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[Name] Huiming Zhu |
[Gender] Male |
[Title] Professor |
[Address] No.11 South of Lushan Road Changsha City |
[Phone] 13517311705 |
[Date of Birth] Aug.22,1966 |
[Nationality] Chinese |
[E-mail] zhuhuiming@hnu.edu.cn |
[Professional Experience Years] 2003-Until Now |
Academic Interests |
Financial engineering and risk management, management statistics and econometrics |
Education Background |
Degree |
University |
Time |
PhD |
Nanjing University of Science & Technology |
2003 |
Master |
Nanjing University of Science & Technology |
1993 |
Bachelor |
Nanjing University of Science & Technology |
1987 |
Working Experiences |
Employer |
Time |
Business School of Hunan University |
2007.05-Until Now |
School of Statistics, Hunan University |
2003.05-2007.04 |
Institute of Statistics, Hubei Bureau of Statistics |
1993.03-2001.01 |
Visiting Experiences |
University |
Time |
Brunel University |
2007.10-2008.09 |
Projects |
Projects Name |
Time |
Study on the information spillover effect between stocks and corporate bonds under the economic background of the new era(Participate) |
2019-2022 |
National Natural Science Fund project " Financial risk Measurement Theory and application research based on Bayesian extreme number regression" (Responsible) |
2017-2020 |
Financial risk measurement and early warning under the environment of big data (Participate) |
2017-2019 |
National Natural Science Fund Innovation Research Group “Financial innovation and risk management, key researchers" (Participate) |
2016-2018 |
Research on total factor productivity of tourism industry in China under resource and environment constraints（Postdoctoral Foundation Project）(Participate) |
2016 |
Social Science Fund Project “Research on Bayesian panel data-bit regression model and its application " |
2015-2018 |
" Research on the development strategy of modern industrial finance in Hunan Province" |
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Key projects of National Natural Science Fund "High dimensional, non-linear, non-stationary and timely change financial data modeling and application, major researchers"(Participate) |
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Awards and Honors |
Awards |
Time |
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Academic Memberships |
Name of the Academic Organization |
Time |
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Social Service |
Name of the Social Organization |
Time |
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International Conference |
Conference Name |
Topic of Presentation |
Time |
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Publications： |
Journal |
Article title |
Year, Issue, Page |
Energy Economics |
Asymmetric effects of oil prices and exchange rates on China's industrial prices |
2020 |
Applied Economics |
Does economic policy uncertainty matter for commodity market in China? Evidence from quantile regression |
2020 |
Applied Economics |
The effects of economic policy uncertainty on China’s Economy: Evidence from time-varying parameter FAVAR |
2020 |
Science of the Total Environment |
The heterogeneous effect of driving factors on carbon emission intensity in the Chinese transport sector: Evidence from dynamic panel quantile regression |
2020 |
Environmental Science and Pollution Research |
The direct and indirect effects of democracy on carbon dioxide emissions in BRICS countries: Evidence from panel quantile regression |
2020 |
International Review of Financial Analysis |
Time-frequency co-movement of cryptocurrency return and volatility: Evidence from wavelet coherence analysis |
2020 |
The Theory and Practice of Finance and Economics |
Investors pay attention to the impact of the gold and silver futures market yield time - frequency quantile study |
2020 |
The North American Journal of Economics and Finance |
Dependent relationships between Chinese commodity markets and the international financial market_ Evidence from quantile time-frequency analysis |
2020 |
Energy Economics |
Asymmetric effects of oil prices and exchange rates on China’s industrial prices |
2019 |
The Theory and Practice of Finance and Economics |
Study on the asymmetric impact of crude oil price and economic policy uncertainty on commodity market |
2019,40(01),70-76 |
Journal Of Hunan University (Social Sciences) |
The quantile relationship between the impact of social responsibility and R&D investment on firm performance |
2019,33(05),47-55 |
Applied Economics |
Asymmetric spillover effects between the Shanghai and Hong Kong stock markets: Evidence from quantile lagged regression |
2017.9 |
Journal of Hunan University |
Research on liquidity premium in securities market based on fractional regression model |
2017.4 |
Economic mathematics |
Study on dynamic correlation of crude oil stock market based on extreme fractional regression model |
2017.4 |
Communications in Statistics - Theory and Methods |
Optimal financing and dividend policy with Markovian switching regimes |
2017.3 |
Sustainability |
The Asymmetric Effects of Oil Price Shocks on the Chinese Stock Market: Evidence from a Quantile Impulse Response Perspective |
2017.3 |
Economic Modelling |
Stock price synchronicity to oil shocks across quantiles: Evidence from Chinese oil firms |
2017.2 |
The Theory and Practice of Finance and Economics |
Research on the correlation between stock returns and trading volume based on extreme fractional regression |
2017 |
Journal of Mines, Metals and Fuels |
Economic development and eco-environment coordination degree evaluation and optimization of coal cities in China |
2016.12 |
Progress in Nuclear Energy |
Are shocks to nuclear energy consumption per capita permanent or temporary? A global perspective |
2016 |
SpringerPlus |
Heterogeneous effects of oil shocks on exchange rates: evidence from a quantile regression approach |
2016 |
Anziam Journal |
Optimal proportional reinsurance and investment problem with constraints on risk control in a general jump-diffusion financial market |
2016 |
Finance Research Letters |
Quantile behavior of cointegration between silver and gold prices |
2016 |
Economic Modelling |
The effects of FDI, economic growth and energy consumption on carbon emissions in ASEAN-5 Evidence from panel quantile regression |
2016 |
Energy Economics |
The heterogeneity dependence between crude oil price changes and industry stock market returns in China: Evidence from a quantile regression approach |
2016 |
The Theory and Practice of Finance and Economics |
Correlation between international crude oil price and stock market income based on copula function |
2016 |
Statistics & Decision |
Research on nonlinear cointegration energy demand based on Bayesian PSECM model |
2016 |
Journal of Hunan University (Social Sciences) |
The fluctuation of stock returns in real estate by institutional ownership--threshold-bit regression model based on data |
2016 |
Statistics & Decision |
Empirical test of herd effect in Asia-Pacific stock market |
2016 |
The Theory and Practice of Finance and Economics |
Research on stock market characteristics and mechanism transfer based on bayes mssv-st financial volatility model |
2015, 36(2): 40-45 |
Statistics & Decision |
Long memory characteristics of bayesian gold futures market based on Gibbs sampling |
2015, (11): 148-151 |
Chinese Journal of Management Science |
Kano quality factor classification dynamic prediction method based on GM (1,1) model |
2015, 23(9): 139-145 |
Chinese Journal of Management Science |
Study on asymmetric effects of oil - stock market based on bayesian mechanism transformation co-integration model |
2015, 23(9): 46-54 |
Insurance: Mathematics and Economics |
Optimal reinsurance and investment problem for an insurer with counterparty risk |
2015, 61: 242-254 |
World Development |
Democracy, Financial Openness, and Global Carbon Dioxide Emissions: Heterogeneity Across Existing Emission Levels |
2015, 66: 189-207 |
Journal of the Korean Statistical Society |
Robust variable selection in partially varying coefficient single-index model |
2015, 44(1): 45-57 |
Journal of Henan Normal University |
Study on the relationship between corporate strategic risk measurement and financial performance |
2014, (2): 81-83 |
Chinese Journal of Management Science |
The variable structure Copula model of credit risk correlation measurement under jumping - diffusion conditions |
2014, 22(3): 1-12 |
Applied Economics Letters |
A note on the long-run determinants of economic growth |
2014, 21(2): 99-102 |
The Scientific World Journal |
Health Care Expenditure and GDP in African Countries: Evidence from Semiparametric Estimation with Panel Data |
2014, (2): 171 -192 |
Journal of Applied Mathematics |
On the Expected Discounted Penalty Function for the Classical Risk Model with Potentially Delayed Claims and Random Incomes |
2014, (1): 1-12 |
Economic mathematics |
Study on bayesian nonlinear effect of non-precious metal futures market on silver futures market |
2014, (4): 1-7 |
Statistics & Decision |
Research on the relationship between stock returns and inflation volatility based on bayesian Markov transition model |
2014, (19): 8-13 |
Journal of Hunan University |
Study on the threshold effect of house price based on bayesian panel smooth transition model |
2014, 28(5): 66-73 |
Journal of Hunan University |
Study on bayesian fractional regression model based on Gibbs-DA algorithm |
2014, (9): 120-124 |
Soft Science |
Study on the influence of financial redundancy structure on enterprise performance under dynamic environment regulation -- taking China's manufacturing industry as an example |
2014, 28(8): 125-129 |
Statistical Research
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Bayesian hidden markov heterogeneous panel model and its application |
2014, 31(7): 97-104 |
Chinese Journal of Management Science |
Study on dynamic correlation between crude oil market and stock market based on bayes Wishart volatility model |
2014, 22(7): 1-9 |
Journal of Hunan University |
Regional capital liquidity study based on bayesian panel smooth transition model |
2014, 41(4): 113-117 |
The Theory and Practice of Finance and Economics |
Study on regional structure of China's export trade based on bayesian dynamic panel data model |
2014, 35(2): 109-115 |
Statistics & Decision |
Performance study of private listed enterprises based on bayesian panel data model |
2014, (7): 169-171 |
Journal of Statistical Planning and Inference |
Comment on Article by Spokoiny, Wang and Hardie |
2013, 143(7): 1140-1144 |
International Journal of Advancements in Computing Technology |
Bayesian Inference for Non-parametric Quantile Regression Using a Fourier Representation |
2013,5(2):632-641. |
Advance in Information Science and Service Science |
Relationship between strategic risk and return based on ordinal space: a panel data analysis on the Chinese textile industry |
2013, 5(7): 119-128. |
Journal of Statistical Planning and Inference |
Al-Hamzawi R. Comment on Article by Spokoiny, Wang and Hardle. |
2013, 143(7): 140-144. |
Statistical Research |
Bayesian threshold Cointegration Research based on nonlinear ECM model. |
2013，30(1)：96-104 |
Systems Engineering-theory & Practice |
Stateflow method for diagnosing abnormal quality of manufacturing process |
2013，33（3）：733-741 |
Journal of Hunan University (Natural Sciences) |
Bayesian probit based on-sampling algorithm. |
2013，40（2）：98-102 |
Statistics & Decision |
Research on strategic risk and income of textile industry based on dynamic reference set |
2013（5）: 41-44 |
International Review of Economics and Finance |
Modelling dynamic dependence between crude oil prices and Asia-Pacific stock market returns |
2013 |
Monograph and Textbook |
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