
教育背景:
2024年畢業于西南交通大學,獲管理學博士學位。
個人介紹:
一、工作經歷:
2024年6月-至今 西南交通大學經濟管理學院,助理教授
二、so米體育:
(一)文獻及獲獎情況概述
目前以第一作者和通訊作者發表論文多篇。主要研究發表在 Journal of Economic Behavior & Organization、Journal of International Financial Markets, Institutions and Money、Energy Economics、International Review of Financial Analysis、Journal of Forecasting、《系統工程理論與實踐》等國內外高水平發表期刊上。
(二)代表專著及論文
[1]Lu Xinjie, Zeng Q, Zhong J, Zhu B. International stock market volatility: A global tail risk sight[J]. Journal of International Financial Markets, Institutions and Money, 2024, 91: 101904.
[2]Lu Xinjie, Ma F, Wang T, Wen F. International stock market volatility: A data-rich environment based on oil shocks[J]. Journal of Economic Behavior & Organization, 2023, 214: 184-215.
[3]Lu Xinjie, Ma F, Li H, Wang J. INE oil futures volatility prediction: Exchange rates or international oil futures volatility?[J]. Energy Economics, 2023, 126: 106935.
[4]Lu Xinjie, Su Y, Huang D. Chinese agricultural futures volatility: New insights from potential domestic and global predictors[J]. International Review of Financial Analysis, 2023, 89: 102786.
[5]Lu Xinjie, Ma F, Wang J, Zhu B. Oil shocks and stock market volatility: New evidence[J]. Energy Economics, 2021, 103: 105567.
[6]Lu Xinjie, Ma F, Xu J, Zhang Z. Oil futures volatility predictability: New evidence based on machine learning models[J]. International Review of Financial Analysis, 2022, 83: 102299.
[7]Lu Xinjie, Lang Q. Categorial economic policy uncertainty indices or Twitter-based uncertainty indices? Evidence from Chinese stock market[J]. Finance Research Letters, 2023, 55: 103936.
[8]Lu Xinjie, Ma F, Wang J, Liu J. Forecasting oil futures realized range‐based volatility with jumps, leverage effect, and regime switching: New evidence from MIDAS models[J]. Journal of Forecasting, 2022, 41(4): 853-868.
[9]Lu Xinjie, Ma F, Wang J, Dong D. Singlehanded or joint race? Stock market volatility prediction[J]. International Review of Economics & Finance, 2022, 80: 734-754.
[10]Lu Xinjie, Ma F, Li P, Li T. Newspaper-based equity uncertainty or implied volatility index: new evidence from oil market volatility predictability[J]. Applied Economics Letters, 2023, 30(7): 960-964.
三、主持或參與科研項目:
[1] 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。2021-2024,項目編號:72071162,主研。