个人信息

头像

姓名: 陈鹏

部门: 经济学院

直属机构: 金融系

性别:

职务: 系副主任

职称: 副教授

学位: 博士

毕业院校: 美国堪萨斯大学

联系电话:

电子邮箱: rocchan21@gmail.com

办公地址:

通讯地址: 广州市黄埔大道西601号暨南大学经济学院

邮编: 510632

传真:

荣誉奖励:

联系方式

个人简介

陈鹏,暨南大学经济学院副教授、金融系副主任、经济学博士。主要研究方向包括金融市场、资产定价和金融计量等,已先后在Business Ethics: A European Review, International Review of Economics & Finance等SSCI核心期刊上发表近十篇论文,同时多篇工作论文已在Journal of International Forecasting, Journal of Futures Market 等国际权威期刊审稿中。此外,先后为Journal of International Economics, Journal of Business Ethics, Business Ethics: A European Review, International Review of Economics and Finance, Energy Economics等多个核心期刊审稿。

学习经历

美国堪萨斯大学  博士  经济学

美国堪萨斯大学  硕士  经济学

厦门大学            硕士  经济学


工作经历

2013/7 - 至今,暨南大学,经济学院金融系,副研究员、副教授

2017/9 - 2018/3,英国拉夫堡大学,商学院金融系,国家公派访问学者

2008/8 - 2013/5,美国堪萨斯大学,经济系,研究助理


研究方向

主要论文

MAIN PUBLICATIONS & WORKING PAPERS (SELECTED)

ŸUnderstanding international stock market comovements: A comparison of developed and emerging markets, International Review of Economics and Finance, 2018, 56, 451-464.

ŸBoard gender diversity and firm performance: The moderating role of firm size (with Haishan Li), Business Ethics: A European Review, 2018, 27(4):294-308.

ŸA national or local phenomenon? A comparison of the US and the Chinese housing markets. (with Fu Wang), Applied Economics Letters, 2017, 24(12): 841-845.

ŸGlobal oil prices, macroeconomic fundamentals and China's commodity sector comovements. Energy Policy, 2015, 87, 284-294.

ŸOn International Stock Market Comovements and Macroeconomic risks (with Shu Wu), Applied Economics Letter, 2013, Vol. 20, Issue 10.

ŸDo financial stress and economic policy uncertainty impact gold market volatility? (with Andrew Vivian, Revise & Resubmit)

ŸMacroeconomic uncertainty and the relation between global oil prices and energy-related stocks (with Andrew Vivian and Fu Wang, Under review)

ŸForecasting carbon futures price: a hybrid method that incorporates fuzzy entropy and extreme learning machine (with Andrew Vivian and Cheng Ye, Under review)

ŸTime-varying rare disaster risks, asset returns and volatility (with Ting Huang, and Limin He, Under review)

ŸMacroeconomic Determinants and the Long-Run Commodity-Stock Correlation: The case of China's manufacturing sector stocks (with Manxian Zheng, and Haishan Li),working paper

ŸTime-varying volatility connectedness of asset markets: Evidence from century-long data (with Limin He),working paper

ŸEconomic uncertainty shocks, monetary policy and global commodity price fluctuations, (with Haoteng Chen), working paper


主要著作

承担课题

近年来已主持多项省部级及学校的科研项目,包括广东省自然科学基金项目、广东省社科规划课题项目、暨大“宁静致远”工程暨南启明星计划项目等;同时也先后参与了多项国家级课题的研究,包括国家自然基金面上项目、国家自然科学基金项目(美国)、国家社科基金一般项目等。

发明专利

讲授课程

荣誉奖励

社会职务

先后为 Journal of International Economics, Journal of Business Ethics, Business Ethics: A European Review, International Review of Economics and Finance, Energy Economics等国际SSCI核心期刊审稿,并获得Energy Economics期刊年度“杰出审稿人”荣誉称号。