姓名:

王继谦

职称:

讲师/校聘教授

学位:

管理学博士

电话:

电子邮箱:

wangjiqian@kust.edu.cn

研究方向:

金融计量、预测及风险管理

学习工作经历

2017年9月-2024年6月，硕博连读，西南交通大学，经济管理学院，管理科学与工程

2024年8月-至今，昆明理工大学，管理与经济学院，讲师/校聘教授，第四层次引进

研究项目

[1] 多源大数据视角下的金融市场波动率建模、预测及应用研究，昆明理工大学人文社会科学研究培育项目，2024/12-2026/12，4万元，在研，主持。

[2] 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, 国家自然科学基金面上项目, 参与。

代表性成果

[1] 马锋,王继谦*,郭杨莉,等.基于跳跃、跳跃强度和机制转换的股票市场波动建模及其预测研究[J].系统工程理论与实践,2023,43(02):371-382. (国自然基金委认定A类期刊, CSSCI, FMS T1)

[2] Wang Jiqian., Ma, F., Bouri, E., & Zhong, J. (2022). Volatility of clean energy and natural gas, uncertainty indices, and global economic conditions. Energy Economics, 108, 105904. (SSCI; FMS B; ABS 3; ESI高被引论文)

[3] Ma, F., Wang Jiqian*., Wahab, M. I. M., & Ma, Y. (2023). Stock market volatility predictability in a data-rich world: A new insight. International Journal of Forecasting, 39(4), 1804-1819. (SSCI; FMS B; ABS 3)

[4] Wang Jiqian., Ma, F., Wang, T., & Wu, L. (2023). International Stock Volatility Predictability: New evidence from Uncertainties. Journal of International Financial Markets, Institutions and Money, 101781. (SSCI; FMS C; ABS 3)

[5] Wang Jiqian., Gupta, R., Çepni, O., & Ma, F. (2023). Forecasting international REITs volatility: the role of oil-price uncertainty. The European Journal of Finance, 29(14), 1579-1597. (SSCI; FMS C; ABS 3)

[6] Wang Jiqian., Guo, X., Tan, X., Chevallier, J., & Ma, F. (2023). Which exogenous driver is informative in forecasting European carbon volatility: Bond, commodity, stock or uncertainty?. Energy Economics, 117, 106419. (SSCI; FMS B; ABS 3)

[7] Wang Jiqian., Huang, Y., Ma, F., & Chevallier, J. (2020). Does high-frequency crude oil futures data contain useful information for predicting volatility in the US stock market? New evidence. Energy Economics, 91, 104897. (SSCI; FMS B; ABS 3)

[8] Wang Jiqian., Lu, X., He, F., & Ma, F. (2020). Which popular predictor is more useful to forecast international stock markets during the coronavirus pandemic: VIX vs EPU?. International Review of Financial Analysis, 72, 101596. (SSCI; FMS B; ABS 3)

[9] Ding, H., Huang, Y., & Wang Jiqian*. (2023). Have the predictability of oil changed during the COVID-19 pandemic: Evidence from international stock markets. International Review of Financial Analysis, 87, 102620. (SSCI; FMSB; ABS 3)

[10] Wang Jiqian., Ma, F., Liang, C., & Chen, Z. (2022). Volatility forecasting revisited using Markov‐switching with time‐varying probability transition. International Journal of Finance & Economics, 27(1), 1387-1400. (SSCI; FMS C; ABS 3)

[11] Wang Jiqian., Ma, F., Bouri, E., & Guo, Y. (2023). Which factors drive bitcoin volatility: Macroeconomic, technical, or both?. Journal of Forecasting, 42(4), 970-988. (SSCI; FMS C; ABS 2)

[12] Wang Jiqian., & Li, L. (2023). Climate risk and Chinese stock volatility forecasting: Evidence from ESG index. Finance Research Letters, 103898. (SSCI; FMS C; ABS 2)