一、教师简介

黄倩，讲师，中国科学技术大学统计学（金融工程）博士，现温州商学院专任教师。

二、研究方向及成果

国际市场与国内资本市场等市场的联动及尾部风险

[1] The effects of exchange rate fluctuations on the stock market and the affecting mechanisms: Evidence from BRICS countries[J]. North American Journal of Economics and Finance, 2021, 排名1/3.

[2] Effects of marcoeconomic factors on stock prices for BRICS using the variational mode decomposition and quantile method[J]. North American Journal of Economics and Finance, 2023, 排名2/3, 通讯作者.

[3] Multiscale correlation analysis of Sino-US corn futures markets and the impact of international crude oil price: A new perspective from the multifractal method. Finance Research Letters 2023, 排名3/3.

[4] 基于MHPSO-NHMM-FIEGARCH-GED模型的Brent原油价格波动研究. 中国管理科学, 2023, 排名3/3.