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Name: Zhang Guofu

Professional Title: Professor

Email:zhangguofudufe@163.com

Education: PH.D.

Research Interests: Energy Finance, Financial Risk Management

Academic & Social Service:

(1) Council Member of Tianjin Society of Quantitative Economics

(2) Council Member of Tianjin Society of Environmental Social Governance

Teaching: Financial Risk Management; Mathematical Finance; Commercial Banking Operations and Management; Managerial Economics; Financial Economics

Research Projects:

(1) Tianjin Philosophy and Social Science Planning Project, Copula Fusion Mechanism Analysis of Panel Data and Its Application in Finance (TJYY13-047).

(2) Tianjin Philosophy and Social Science Planning Project, Pressure Testing Research on Financial Innovation in Tianjin Free Trade Zone under the "Belt and Road" Initiative (TJYY16-018).

(3) Measurement of Tax Loss in Three Industries Including Hebei Ferrous Metal Mining and Dressing Industry—An Empirical Study Based on Micro Data and DEA Methods, Hebei State Taxation Bureau.

(4) Research and Implementation of Mathematical Models for Energy Consumption Indicators, Beijing Guanxintong Technology Co., Ltd.

(5) Technical Services for Corporate Strategies to Cope with Oil Price Fluctuations, Wuxi Foti Technology Co., Ltd.

Key Publications:

(1) Analysis of the international propagation of contagion between oil and stock markets, Energy, 165 (2018), SCI Q1 Top.

(2) Co-movements among the stock prices of new energy, high-technology, and fossil fuel companies in China, Energy, 135 (2017), SCI Q1 Top.

(3) Dynamic connectedness of China's green bonds and asset classes, North American Journal of Economics and Finance, 2022, 63, 1-15. SSCI Q2.

(4) Distributional Predictability and Quantile Connectedness of New Energy, Steam Coal, and High-Tech in China, Sustainability, 2022, 14, 1-16. SSCI Q2.

(5) Multifractal analysis of Shanghai and Hong Kong stock markets before and after the connect program, Physica A, 503 (2018), SCI Q2.

(6) Research on Risk Spillover Between Green Bonds and Other Financial Markets—Based on TVP-VAR Frequency Domain Spillover Model, Journal of Jiangsu University (Social Science Edition), 2023, No. 2.

(7) Uncertainty Analysis of Parameter Estimation for RMB Exchange Rate Dependence Structure Based on R-Vine Copula, World Economy Studies, 2015, No. 12. CSSCI Journal.

(8) Nonlinear Dependence Analysis of Chinese and U.S. Stock and Bond Markets Based on Vine Copula-Bayesian Network, Systems Engineering, 2016, No. 7. CSSCI Journal.

(9) Systemic Risk Analysis of Shenzhen Stock Market Based on R-Vine Copula, Journal of Financial Economics Research, 2014, No. 3. CSSCI Journal.

(10) Dependence Structure of China’s Basket Currency Exchange Rates Based on Hybrid C-Vine Copula, Mathematics in Practice and Theory, 2014, No. 6. CSCD Journal.

(11) Regional Total Factor Productivity Convergence Under Human Capital Constraints—An Empirical Analysis Based on Nonlinear Time-Varying Single-Factor Model, Proceedings of the 8th China Management Annual Conference.

(12) Nonlinear Dependence Analysis of China’s Shanghai and Shenzhen Stock Markets Based on Structural Break Long-Memory Copula, Selected Paper for the 14th International Annual Conference on Financial System Engineering and Risk Management, August 2016, Harbin Institute of Technology.