林凌

发布时间:2024-12-27    作者:

姓名:林凌

性别:

出生年月:1988.08

职称:副教授

担任导师:硕士生导师

学术兼职:Finance Research LettersThe North American Journal of Economics & FinanceFinancial InnovationEmerging Markets Finance & TradeApplied Economics审稿人

研究方向:风险管理、数字化管理

邮箱:llhnfx@126.com

一、教育经历

2011-2014年:湖南农业大学商学院,管理学硕士

2014-2018:湖南大学工商管理学院,管理学博士

二、主讲课程

本科生:金融衍生工具、投资经济学

研究生:投资学

三、教学科研成果

(一)论文

1林凌,胡冰川,孙艳华.全球经济政策不确定性对中国经济增长的时变性影响效应研究——基于时域与频域视角分析[J].中国软科学,2022(12):1-12.

2Ling Lin, Yong Jiang, Zhongbao Zhou*. (2024). Asymmetric spillover and network connectedness of policy uncertainty, fossil fuel energy, and global ESG investment. Applied Energy, 368, 123432. (SCI/Q1)

3Ling Lin, Zhongbao Zhou*, Yong Jiang, Yangchen Ou. (2021). Risk spillovers and hedge strategies between global crude oil markets and stock markets: Do regime switching processes combining long memory and asymmetry matter?. The North American Journal of Economics and Finance, 57, 101398. (SSCI/Q2)

4Ling Lin,Yong Jiang, Helu Xiao, Zhongbao Zhou*. (2020). Crude oil price forecasting based on a novel hybrid long memory GARCH-M and wavelet analysis model. Physica A: Statistical Mechanics and its Applications, 543, 123532. (SSCI/Q2)

5Ling Lin, Yuanpei Kuang, Yong Jiang*, Xianfang Su. (2019). Assessing risk contagion among the Brent crude oil market, London gold market and stock markets: Evidence based on a new wavelet decomposition approach. The North American Journal of Economics and Finance, 50, 101035. (SSCI/Q2)

6Ling Lin, Zhongbao Zhou*, Qing Liu, Yong Jiang. (2019). Risk transmission between natural gas market and stock markets: portfolio and hedging strategy analysis. Finance Research Letters, 29, 245-254. (SSCI/Q1)

7Zhongbao Zhou, Zhangyan Fu, Yong Jiang, Ximei Zeng, Ling Lin*. (2020). Can economic policy uncertainty predict exchange rate volatility? New evidence from the GARCH-MIDAS model[J]. Finance Research Letters, 34, 101258. (SSCI/Q1)

8Zhongbao Zhou, Kai Li, Qing Liu, Zui Tao, Ling Lin*. (2020). Carbon footprint and eco-efficiency of China's regional construction industry: A life cycle perspective. Journal of the Operational Research Society, 1-16. (SSCI/Q2)

9Zhongbao Zhou; Yong Jiang; Yan Liu; Ling Lin*; Qing Liu. (2019). Does international oil volatility have directional predictability for stock returns? Evidence from BRICS countries based on cross-quantilogram analysis. Economic Modelling, 80: 352-382. (SSCI/Q1)

10Zhongbao Zhou, Ling Lin*, Shuxian Li. (2018). International stock markets contagion: A CEEMDAN wavelet analysis. Economic Modelling, 72: 333-352. (SSCI/Q1)

11Zhongbao Zhou*, Ling Lin, Helu Xiao, Chaoqun Ma, Shiujian Wu. (2017). Stochastic network DEA models for two-stage systems under the centralized control organization mechanism. Computers & Industrial Engineering, 110: 404-412. (SCI/Q1)

12Zhongbao Zhou*, Helu Xiao, Qianying Jin, Ling Lin. (2016). Pre-commitment vs. time-consistent strategies for the generalized multi-period portfolio optimization with stochastic cash flows, Insurance: Mathematics and Economics, 2016, 68: 187-202. (SSCI/Q2)

四、研究课题

1湖南省教育厅青年基金项目,18C0172,基于非对称视角的湖南省经济增长与金融发展风险联动性研究,1万,2019.04-2020.03. 已结题,主持。

2湖南省哲学社会科学成果评审委员会一般基金项目,XSP20YBZ123,基于复杂数据特征的我国股指期现货市场间异质性风险联动性研究,2万,2020.01-2021.12. 在研,主持。

3湖南省自然科学青年基金项目,2020JJ5264,基于复杂数据特征的我国经济不确定性与股市间异质性风险传染效应,5万,2020.01-2021.12. 已结题,主持。

4湖南省教育厅优秀青年基金项目,2021B0195,湖南省农商行支农效率影响机制及路径优化研究,12021.12-2024.12. 在研,主持。

5教育部协同育人校企合作基金项目,202102057004,财经类专业大数据教学模式的规模效益评价及路径优化研究,5万,2021.07-2022.09. 已结题,主持。

五、获奖成果

1基于异质性波动特征的国际股市风险传染效应研究,2019湖南大学校级优秀博士学位论文,林凌,2019

2金融市场风险传染效应研究,2019—2020年度湖南农业大学哲学社会科学优秀成果奖一等奖,林凌、周忠宝、姜勇,2021