教育背景:

2021年6月畢業于西南交通大學，獲管理學博士學位。

社會活動及兼職：

擔任國際SSCI期刊Research in International Business and Finance（JCR Q1, ABS2）和 Evaluation Review（JCR Q2）的副主編，擔任金融預測團隊執行負責人，擔任20多本SSCI期刊審稿專家。

個人介紹：

一、工作經歷:

2021年6月獲西南交通大學經管學院管理學博士學位，留校工作。

二、so米體育：

（一）文獻及獲獎情況概述：

博士期間,獲得“四川省2021年度優秀畢業生”, “博士研究生國家獎學金”等榮譽。在《管理科學學報》、《系統工程理論與實踐》、《中國管理科學》、《Journal of Economic Behavior and Organization》、《Journal of International Financial Markets Institutions and Money》、《International Journal of Forecasting》、《Annals of Operations Research》、《International Review of Financial Analysis》、《Journal of Forecasting》、《Quantitative Finance》、《Energy Economics》、《IISE Transactions》、《Journal of Business Research》、《International Journal of Finance and Economics》、《Review of Quantitative Finance and Accounting》、《Technological Forecasting and Social Change》等期刊發表和錄用學術論文60余篇。

(二）論文發表情況

[1]Liang C, Huynh L D T, Li Y. Market momentum amplifies market volatility risk: Evidence from China’s equity market[J]. Journal of International Financial Markets, Institutions and Money, 2023: 101856.

[2]Liang C, Umar M, Ma F, et al. Climate policy uncertainty and world renewable energy index volatility forecasting[J]. Technological Forecasting and Social Change, 2022, 182: 121810.

[3]Liang C, Hong Y, Huynh L D T, et al. Asymmetric dynamic risk transmission between financial stress and monetary policy uncertainty: thinking in the post-covid-19 world[J]. Review of Quantitative Finance and Accounting, 2023, 60(4): 1543-1567.

[4]Liang C, Luo Q, Li Y, et al. Global financial stress index and long-term volatility forecast for international stock markets[J]. Journal of International Financial Markets, Institutions and Money, 2023, 88: 101825.

[5]Liang C, Xia Z, Lai X, et al. Natural gas volatility prediction: Fresh evidence from extreme weather and extended GARCH-MIDAS-ES model[J]. Energy Economics, 2022, 116: 106437.

[6]Liang C, Li Y, Ma F, et al. Forecasting international equity market volatility: A new approach[J]. Journal of Forecasting, 2022, 41(7): 1433-1457.

[7]Liang C, Xu Y, Wang J, et al. Whether dimensionality reduction techniques can improve the ability of sentiment proxies to predict stock market returns[J]. International Review of Financial Analysis, 2022, 82: 102169.

[8]Liang C, Zhang Y, Li X, et al. Which predictor is more predictive for Bitcoin volatility? And why?[J]. International Journal of Finance & Economics, 2022, 27(2): 1947-1961.

[9]Liang C, Wei Y, Lei L, et al. Global equity market volatility forecasting: new evidence[J]. International Journal of Finance & Economics, 2022, 27(1): 594-609.

[10]梁超,魏宇,馬鋒,李薇.投資者關注對中國黃金價格波動率的影響研究[J].系統工程理論與實踐,2022,42(02):320-332.

[11]梁超,魏宇,馬鋒,李霞飛.我國黃金期貨價格波動率預測研究:來自模型縮減方法的新證據[J].中國管理科學,2022,30(04):30-41.

[12]Liang C, Li Y, Ma F, et al. Global equity market volatilities forecasting: a comparison of leverage effects, jumps, and overnight information[J]. International Review of Financial Analysis, 2021, 75: 101750.

[13]Liang C, Ma F, Li Z, et al. Which types of commodity price information are more useful for predicting US stock market volatility?[J]. Economic Modelling, 2020, 93: 642-650.

[14] Li X, Liang C*（通訊作者）, Ma F. Forecasting stock market volatility with a large number of predictors: New evidence from the MS-MIDAS-LASSO model[J]. Annals of Operations Research, 2022: 1-40.

[15] Li Y, Liang C*（通訊作者）, Huynh T L D. A new momentum measurement in the Chinese stock market[J]. Pacific-Basin Finance Journal, 2022, 73: 101759.

[16] Li X, Liang C*（通訊作者）, Chen Z, et al. Forecasting crude oil volatility with uncertainty indicators: New evidence[J]. Energy Economics, 2022, 108: 105936.

三、主持科研項目：

[1] 國家自然科學青年基金項目：多重外部沖擊動態影響下金融市場波動建模及預測. 項目編號：72301224，主持。

[2] 四川省青年科學基金項目：不確定環境下的中國原油期貨波動率預測及應用研究：基于機器學習方法和非對稱混頻模型. 項目編號：2023NSFSC1030，主持。

[3] 國家自然科學基金面上項目: 中國原油期貨市場波動率建模、預測及其應用研究：基于時變機制轉換和動態稀疏權重組合方法. 項目編號：72071162, 主研。

四、教學概況：

本科生課程：《行為金融學》，《行為經濟學》，《金融學研究方法》