil market: The role of structural breaks”, 2019 International Conference on Energy Finance, Presenter, Kunming, China


审稿经历
·Energy Economics
·International Journal of Finance and Economics
·Finance Research Letters
·International Review of Economics & Finance
·International Journal of Information Technology & Decision Making