金融工程系
姜勇
浏览次数:7730


南京审计大学金融学院


政治面貌:中共党员

最后学位:博士

职称:讲师


研究领域:金融工程与风险管理、能源金融、碳金融

教学课程:《金融工程学》、《能源金融》


办公室:竞慧东楼401

E-mail:yongjiang@nau.edu.cn; jiangziya.ok@163.com 

通讯地址:南京市浦口区雨山西路86号

邮编:211815


学习经历


2015.09 - 2019.06    湖南大学工商管理学院管理科学与工程专业 管理学博士


工作经历


2019.09-至今 南京审计大学,金融学院, 讲师


主持参与课题


主持国家自然科学基金青年基金(30万,2022-2024)和江苏省社科基金青年项目(5万,2022-2024)各一项(在研)。


发表论文


[1]Yong Jiang, Yi-Shuai Ren, Narayan, S., Ma, C. Q., & Yang, X. G. Heterogeneity dependence between oil prices and exchange rate: Evidence from a parametric test of Granger causality in quantiles. The North American Journal of Economics and Finance, 2022, 101711. (SSCI)

[2]Yong Jiang, Ren, Y. S., Yang, X. G., Ma, C. Q., & Weber, O.. The relationship between geopolitical risk and crude oil prices: evidence from nonlinear and frequency domain causality tests. Spanish Journal of Finance and Accounting, 2022, 1-23. (SSCI)

[3]Y S Ren, Yong Jiang *, Narayan S, et al. Marketisation and rural energy poverty: Evidence from provincial panel data in China. Energy Economics, 2022: 106073. (SSCI,通讯作者)

[4]Yong Jiang, G J Wang, Ma C, et al. Do credit conditions matter for the impact of oil price shocks on stock returns? Evidence from a structural threshold VAR model. International Review of Economics & Finance, 2021, 72: 1-15. (SSCI)

[5]Yong Jiang, C Liu, R Xie. Oil price shocks and credit spread: Structural effect and dynamic spillover. The North American Journal of Economics and Finance, 2021, 58: 101467. (SSCI)

[6]Yong Jiang, Ma C Q, Weber O, et al. How Do Structural Oil Price Shocks Affect China's Investor Sentiment? The Critical Role of OPEC Oil Supply Shocks. Asia-Pacific Journal of Financial Studies, 2021, 50(5): 500-526. (SSCI)

[7]Ren, Y. S., Apergis, N., Ma, C., Baltas, K., Jiang, Y.*, & Liu, J. L. (2021). FDI, economic growth, and carbon emissions of the Chinese steel industry: new evidence from a 3SLS model. Environmental Science and Pollution Research, 28(37), 52547-52564. (SSCI,通讯作者)

[8]Ren, Y., Jiang, Yong*., Ma, C., Liu, J., & Chen, J. (2021). Will tax burden be a stumbling block to carbon-emission reduction? Evidence from OECD countries. Journal of Systems Science and Information, 9(4), 335-355. (通讯作者)

[9]Yong Jiang, Yi-Shuai Ren, Chao-Qun Ma, Jiang-Long Liu, Basil Sharp. Does the price of strategic commodities respond to U.S. partisan conflict? Resources Policy,2020,66. (SSCI)

[10]Yong Jiang, Zhongbao Zhou, Qing Liu, Ling Lin, Helu Xiao. How do oil price shocks affect the output volatility of the U.S. energy mining industry? The roles of structural oil price shocks. Energy Economics,2020,87. (SSCI)

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

[12]Chao-Qun Ma, Jiang-Long Liu, Yi-Shuai Ren, Yong Jiang*. The Impact of Economic Growth, FDI and Energy Intensity on China’s Manufacturing Industry’s CO2 Emissions: An Empirical Study Based on the Fixed-Effect Panel Quantile Regression Model. Energies,2019,12(24). (SCI,通讯作者)

[13]Yong Jiang, G. J. Wang, Wen, D. Y., & Yang, X. G. Business conditions, uncertainty shocks and Bitcoin returns. Evolutionary and Institutional Economics Review, 2020,1-10.

[14]Yong Jiang, Zhongbao Zhou, Cenjie Liu. The impact of public transportation on carbon emissions: a panel quantile analysis based on Chinese provincial data. Environmental Science and Pollution Research, 2019, 26(4): 4000-4012.(SCI)

[15]Yong Jiang, Zhou Zhongbao, Liu Cenjie. Does economic policy uncertainty matter for carbon emission? Evidence from US sector level data. Environmental Science and Pollution Research, 2019,26(24): 24380-24394.(SCI)

[16]Yong Jiang, Chao-Qun Ma, Xiao-Guang Yang, Yi-Shuai Ren. Time-Varying Volatility Feedback of Energy Prices: Evidence from Crude Oil, Petroleum Products, and Natural Gas Using a TVP-SVM Model. Sustainability, 2018, 10(12): 4705. (SCI/SSCI)

[17]Cenjie Liu, Yong Jiang*, Rui Xie. Does income inequality facilitate carbon emission reduction in the US?. Journal of cleaner production, 2019, 217: 380-387. (SCI/SSCI,通讯作者)

[18]Ling Lin, Yuanpei Kuang, Yong Jiang*, Xianfang Su. 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, 2019: 101035.(SSCI,通讯作者)

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

[20]Chaoqun Ma; Danyan Wen; GangJin Wang, Yong Jiang. Further Mining the Predictability of Moving Averages: Evidence from the US Stock Market. International Review of Finance, 2019, 19(2): 413-433. (SSCI)

[21]Ling Lin, Zhongbao Zhou, Qing Liu, Yong Jiang. Risk transmission between natural gas market and stock markets: Portfolio and hedging strategy analysis. Finance Research Letters, 2019, 29: 245-254. (SSCI)

[22]Zhou, Z., Fu, Z., Yong Jiang, Zeng, X., & Lin, L. (2019). Can economic policy uncertainty predict exchange rate volatility? New evidence from the GARCH-MIDAS model. Finance Research Letters. (SSCI)

[23]徐敏, 姜勇. 中国产业结构升级能缩小城乡消费差距吗?. 数量经济技术经济研究, 2015(3): 3-21.

[24]徐敏, 姜勇. 中国的市场化进程推动了城镇化发展吗——来自空间杜宾模型的经验证据. 财经科学, 2014 (8): 109-119.

[25]徐敏, 姜勇. 我国税负痛感指数的空间集聚与异质性研究. 财经论丛, 2014, 185(9): 16-22.

[26]徐敏, 姜勇. 基于网络SBM模型的中国保险公司经营效率评价研究.南方金融, 2014 (07), 73-77.

[27]徐敏, 姜勇. 中国保险排除度空间集聚与差异: 空间计量经济实证分析. 南方金融, 2013 (11): 90-95.


奖励与荣誉


2020年,湖南大学优秀博士学位论文

2022年,南京审计大学润泽学者