教育背景:

2021年6月畢業(yè)于西南交通大學(xué)，獲管理學(xué)博士學(xué)位。

社會(huì)活動(dòng)及兼職：

擔(dān)任國(guó)際SSCI期刊Research in International Business and Finance（JCR Q1, ABS2）和 Evaluation Review（JCR Q2）的副主編，擔(dān)任金融預(yù)測(cè)團(tuán)隊(duì)執(zhí)行負(fù)責(zé)人，擔(dān)任20多本SSCI期刊審稿專家。

個(gè)人介紹：

一、工作經(jīng)歷:

2021年6月獲西南交通大學(xué)經(jīng)管學(xué)院管理學(xué)博士學(xué)位，留校工作。

二、so米體育：

（一）文獻(xiàn)及獲獎(jiǎng)情況概述：

博士期間,獲得“四川省2021年度優(yōu)秀畢業(yè)生”, “博士研究生國(guó)家獎(jiǎng)學(xué)金”等榮譽(yù)。在《管理科學(xué)學(xué)報(bào)》、《系統(tǒng)工程理論與實(shí)踐》、《中國(guó)管理科學(xué)》、《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(fā)表和錄用學(xué)術(shù)論文60余篇。

(二）論文發(fā)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(guān)注對(duì)中國(guó)黃金價(jià)格波動(dòng)率的影響研究[J].系統(tǒng)工程理論與實(shí)踐,2022,42(02):320-332.

[11]梁超,魏宇,馬鋒,李霞飛.我國(guó)黃金期貨價(jià)格波動(dòng)率預(yù)測(cè)研究:來(lái)自模型縮減方法的新證據(jù)[J].中國(guó)管理科學(xué),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(xiàng)目：

[1] 國(guó)家自然科學(xué)青年基金項(xiàng)目：多重外部沖擊動(dòng)態(tài)影響下金融市場(chǎng)波動(dòng)建模及預(yù)測(cè). 項(xiàng)目編號(hào)：72301224，主持。

[2] 四川省青年科學(xué)基金項(xiàng)目：不確定環(huán)境下的中國(guó)原油期貨波動(dòng)率預(yù)測(cè)及應(yīng)用研究：基于機(jī)器學(xué)習(xí)方法和非對(duì)稱混頻模型. 項(xiàng)目編號(hào)：2023NSFSC1030，主持。

[3] 國(guó)家自然科學(xué)基金面上項(xiàng)目: 中國(guó)原油期貨市場(chǎng)波動(dòng)率建模、預(yù)測(cè)及其應(yīng)用研究：基于時(shí)變機(jī)制轉(zhuǎn)換和動(dòng)態(tài)稀疏權(quán)重組合方法. 項(xiàng)目編號(hào)：72071162, 主研。

四、教學(xué)概況：

本科生課程：《行為金融學(xué)》，《行為經(jīng)濟(jì)學(xué)》，《金融學(xué)研究方法》