金融与财务学系

鲁心洁

来源:讲师   作者:  日期:2024年09月12日  点击数:

教育背景:

2024年毕业于6163银河.net163.am,获管理学博士学位。

个人介绍:

一、工作经历:

2024年6月-至今  6163银河.net163.am,助理教授

二、科学研究:

(一)文献及获奖情况概述

目前以第一作者和通讯作者发表论文多篇。主要研究发表在 Journal of Economic Behavior & Organization、Journal of International Financial Markets, Institutions and Money、Energy Economics、International Review of Financial Analysis、Journal of Forecasting、《系统工程理论与实践》等国内外高水平发表期刊上。

(二)代表专著及论文

[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、主持或参与科研项目:

    [1] 国家自然科学基金面上项目:中国原油期货市场波动率建模、预测及其应用研究:基于时变机制转换和动态稀疏权重组合方法。2021-2024,项目编号:72071162,主研。