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Email:94a594b14c977bf6f33a716065e40808105227f66e34f66077b9039d0261a19a70b7812dcfc492cb17d2fc8a3fa5a03482bb4f75972b87024b417a4f572ff982484a107d0d474475219e8f22b42744cfc087186eff2c02a38b87636b0f6ac80a6a27b4cb8da93dfce90d34a8ff5599ecdc6d3f3044f5bd5e2aeca162a9aa09cf

王新宇，博士、教授、博导。主要从事金融工程与风险管理、管理科学领域研究，目前主要研究兴趣是能源金融、绿色金融、混频数据建模、贝叶斯统计和分位数回归模型等。教育部管理科学与工程教学指导委员会委员、中国煤炭经济研究会副理事长。入选教育部新世纪优秀人才支持计划，主持完成多项国家自然科学基金项目，出版专著二部，发表SCI/SSCI/CSSCI等论文50余篇,获省部级奖励多项。

招生专业

    金融工程与风险管理专业博士

    金融学硕士

    统计学硕士

    数量经济学硕士

    工商管理硕士（MBA）

    资产评估

主要项目

[1]     国家自然科学基金项目( 70601032)：基于贝叶斯分位回归的证券市场风险测度模型与风险演化模式研究， 主持

[2]     国家自然科学基金项目（ 71071153）： 基于面板分位数回归模型的IPO发行效率、波动异质性研究， 主持

[3]     国家自然科学基金项目（71871215）：面向结构突变、区制转换和混频数据复杂波动特征的金融市场风险分位数测量模型与实证研究，  主持

[4]     国家社科基金重大项目（11&ZD163）：我国矿产资源跨期优化配置机制研究， 子课题负责人

[5]     教育部新世纪优秀人才支持计划项目（NCET-12-0955）：金融工程与能源经济， 主持

代表论文

[1]    Zhuqing Wang, Xinyu Wang, Qiuying Cheng, Song Shi,Heterogeneous impact of economic and political uncertainty on green bond volatility: Evidence from the MRS-GARCH-MIDAS-Skewed T model, International Review of Financial Analysis, 2024. 95, Part B,2024,103461.

[2]      En Zhou, Xinyu Wang. Dynamics of systemic risk in European gas and oil markets under the Russia–Ukraine conflict: A quantile regression neural network approach. Energy Reports,2023,9:3956-3966,

[3]      Xinyu Wang, Zikang Qi and Jianglu Huang. How do monetary shock, financial crisis, and quotation reform affect the long memory of exchange rate volatility? Evidence from major currencies. Economic Modelling, 2023,120, 106155.

[4]      Yan Li, Xinyu Wang. Game analysis of social capital violations and government regulation in public–private partnership risk sharing. Systems Engineering, 2023, Online, https://doi.org/10.1002/sys.21657.

[5]      Wang, Xinyu., & Ning, Cathy. A new Markov regime-switching count time series approach for forecasting initial public offering volumes and detecting issue cycles. Journal of Forecasting, 2022, 41(1): 118-133.

[6]      Zhuqing Wang, Xinyu Wang, Yan Xu, Qiuying Cheng. Are green IPOs priced differently? Evidence from China. Research in International Business and Finance, 2022, 61,101628, https://doi.org/10.1016/j.ribaf.2022.101628.

[7]      Xinyu Wang, Lele Zhang, Qiuying Cheng, Song Shi & Huawei Niu. What drives risk in China’s soybean futures market? Evidence from a flexible GARCH-MIDAS model, Journal of Applied Economics, 2022, 25:1, 454-475,

[8]      Tan, Yong Geng, Andrew Vivian, Xinyu Wang. Measuring risk spillovers between oil and clean energy stocks: Evidence from a systematic framework. Resources Policy, 2021, 74,102406,https://doi.org/10.1016/j.resourpol.2021.102406.

[9]      Xueping Tan, Kavita Sirichand, Andrew Vivian, Xinyu Wang. Forecasting European carbon returns using dimension reduction techniques: Commodity versus financial fundamentals. International Journal of Forecasting, 2021, https://doi.org/10.1016/j.ijforecast.2021.07.005.

[10]   Yan Xu, Xinyu Wang, Hening Liu, Quantile-based GARCH-MIDAS: Estimating value-at-risk using mixed-frequency information, Finance Research Letters,2021,101965, https://doi.org/10.1016/j.frl.2021.101965.

[11]   Xinyu Wang, Yi Luo, Zhuqing Wang, Yan Xu, Congxin Wu, The impact of economic policy uncertainty on volatility of China’s financial stocks: An empirical analysis, Finance Research Letters, 2021, 39, 101650, https://doi.org/10.1016/j.frl.2020.101650.

[12]   Kegui, Chen; Wang, Xinyu; Huang, Min; Ren, Liang Monitoring strategies of enterprise's emission reduction with asymmetric information. RAIRO Oper. Res. 55 (2021), suppl., S2455–S2470. 

[13]   Kegui, Chen; Wang, Xinyu; Min, Huang; Xuefeng, Song Price strategies and salesforce compensation design with overconfident sales agent. RAIRO Oper. Res. 54 (2020), no. 5, 1347–1368. 

[14]   Jin, Shijie, Wang, Xinyu, Wang, Zhuqing, Xu, Yan.  Bayesian piecewise stochastic frontier model to estimate initial public offering pricing efficiency under issuance policy reforms. Applied Stochastic Models Business and Industry.  2021; 37(3) : 545-559

[15]   Xueping Tan, Kavita Sirichand, Andrew Vivian, Xinyu Wang. How connected is the carbon market to energy and financial markets? A systematic analysis of spillovers and dynamics, Energy Economics, Volume 90, 2020, 104870.

[16]   Xueping Tan, Xinyu Wang, Syed Haider Ali Zaidi, What drives public willingness to participate in the voluntary personal carbon-trading scheme? A case study of Guangzhou Pilot, China, Ecological Economics, Volume 165,2019,106389, https://doi.org/10.1016/j.ecolecon.2019.106389.

[17]   Wang Xinyu*, Wang Yuandi, Wang Deqing, Liu Xiangling. Modeling short-term post-offering price-volume relationships using Bayesian change-point panel quantile regression, Applied Stochastic Models in Business and Industry(SCI), 2016, 32(2):259-272.

[18]   Haiyong Zhang, Xinyu Wang. The impact of structural adjustment on housing prices in China. Asian-Pacific Economic Literature (SSCI), 2018, doi: 10.1111/apel.12221.

[19]   Xueping Tan, Xinyu Wang. Dependence changes between the carbon price and its fundamentals: A quantile regression approach, Applied Energy(SCI),2017, 190:306-325.

[20]   Haiyong Zhang, Xinyu Wang. Combined asymmetric spatial weights matrix with application to housing prices. Journal of Applied Statistics(SCI), 2017,44(13): 2337-2353.

[21]   Xueping Tan , Xinyu Wang. The market performance of carbon trading in China: A theoretical framework of structure-conduct-performance. Journal of Cleaner Production (SCI), 2017,159:410–424.

[22]   Zhang Haiyong, Wang Xinyu. Effectiveness of Macro-regulation Policies on Housing Prices: A Spatial Quantile Regression Approach, Housing, Theory and Society(SSCI),2016, 33(1)：23-40

[23]   王新宇,邵哲,宋学锋,考虑美元指数冲击的CPAAVS-CAViaR油价风险预测.中国矿业大学学报,2016, (04):843-848.

[24]   王新宇,吴祝武,宋学锋,变点CAViaR市场风险测量模型及创业板应用. 中国矿业大学学报,2013, 42(3): 506-512.

[25]   王新宇, 蔡通. 我国IPO市场的周期性行为研究:1994-2010. 运筹与管理, 2012, 21(4):189-199.

[26]   王新宇,宋学锋,吴瑞明,基于AAVS-CAViaR模型的股市风险测量研究. 系统工程学报,2010, 25(03):326-333.

[27]   王新宇,宋学锋,基于贝叶斯分位数回归的市场风险测度模型与应用. 系统管理学报,2009, 18(01):40-48.

[28]   王新宇,宋学锋,间接TARCH-CAViaR模型及其MCMC参数估计与应用.系统工程理论与实践,2008,28(09):46-51.

[29]   王新宇,赵绍娟,基于分位数回归模型的沪深股市风险测量研究.中国矿业大学学报,2008,37(03):416-421.

[30]   Yan Li, Xinyu Wang. Risk assessment for public–private partnership projects: using a fuzzy analytic hierarchical process method and expert opinion in China. Journal of Risk Research(SSCI), http://dx.doi.org/10.1080/13669877.2016.1264451,  2016.12.20.

[31]   Yan Li, Xinyu Wang, Yahui Wang. Using Bargaining Game Theory for Risk Allocation of Public-Private Partnership Projects: Insights from Different Alternating Offer Sequences of Participants, Journal of Construction Engineering & Management(SCI),2017,143(3): 04016102-1-04016102-13.

[32]   Wang Yuandi, Pan Xin, Wang Xinyu, Chen, Jin,Ning, Lutao,Qin, Ying. Visualizing knowledge space: a case study of Chinese licensed technology, 2000-2012. Scientometrics(SSCI), 2014,98(3):1935-1954.

[33]   Ke-gui Chen, Xinyu Wang, Min Huang, Wai-Ki Ching. Compensation plan, joint pricing and production decisions with inventory-dependent salvage value, and asymmetric risk-averse sales agent, Journal of Industrial and Management Optimization(SCI). 2018, online: https://dx.doi.org/10.3934/jimo.2018013.

[34]   Kegui Chen, Xinyu Wang, Min Huang,Wai-Ki Ching. Salesforce contract design, joint pricing and production planning with asymmetric overconfidence sales agent, Journal of Industrial and Management Optimization(SCI), 2017, 13(2):873-899.

[35]   Hongliang Tu, Xinyu Wang. Complex dynamics and control of a dynamic R&D Bertrand triopoly game model with bounded rational rule. Nonlinear Dynamics(SCI), 2017, 88(1): 703-714.

[36]   Yi Chen, Xinyu Wang, Zhijie Sha, Shaomin Wu. Uncertainty analysis for multi-state weighted behaviours of rural area with carbon dioxide emission estimation. Applied Soft Computing, 2012,12(8):2631-2637.

[37]   王新宇,宋学锋. 拟合中国股票市场收益的统计分布,系统工程理论与实践, 2006, (12):40-46.

[38]   王新宇,宋学锋,吴瑞明. 基于模糊信息分配理论的短期股价涨跌模式识别,管理科学学报,2006, (02):61-68.

[39]   王新宇,宋学锋,吴瑞明. 中国证券市场的分形分析,管理科学学报,2004,(05):67-74.

[40]   张海永,王新宇. 基于时变非对称滞后权重的房价空间模型与实证研究,统计与信息论坛,2016,(01):11-17.

[41]   姚绍真,王新宇,王元地,宋学锋. 招股书净利润预测误差与初始收益率关系—1993-2009年我国A股IPO市场的证据,系统管理学报, 2012, (02):230-238.

[42]   王新宇,杨广,宋学锋.我国创业板IPO首日高频量价分位相关的变点分析.系统工程理论与实践,2013,33(07):1717-1722.

[43]   王新宇,张静,孙自愿.基于混合密度网络模型拟合收益统计分布与计算Expected Shortfall. 数理统计与管理,2007(01):137-142.

[44]   王新宇,吴瑞明.基于偏好DEA模型的中国纺织业效率评价.中国管理科学,2005(02):142-148.

[45]   王新宇,俞书伟.基于系统模糊优选模型的煤炭企业竞争优势评价.系统工程理论与实践,2002(06):126-130.

[46]   王新宇,魏晓平.具有多元经营主体的矿产资源开发动态决策研究(Ⅰ)—理论模型.预测,2002(02):63-65+28.

[47]   魏晓平,王新宇.具有多元经营主体的矿产资源开发动态决策研究(Ⅱ)—系统模拟. 预测,2002(03):72-75.

[48]   王新宇,魏晓平.基于社会福利最大化的资源开发动态决策模型.中国矿业大学学报,2002(01):68-71.

[49]   王新宇.基于DEA模型的城市百货零售企业经营效率评估.系统工程,2001(01):56-60.

[50]   王新宇,王洪欣.求DEA有效最速方向的一般方法.运筹与管理,2000(02):12-17.

[51]   王新宇,王洪欣.江苏省主要发电厂生产经营效率的评价研究.预测,2000(03):73-77+72.

[52]   周敏,王新宇.基于模糊优选和神经网络的企业财务危机预警.管理科学学报,2002(03):86-90.

 

著作

[1]     王新宇. 分位数回归理论及其在金融风险测量中的应用, 科学出版社,  2010.6.1.

[2]     王新宇. 金融市场风险的测度方法与实证研究, 经济管理出版社, 2008.10.1.

 

荣誉和奖励

[1]     教育部新世纪人才计划，教育部，2012年

[2]     江苏省青蓝工程优秀青年骨干教师，2007

[3]     江苏省333工程中青年学术带头人， 2011年,2016年

[4]     王新宇(独立).  金融市场风险的测度方法与实证研究(著作),江苏省政府,江苏省第十一届哲学社会科学优秀成果,省部级二等奖,2011.03.01

[5]     Wang Xinyu, Zhang Qiangyuan. Bayesian Analysis of CAViaR Model. The International Conference of Business Intelligence and Financial Engineering, 中国系统工程学会, 中国决策科学学会, 国际会议优秀论文一等奖, 2008.10.30.

[6]     王新宇. 金融市场风险的测度方法与实证研究, 江苏省优秀博士论文奖, 江苏省学位委员会, 2006.8.1.

[7]     王新宇. 中国证券市场的分形分析. 江苏省第九届哲学社会科学优秀成果三等奖（排名第一，2006）

 

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