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教师基本信息

 

教师姓名:

洪嫣然

 

 

 

 

职称/职务:

讲师/硕士研究生导师

 

学历/学位:

博士研究生

 

电子邮件:

uranushyr@163.com

 

研究领域:

金融统计、金融时间序列分析、Granger因果检验理论及应用研究

 

教育背景:

从最高学历到大学本科

 

2020年9月-2024年6月 西南交通大学     数学(金融时间序列分析方向)

2017年9月-2020年6月 西南石油大学     数学(概率论与数理统计方向)

2013年9月-2017年6月 绵阳师范学院     数学与应用数学

 

  科研项目 

(1) 西南石油大学自然科学“启航项目”,校级项目,编号2024QHZ011,2025.1-2027.12,主持

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  论文专著

(1) Hong, Y., Guo, X.*, & Zhao, C. (2025). New paths of the time-varying Granger-causality test under extreme shocks: An analysis of geopolitical risk and crude oil markets. Research in International Business and Finance, 102994.

(2) Hong, Y., Luo, K.*, Xing, X., Wang, L., & Huynh, L. D. T. (2024). Exchange rate movements and the energy transition. Energy Economics, 136, 107701.

(3) Hong, Y., Li, P., Wang, L.*, & Zhang, Y. (2023). New evidence of extreme risk transmission between financial stress and international crude oil markets. Research in International Business and Finance, 64, 101853.

(4) Hong, Y., Cao, S.*, Xu, P., & Pan, Z. (2023). Interpreting the effect of global economic conditions on crude oil market: a supply-demand perspective. International Review of Financial Analysis, 91, 103008.

(5) Hong, Y., Wang, L.*, Ye, X., & Zhang, Y. (2022). Dynamic asymmetric impact of equity market uncertainty on energy markets: a time-varying causality analysis. Renewable Energy, 196, 535-546.

(6) Hong, Y., Xu, P., Wang, L.*, & Pan, Z. (2022). Relationship between the news-based categorical economic policy uncertainty and US GDP: A mixed-frequency Granger-causality analysis. Finance Research Letters, 48, 103024.

(7) Guo, X., Hong, Y.*, Yao, S., & Hao, Y. (2025). Oil supply and US-China tensions: A multinational perspective. International Review of Financial Analysis, 104278.

(8) Xi, Y., Huynh, A. N. Q., Jiang, Y., & Hong, Y.* (2023). Energy transition concern: Time-varying effect of climate policy uncertainty on renewables consumption. Technological Forecasting and Social Change, 192, 122551.

(9) Liang, C., Hong, Y., Huynh, L. D. T.*, & Ma, F. (2023). Asymmetric dynamic risk transmission between financial stress and monetary policy uncertainty: thinking in the post-covid-19 world. Review of Quantitative Finance and Accounting, 60(4), 1543-1567.

(10) Hu, Y., Hong, Y.*, Feng, K., & Wang, J. (2023). Evaluating the importance of monetary policy uncertainty: The long-and short-term effects and responses. Evaluation Review, 47(2), 264-286.

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  获奖情况

 

   荣誉称号

 

 

   讲授课程

(1) 探索性数据分析(研究生课程)

(2) 

 

   其他信息

(1) 担任多个SSCI/SCI期刊的匿名审稿人,如Renewable Energy、Energy Strategy Reviews、Energy Economics、Energy Policy、Journal of Environmental Management、Research in International Business and Finance、Finance Research Letters、International Journal of Finance & Economics等。

(2) 欢迎对金融统计、时间序列分析以及能源金融研究感兴趣的同学加入;报考同学需要具备一定的理论基础和编程(MATLAB/Python)能力;

(3) 个人科研主页:https://www.researchgate.net/profile/Yanran-Hong

 

 

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