姓名：罗德庆 | 性别：男 |  | |
职称：讲师 | |||
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| E-mail：luo_deqing@163.com |
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| 社会兼职：《Finance Research Letters》匿名审稿人、湖北省法学会法经济学研究会理事 |
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| 讲授课程：金融工程、金融工程实验、Python/R语言数据分析 | |||
| 研究方向：资产定价、连续时间金融、金融计量经济学 | |||
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2016-09 至 2021-01，上海财经大学，数量经济学，博士 2018-08至2019-09，美国北卡州立大学，数量经济学，国家留基委博士联培 | |||
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2022年度“武汉英才”计划青年优秀人才 | |||
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[1] Deqing Luo, Jingzhou Yan, Qianhui Yan. The Duality of ESG: Impact of Ratings and Disagreement on Stock Crash Risk in China[J], Finance Research Letters, 2023, 58:104479. （SSCI一区，IF 10.4） [2] Deqing Luo, Xun Shan, Jingzhou Yan, Qianhui Yan. Sustainable investment under ESG volatility and ambiguity[J], Economic Modelling, 2023, 128:106471. （SSCI一区，IF 4.7） [3] Jingzhou Yan, Congming Mu, Qianhui Yan, Deqing Luo. Robust leverage choice of hedge funds with rare disasters[J], Finance Research Letters, 2023, 54:103689. （SSCI一区，IF 10.4） [4] Deqing Luo, Xiaoping Wu, Jiawen Xu, Jingzhou Yan. Robust leverage decision under locked wealth and high-water mark contract[J]. Finance Research Letters, 2022, 46:102428. （SSCI一区，IF 9.848） [5] Jiawen Xu, Deqing Luo, Jingzhou Yan, Xiaoping Wu. Robust risk-taking under a sustainable constraint[J]. Operations Research Letters, 2022, 3: 246-253. （SCI，IF 1.151） [6] Deqing Luo, Tao Pang, Jiawen Xu. Forecasting U.S. yield curve using the dynamic Nelson–Siegel model with random level shift parameters[J]. Economic Modelling, 2021, 94:340-350. （SSCI一区，IF 3.875） [7] Xian Zhao, Deqing Luo. Simulation and parameter optimization for vibration control system of MLRS launcher. Applied Mechanics and Materials, 2014, 668:526-531. （EI） [8] 《Can uncertain time-varying risk of rare disasters explain aggregate stock market volatility and equity premium puzzle?》 with Xiaoping Wu, Jiawen Xu, Jingzhou Yan. [9] 《Peer influence on ESG performance: Evidence from China》with Jingzhou Yan, Qianhui Yan. [10] 《Forecasting macroeconomic variables using common factors with parameter instability》with Jiawen Xu. [11] 《Optimal Foreign Direct Investment Policy under Ambiguity》with Jingzhou Yan and Xiaobao Xia. [12] 《经济不确定性、宏观经济系统性风险与双支柱调控——基于连续时间宏观经济金融方法》与刘红忠、毛杰、颜镜洲合作. [13] 《ESG评级噪音对可持续投资决策的影响研究》与颜镜洲、李仲飞、邓国营合作.
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2023.06，2023 INTERNATIONAL CONFERENCE ON CLIMATE AND ENERGY FINANCE (ICEF 2023) 2023.05，第五届（2023）中国优选法统筹法与经济数学研究会量化金融与保险分会学术年会 | |||
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2022国家统计局一般项目，2022LY046，基于复杂动态网络的我国系统性金融风险统计监测与防范对策研究，2022-07 至 2024-07，参与
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