欧阳若澜，经济学博士，CFA，FRM。现为暨南大学经济学院金融系副教授、硕士研究生导师。主要研究领域为金融衍生品、大宗商品、风险管理、资产定价等。在American Journal of Agricultural Economics, Energy Economics, Annals of Operations Research, Quantitative Finance,《系统管理学报》等国内外权威期刊发表论文十余篇，主持并参与多项国家级和省部级课题研究。入选“暨南双百英才计划”杰出青年学者（第一层次）。撰写案例获第五届、第八届全国金融专业学位教学案例大赛优秀案例奖。指导学生获第八届、第九届中国金融专业学位论文优秀论文奖。博士课题获格拉斯哥大学亚当斯密商学院全额奖学金资助，并获亚当斯密商学院最佳博士论文奖。担任China Finance Review International青年编委，以及多个国内外期刊匿名审稿人。撰写决策咨询报告获省市各级领导批示。

1.    Systemic Risk of Commodity Markets: A Dynamic Factor Copula Approach[J]. International Review of Financial Analysis, 2022: 102204.

2.    Network Analysis of Risk Transmission Among Energy Futures: An Industrial Chain Perspective[J]. Energy Economics, 2022: 105798. 

3.    Pricing Commodity Futures and Determining Risk Premia in a Three Factor Model with Stochastic Volatility: The Case of Brent Crude Oil[J]. Annals of Operations Research, 2022, 313: 29-46.

4.    On the Market Consistent Valuation of Fish Farms: Using the Real Option Approach and Salmon Futures[J]. American Journal of Agricultural Economics, 2017, 99(1): 207-224. 

5.    The Market for Salmon Futures: An Empirical Analysis of Fish Pool Using the Schwartz Multifactor Model[J]. Quantitative Finance, 2016, 16(12): 1823-1842.

6.    An Analysis of the Fish Pool Market in the Context of Seasonality and Stochastic Convenience Yield[J]. Marine Resource Economics, 2017, 32(4): 431-449. 

7.    Financialization of Agricultural Commodities: Evidence from China[J]. Economic Modelling, 2020, 85: 381-389.

8.    Determinants of Corporate Default Risk in China: The Role of Financial Constraints[J]. Economic Modelling, 2020, 92: 87-98.

9.    Innovation at the Helm: Decoding Founder-manager Influence in Chinese Family Firms[J]. Pacific-Basin Finance Journal, 2024, 85: 102364.

10.  Can Factor Momentum Beat Momentum Factor? Evidence from China[J]. Finance Research Letters, 2024: 105021.

11.  Network Analysis of International Financial Markets Contagion Based on Volatility Indexes[J]. Finance Research Letters, 2023: 104039.

12.  The Effects of Macro News on Exchange Rates Volatilities: Evidence from BRICS Countries[J]. Emerging Markets Finance and Trade, 2020, 56(8): 1817-1842.

13.  Dependence Structure and Risk Spillover Among Nonferrous Metal Futures: A Vine Copula Approach[J]. Applied Economics Letters, 2023, 30(9): 1253-1260. 

14.  基于三因子模型的沪铜期货定价研究[J]. 系统管理学报, 2021, 30(2): 248-257.

1. 基于GAS模型的大宗商品市场系统性风险测度及其应用研究，国家自然科学基金-青年科学基金项目，结题，主持。

2. 大宗商品期货与期权定价及其在农业风险管理中的应用研究，广东省自然科学基金-面上项目，结题，主持。

3. 发挥期货交易所作用提升广州金融业发展水平研究，广州市哲学社科规划2021年度课题-智库课题，结题，主持。