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近二十篇，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.   Volatility Connectedness of Commodity Futures and Its Application in Portfolio Optimization. Quantitative Finance, 2025.

2.   Intra-day Seasonality and Abnormal Returns in the Brent Crude Oil Futures Market. Quantitative Finance, 2025.

3.   Commodity Systemic Risk and Macroeconomic Predictions. Energy Economics, 2024.

4.   Innovation at the Helm: Decoding Founder-manager Influence in Chinese Family Firms. Pacific-Basin Finance Journal, 2024.

5.   Can Factor Momentum Beat Momentum Factor? Evidence from China. Finance Research Letters, 2024.

6.   Network Analysis of International Financial Markets Contagion Based on Volatility Indexes. Finance Research Letters, 2023.

7.   Dependence Structure and Risk Spillover Among Nonferrous Metal Futures: A Vine Copula Approach. Applied Economics Letters, 2023. 

8.   Systemic Risk of Commodity Markets: A Dynamic Factor Copula Approach. International Review of Financial Analysis, 2022.

9.   Network Analysis of Risk Transmission Among Energy Futures: An Industrial Chain Perspective. Energy Economics, 2022. 

10. Pricing Commodity Futures and Determining Risk Premia in a Three Factor Model with Stochastic Volatility: The Case of Brent Crude Oil. Annals of Operations Research, 2022.

11. The Effects of Macro News on Exchange Rates Volatilities: Evidence from BRICS Countries. Emerging Markets Finance and Trade, 2020.

12. Financialization of Agricultural Commodities: Evidence from China. Economic Modelling, 2020.

13. Determinants of Corporate Default Risk in China: The Role of Financial Constraints. Economic Modelling, 2020.

14. On the Market Consistent Valuation of Fish Farms: Using the Real Option Approach and Salmon Futures. American Journal of Agricultural Economics, 2017. 

15. An Analysis of the Fish Pool Market in the Context of Seasonality and Stochastic Convenience Yield. Marine Resource Economics, 2017. 

16. The Market for Salmon Futures: An Empirical Analysis of Fish Pool Using the Schwartz Multifactor Model. Quantitative Finance, 2016.

17. 基于三因子模型的沪铜期货定价研究. 系统管理学报, 2021.

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。