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计算金融系

首页 - 教师与研究 - 师资力量 - 计算金融系 - 正文

  • 颜诚

    教授
  • 所属单位

    计算金融系
  • 研究方向

    金融学、管理学、经济学与会计学;环境、能源、气候与可持续发展
  • 电  话

    电子邮件

    cyan@hust.edu.cn

教育背景

北京师范大学经济学学士学位;

厦门大学经济学博士学位;

伦敦大学贝叶斯商学院哲学博士学位(金融学方向)。

研究领域

金融学、经济学、管理学与会计学;环境、能源与可持续发展

讲授课程

《财务管理》;《财务会计》;《财务与金融管理》;《投资组合管理》;《期货与期权》;《实证金融》;《证券分析》;《金融建模与商业预测》等。

期刊审稿

承担包括Management Science, British Journal of Management, Journal of International Money and Finance, Journal of Empirical Finance, Journal of Economic Dynamics and Control, European Financial Management, Energy Economics(30+次)在内的多种国际一流期刊的评审工作。

招生要求

对科学研究有强烈学术进取心和热爱;对经济社会有敏锐的观察和深刻的洞察;对问题和未知有追根溯源的动力;对自己有自我驱动和管理的原则;流利阅读英文顶刊文献和处理数据的能力。

代表性论文

[1]Estimating and testing long-run risk models: International evidence, Management Science, 2025, 71(4), 2751-3636. (合著)

[2]Incomplete information and the liquidity premium puzzle, Management Science, 2021, 67(9), 5703-5729. (合著)

[3] Non-standard errors, Journal of Finance, 2024, 79(3), 1715-2393. (合著)

[4]Does ambiguity matter for corporate debt financing? Theory and evidence, Journal of Corporate Finance, 2023, 80(6), 102425. (合著)

[5]Alumni network centrality and competitive aggressiveness, British Journal of Management, 2025, 36(1), 255-283. (合著)

[6]The impact of geopolitical risks on tourism supply in developing economies: The moderating role of social globalization, Journal of Travel Research, 2022, 61 (4), 872-886. (合著)

[7] Does the relative importance of push and pull factors of foreign capital flows vary across quantiles? IMF Economic Review, 2022, 70, 252–299. (合著)

[8]Uncovered equity “disparity” in emerging markets, Journal of International Money & Finance, 2019 (98), 102066. (合著)

[9]On cross-border bank credit and the U.S. subprime crisis transmission to equity markets, Journal of International Money & Finance, 2016 (69), 108-134. (合著)

[10]Hot money in bank credit flows to emerging markets during the banking globalizationera. Journal of International Money & Finance, 2016 (60), 29-52. (合著)

[11]Time-varying skills (versus luck) in U.S. active mutual funds and hedge funds. Journal of Empirical Finance, 2018, 49(12), 81-106. (合著)

[12]In search of the optimal number of fund subgroups. Journal of Empirical Finance, 2019, 50(1), 78-92. (合著)

[13]Improved inference for fund alphas using high-dimensional cross-sectional tests. Journal of Empirical Finance, 2021, 61(3), 57-81. (合著)

[14]Google search queries, foreclosures, and house prices, Journal of Real Estate Finance & Economics, 2021, 63, 177–209. (合著)

[15]Now is the time: The impact of linguistic time reference on corporate default risk, International Journal of Accounting, 2023, 58(04), 2350010. (合著)

[16]De facto time-varying indices-based benchmarks for mutual fund returns, Journal of Financial Research, 2023, 46(2), 469-496. (合著)

[17]Modeling fundamental analysis into portfolio selection. Quantitative Finance, 2018, (8), 1315-1326. (合著)

[18]Evaluating the size of the bootstrap method for fund performance evaluation. Economics Letters, 2017(156), 36-41. (合著)

[19]A skeptical appraisal of the bootstrap approach in fund performance evaluation. Financial Markets, Institutions & Instruments, 2018 (27), 49–86. (合著)

[20]Climate policy uncertainty and firm-level total factor productivity: Evidence from China, Energy Economics, 2022, 113(9), 106209. (2022 ESI highly cited and hotspot paper) (合著)

[21]Dynamic impacts of energy consumption on economic growth in China: Evidence from a non-parametric panel data model, Energy Economics, 2022, 107(3), 105855. (2022 ESI highly cited and hotspot paper) (合著)

[22]The marginal impacts of energy prices on carbon price variations: Evidence from a quantile-on-quantile approach, Energy Economics, 2021, 95(3), 105131. (2022 ESI highly cited and hotspot paper) (合著)

[23]Carbon prices forecasting in quantiles, Energy Economics, 2022, 108(4), 105862. (2022 ESI highly cited and hotspot paper) (合著)

[24]Global oil shock and excessive corporate debt in China, Energy Economics, 2022, 115(11), 106378. (2022 ESI highly cited and hotspot paper) (合著)

[25]Weathering the policy storm: How climate strategy volatility shapes corporate total factor productivity, Energy Economics, 2024, 107553. (合著)

[26]Technological peer pressure and corporate sustainability, Energy Economics, 2024, 107257.(合著)

[27]Public environmental concerns and intra-firm pay gap in polluting enterprises: Evidence from China, Energy Economics, 2024, 107320. (合著)

[28]Differences in carbon risk spillovers with green versus traditional assets: Evidence from a full distributional analysis, Energy Economics, 2023, 107049. (合著)

[29]Public environmental concern, CEO turnover, and green investment: Evidence from a quasi-natural experiment in China, Energy Economics, 2021, 100(8), 105379. (合著)

[30]Do public environmental concerns promote new energy enterprises’ development? Evidence from a quasi-natural experiment, Energy Economics, 2022, 109(5), 105967. (合著)

[31]Effect of green financial reform and innovation pilot zones on corporate investment efficiency, Energy Economics, 2022, 113(9), 106185. (合著)

[32]Corporate sustainability policies and investment efficiency: Evidence from a policy experiment in China, Energy Economics, 2023, 107050. (合著)

[33]Welfare gains from international trade and renewable energy demand: Evidence from the OECD countries, Energy Economics, 2022, 112(8), 106153. (合著)

[34]Oil price uncertainty and stock price informativeness: Evidence from U.S. listed companies, Energy Economics, 2022, 113(9), 106197. (合著)

[35]Do uncertainties affect clean energy markets? Comparisons from a multi-frequency and multi-quantile framework, Energy Economics, 2023, 121(5), 106679. (合著)

[36]Does carbon price uncertainty affect stock price crash risk? Evidence from China, Energy Economics, 2023, 122(6), 106689. (合著)

[37]Social media and energy justice: A global evidence, Energy Economics, 2023, 125(9) 106886. (合著)

[38]Hot money in disaggregated capital flows, European Journal of Finance, 2018, 24(14), 1190-1223. (独著)

中文CSSCI论文

1. 中国股市泡沫的识别:基于三状态转换模型[J]. 系统工程理论与实践, 2013,33(1): 25-33.(合著)

2. 全球基础设施基金投资者的偏好与委托-代理问题[J]. 国际金融研究, 2020, (1):21-32.(合著)

代表性项目

1、主持人,印度国家股票交易所和美国纽约大学斯特恩商学院国际合作全球招标National Stock Exchange of India (NSE) and New York University (NYU) Stern School of Business,USA. “NSE–NYU Stern Initiative on the Study of Indian Capital Markets Research” ,已结题。

2、主持人,美国投资管理咨询师协会研究基金全球招标,Principal Investigator, Investment Management Consultants Association (IMCA),USA“Journal of Investment Consulting Research Grants” ,已结题。

3、子项目负责人,中国国家社会科学基金重大项目《防范化解经济金融领域风险的宏观调控治理体系研究》,已结题。

4、主持人,中国国家自然科学基金优秀青年科学基金项目(海外),在研。

代表性获奖

1、美国投资管理咨询师协会Investment Management Consultants Association (IMCA)年爱德华·D·贝克三世期刊研究奖获得者(Recipient of IMCA’s Edward D. Baker III Journal Research Award).

2、美国《投资咨询期刊》Journal of Investment Consulting, USA全球学术论文竞赛获奖者(Winner of the Journal of Investment Consulting’s global academic paper competition).