师资队伍

金融工程系

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李建峰

职称:

电子邮箱:fengzhongfeifan@foxmail.com

办公电话:87676362

毕业院校:同济大学

  • 能源金融,风险管理


  • Gao, Q., Zeng, H., Sun, G., & Li, J. (2023). Extreme risk spillover from uncertainty to carbon markets in China and the EU—A time varying copula approach. Journal of Environmental Management, 326, 116634.

    Sun, G., Yao, X., Li, J.(通讯作者), & Lu, T. (2023). Risk linkages between China's stock market and APEC stock markets under China's market liberalization. Finance Research Letters, 52, 103586.

    Sun, G., Li, J.(通讯作者), & Shang, Z. (2022). Return and volatility linkages between international energy markets and Chinese commodity market. Technological Forecasting and Social Change, 179, 121642.

    Li, S., Li, J., Lu, X., & Sun, Y. (2022). Exploring the dynamic nonlinear relationship between crude oil price and implied volatility indices: A new perspective from MMV-MFDFA. Physica A: Statistical Mechanics and its Applications, 603, 127684.

    Gao, Q., Cheng, C., Sun, G., & Li, J.(通讯作者) (2022). The impact of digital inclusive finance on agricultural green total factor productivity: Evidence from China. Frontiers in Ecology and Evolution

    Yao, X., Li, J.(通讯作者), Shang, Z., Le, W., & Li, J. (2021). Impacts of COVID-19 on financial markets: From the perspective of financial stress. Applied Economics Letters, 1-5.

    Li, J., Lu, X., Jiang, W., & Petrova, V. S. (2021). Multifractal Cross-correlations between foreign exchange rates and interest rate spreads. Physica A: Statistical Mechanics and its Applications, 574, 125983.

    Li, S., Lu, X., & Li, J. (2021). Cross-correlations between the P2P interest rate, Shibor and treasury yields. Physica A: Statistical Mechanics and its Applications, 574, 125945.

    Jiang, W., Li, J., & Sun, G. (2021). Economic policy uncertainty and stock markets: A multifractal cross-correlations analysis. Fluctuation and Noise Letters, 20(02), 2150018.

    Li, J., Lu, X., & Qu, L. (2019). Effectiveness of the RMB exchange rate regime reform: A new perspective from MF-DMA and MF-X-DMA. Physica A: Statistical Mechanics and its Applications, 531, 121535.


  • 国家社科基金一般项目: “全球大宗商品价格特质性波动对中国金融市场风险的影响、预警及应对研究”,2022.11—2025.06,主持,在研

    农业农村部(省部级):“数字化在乡村治理中的应用模式研究",2022.6-2023.6,主持,在研

    农业农村部(省部级):“集体资产数据分析及组织服务功能监管",2021.11-2022.12,主持,结题

    国家自然科学基金面上项目:“广义定序回归模型的高维统计推断及其应用”,2021.01-2024.12,参与,在研;

    “广义定序回归模型的高维统计推断及其应用”,2021.01-2024.12,参与,在研;