梁超

教育背景:

2021年6月毕业于西南交通大学，获管理学博士学位。

社会活动及兼职：

担任国际SSCI期刊Research in International Business and Finance（JCR Q1, ABS2）和 Evaluation Review（JCR Q2）的副主编，担任金融预测团队执行负责人，担任20多本SSCI期刊审稿专家。

个人介绍：

一、工作经历:

2021年6月获西南交通大学经管学院管理学博士学位，留校工作。

二、科学研究：

（一）文献及获奖情况概述：

博士期间,获得“四川省2021年度优秀毕业生”, “博士研究生国家奖学金”等荣誉。在《管理科学学报》、《系统工程理论与实践》、《中国管理科学》、《Journal of Economic Behavior and Organization》、《Journal of International Financial Markets Institutions and Money》、《International Journal of Forecasting》、《Annals of Operations Research》、《International Review of Financial Analysis》、《Journal of Forecasting》、《Quantitative Finance》、《Energy Economics》、《IISE Transactions》、《Journal of Business Research》、《International Journal of Finance and Economics》、《Review of Quantitative Finance and Accounting》、《Technological Forecasting and Social Change》等期刊发表和录用学术论文60余篇。

(二）论文发表情况

[1] Liang C, Huynh L D T, Li Y. Market momentum amplifies market volatility risk: Evidence from China’s equity market[J]. Journal of International Financial Markets, Institutions and Money, 2023: 101856.

[2] Liang C, Umar M, Ma F, et al. Climate policy uncertainty and world renewable energy index volatility forecasting[J]. Technological Forecasting and Social Change, 2022, 182: 121810.

[3] Liang C, Hong Y, Huynh L D T, et al. Asymmetric dynamic risk transmission between financial stress and monetary policy uncertainty: thinking in the post-covid-19 world[J]. Review of Quantitative Finance and Accounting, 2023, 60(4): 1543-1567.

[4] Liang C, Luo Q, Li Y, et al. Global financial stress index and long-term volatility forecast for international stock markets[J]. Journal of International Financial Markets, Institutions and Money, 2023, 88: 101825.

[5] Liang C, Xia Z, Lai X, et al. Natural gas volatility prediction: Fresh evidence from extreme weather and extended GARCH-MIDAS-ES model[J]. Energy Economics, 2022, 116: 106437.

[6] Liang C, Li Y, Ma F, et al. Forecasting international equity market volatility: A new approach[J]. Journal of Forecasting, 2022, 41(7): 1433-1457.

[7] Liang C, Xu Y, Wang J, et al. Whether dimensionality reduction techniques can improve the ability of sentiment proxies to predict stock market returns[J]. International Review of Financial Analysis, 2022, 82: 102169.

[8] Liang C, Zhang Y, Li X, et al. Which predictor is more predictive for Bitcoin volatility? And why?[J]. International Journal of Finance & Economics, 2022, 27(2): 1947-1961.

[9] Liang C, Wei Y, Lei L, et al. Global equity market volatility forecasting: new evidence[J]. International Journal of Finance & Economics, 2022, 27(1): 594-609.

[10] 梁超,魏宇,马锋,李薇.投资者关注对中国黄金价格波动率的影响研究[J].系统工程理论与实践,2022,42(02):320-332.

[11] 梁超,魏宇,马锋,李霞飞.我国黄金期货价格波动率预测研究:来自模型缩减方法的新证据[J].中国管理科学,2022,30(04):30-41.

[12] Liang C, Li Y, Ma F, et al. Global equity market volatilities forecasting: a comparison of leverage effects, jumps, and overnight information[J]. International Review of Financial Analysis, 2021, 75: 101750.

[13] Liang C, Ma F, Li Z, et al. Which types of commodity price information are more useful for predicting US stock market volatility?[J]. Economic Modelling, 2020, 93: 642-650.

[14] Li X, Liang C*（通讯作者）, Ma F. Forecasting stock market volatility with a large number of predictors: New evidence from the MS-MIDAS-LASSO model[J]. Annals of Operations Research, 2022: 1-40.

[15] Li Y, Liang C*（通讯作者）, Huynh T L D. A new momentum measurement in the Chinese stock market[J]. Pacific-Basin Finance Journal, 2022, 73: 101759.

[16] Li X, Liang C*（通讯作者）, Chen Z, et al. Forecasting crude oil volatility with uncertainty indicators: New evidence[J]. Energy Economics, 2022, 108: 105936.

三、主持科研项目：

[1] 国家自然科学青年基金项目：多重外部冲击动态影响下金融市场波动建模及预测. 项目编号：72301224，主持。

[2] 四川省青年科学基金项目：不确定环境下的中国原油期货波动率预测及应用研究：基于机器学习方法和非对称混频模型. 项目编号：2023NSFSC1030，主持。

[3] 国家自然科学基金面上项目: 中国原油期货市场波动率建模、预测及其应用研究：基于时变机制转换和动态稀疏权重组合方法. 项目编号：72071162, 主研。

四、教学概况：

本科生课程：《行为金融学》，《行为经济学》，《金融学研究方法》