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贺志芳

系别:金融系

职称:副教授

联系方式:hezfang@126.com

科学研究:期刊论文(按时间倒序排列):
[20] Xiao J, Wen F, He Z. Impact of geopolitical risks on investor attention and speculation in the oil market: Evidence from nonlinear and time-varying analysis. Energy, 2023, 267: 126564. (SCI, JCR一区)
[19] He Z. Asymmetric impacts of individual investor sentiment on the time-varying risk-return relation in stock market. International Review of Economics & Finance, 2022, 78, 177-194. (SSCI, ABS二星)
[18] He Z, Chen J, Zhou F, Zhang G, Wen F. Oil price uncertainty and the risk‐return relation in stock markets: Evidence from oil-importing and oil-exporting countries. International Journal of Finance & Economics, 2022, 27(1): 1154-1172. (SSCI, ABS三星)
[17] He Z, Zheng J. Impacts of economic policy uncertainty on the time-varying risk–return relationship: evidence from G7 countries. Applied Economics Letters, 2022: 1-5. (SSCI, ABS一星)
[16] He Z. Dynamic impacts of crude oil price on Chinese investor sentiment: Nonlinear causality and time-varying effect. International Review of Economics & Finance, 2020, 66, 131-153. (SSCI, ABS二星)
[15] He Z, He L, Wen F. Risk compensation and market returns: The role of investor sentiment in the stock market. Emerging Markets Finance and Trade, 2019, 55(3): 704-718. (SSCI, ESI高被引, ABS二星)
[14] He Z., Zhou F, Xia X, Wen F, Huang. Interaction between Oil Price and Investor Sentiment: Nonlinear Causality, Time-Varying Influence, and Asymmetric Effect. Emerging Markets Finance and Trade, 2019,55(12), 2756-2773. (SSCI, ABS二星)
[13] 王宗润, 谢楠, 贺志芳. 基于GARCH-V模型的处置效应研究.控制与决策, 2019, 34(09): 1955-1963. (CSCD)
[12] He Z, Zhou F. Time-varying and asymmetric effects of the oil-specific demand shock on investor sentiment. PloS one, 2018,13(8), e0200734. (SSCI/SCI)
[11] 贺志芳, 周方召. 投资者风险偏好的动态特征——来自国际股票市场的实证证据.系统科学与数学, 2018, 38(03):348-363.(CSCD)
[10] He Z, Huang C, Gong X, Yang X, Wen F. Do Trading Volume and Downside Trading Volume Help Forecast the Downside Risk? EURASIA Journal of Mathematics, Science and Technology Education, 2017, 13 (12):8367-8382. (SSCI)
[9] 贺志芳, 文凤华, 黄创霞, 杨晓光, 郑石明. 投资者情绪与时变风险补偿系数, 管理科学学报, 2017, 20 (12): 29-38. (CSSCI,国自科基金委管理学A刊)
[8] 贺志芳, 杨鑫, 龚旭, 文凤华. 股指期货市场波动率的预测研究. 系统科学与数学, 2016, 36(8):1160-1174. (CSCD)
[7] Gong X, Wen F, He Z, Yang J, Yang X, Pan B. Study on Investor Sentiment Affected by Extreme Income and Extreme Volatility. Filomat, 2016, 30(15): 3949-3961. (SCI)
[6] Wen F, He Z, Dai Z, Yang X. Characteristics of Investors’ Risk Preference for Stock Markets. Economic Computation and Economic Cybernetics Studies and Research, 2014, 3(48):235-254. (SSCI)
[5] Wen F, He Z, Gong X, Liu A. Investors’ Risk Preference Characteristics Based on different Reference Point. Discrete Dynamics in Nature and Society, 2014, 2014:1-9. (SCI)
[4] Gong X, He Z, Li P, Zhu N. Forecasting Return Volatility of the CSI 300 Index Using the Stochastic Volatility Model with Continuous Volatility and Jumps. Discrete Dynamics in Nature and Society, 2014, 2014:1-10. (SCI)
[3] Wen F, Xiao J, He Z. Stock Price Prediction Based on SSA and SVM, Procedia Computer Science, 2014, 31:625-631.
[2] Wen F, Tao M, He Z, Chen X. The Impact of Investors’ Risk Attitudes on Skewness of Return Distribution. Procedia Computer Science , 2013: 664-670.
[1] Wen F, He Z, Dai Z, Gong X. The Effect of Disposition Effect on Stock Price Volatility. International Conference on Business Intelligence and Financial Engineering, 2012, 8: 390-393. (EI)

主持或参与的科研项目:
[7] 国家社会科学后期资助项目(21FJYB003) :投资者风险偏好的动态特征及资产价格波动研究, 2021.10-2023.12,25万元,完成,主持
[6] 国家自然科学青年基金项目(71701081):投资者风险偏好的特征及作用机制研究, 2018.1-2020.12,19万元,完成,主持
[5] 江苏省教育厅高校哲学社会科学基金项目(2017SJB0816):金融市场中投资者风险偏好的特征研究,1万元,2018.1-2018.12,完成,主持
[4] 教育部人文社科青年基金项目(18YJC790029):退出不确定对风险投资影响的机制研究,2018.07-2021.06,8万元,完成,参与
[3] 教育部人文社科青年基金项目(17YJC790008):流动性视角下股价惯性研究——基于国家治理能力的现代化推进,2018.01-2020.12,8万元,完成,参与
[2] 国家自然科学基金面上项目(71371195):投资者情绪生成、传染机制及其对资产定价的影响研究,2014.01-2017.12,完成,参与
[1] 湖南省哲学社会科学基金重点项目(11ZDB11):房地产泡沫对我国金融脆弱性的影响研究,2011.01-2012.12,完成,参与

主讲课程:本科生课程:《风险管理》
研究生课程:《金融风险学》、《金融风险管理》

  • 教师简介
  • 科学研究
  • 主讲课程
  • 贺志芳,博士,副教授,硕士生导师。2016年11月毕业于中南大学商学院,获管理学博士学位;2015年8月至2016年8月,加拿大温莎大学联合培养博士;2017年2月入职哈昂哈昂不要大力点哈昂金融系。主要研究领域包括金融风险管理、金融计量、行为金融、能源金融等。在《管理科学学报》、《International Review of Economics and Finance》、《International Journal of Finance & Economics》和《Energy》等国内外学术期刊上发表论文20余篇,其中SSCI和SCI收录10余篇。目前主持国家自然科学青年基金项目、国家社科基金后期资助项目以及江苏省高校哲学社会科学基金项目,参与国家自然科学基金、教育部人文社科基金多项。荣获江南大学2020-2021年度“至善青年学者”,无锡市第十五届哲学社会科学优秀成果三等奖、无锡市第十届自然科学优秀论文三等奖、无锡市第十届自然科学优秀论文三等奖、湖南省自然科学奖二等奖等奖励。

    研究领域:

    金融风险管理、行为金融、金融计量、能源金融


  • 期刊论文(按时间倒序排列):
    [20] Xiao J, Wen F, He Z. Impact of geopolitical risks on investor attention and speculation in the oil market: Evidence from nonlinear and time-varying analysis. Energy, 2023, 267: 126564. (SCI, JCR一区)
    [19] He Z. Asymmetric impacts of individual investor sentiment on the time-varying risk-return relation in stock market. International Review of Economics & Finance, 2022, 78, 177-194. (SSCI, ABS二星)
    [18] He Z, Chen J, Zhou F, Zhang G, Wen F. Oil price uncertainty and the risk‐return relation in stock markets: Evidence from oil-importing and oil-exporting countries. International Journal of Finance & Economics, 2022, 27(1): 1154-1172. (SSCI, ABS三星)
    [17] He Z, Zheng J. Impacts of economic policy uncertainty on the time-varying risk–return relationship: evidence from G7 countries. Applied Economics Letters, 2022: 1-5. (SSCI, ABS一星)
    [16] He Z. Dynamic impacts of crude oil price on Chinese investor sentiment: Nonlinear causality and time-varying effect. International Review of Economics & Finance, 2020, 66, 131-153. (SSCI, ABS二星)
    [15] He Z, He L, Wen F. Risk compensation and market returns: The role of investor sentiment in the stock market. Emerging Markets Finance and Trade, 2019, 55(3): 704-718. (SSCI, ESI高被引, ABS二星)
    [14] He Z., Zhou F, Xia X, Wen F, Huang. Interaction between Oil Price and Investor Sentiment: Nonlinear Causality, Time-Varying Influence, and Asymmetric Effect. Emerging Markets Finance and Trade, 2019,55(12), 2756-2773. (SSCI, ABS二星)
    [13] 王宗润, 谢楠, 贺志芳. 基于GARCH-V模型的处置效应研究.控制与决策, 2019, 34(09): 1955-1963. (CSCD)
    [12] He Z, Zhou F. Time-varying and asymmetric effects of the oil-specific demand shock on investor sentiment. PloS one, 2018,13(8), e0200734. (SSCI/SCI)
    [11] 贺志芳, 周方召. 投资者风险偏好的动态特征——来自国际股票市场的实证证据.系统科学与数学, 2018, 38(03):348-363.(CSCD)
    [10] He Z, Huang C, Gong X, Yang X, Wen F. Do Trading Volume and Downside Trading Volume Help Forecast the Downside Risk? EURASIA Journal of Mathematics, Science and Technology Education, 2017, 13 (12):8367-8382. (SSCI)
    [9] 贺志芳, 文凤华, 黄创霞, 杨晓光, 郑石明. 投资者情绪与时变风险补偿系数, 管理科学学报, 2017, 20 (12): 29-38. (CSSCI,国自科基金委管理学A刊)
    [8] 贺志芳, 杨鑫, 龚旭, 文凤华. 股指期货市场波动率的预测研究. 系统科学与数学, 2016, 36(8):1160-1174. (CSCD)
    [7] Gong X, Wen F, He Z, Yang J, Yang X, Pan B. Study on Investor Sentiment Affected by Extreme Income and Extreme Volatility. Filomat, 2016, 30(15): 3949-3961. (SCI)
    [6] Wen F, He Z, Dai Z, Yang X. Characteristics of Investors’ Risk Preference for Stock Markets. Economic Computation and Economic Cybernetics Studies and Research, 2014, 3(48):235-254. (SSCI)
    [5] Wen F, He Z, Gong X, Liu A. Investors’ Risk Preference Characteristics Based on different Reference Point. Discrete Dynamics in Nature and Society, 2014, 2014:1-9. (SCI)
    [4] Gong X, He Z, Li P, Zhu N. Forecasting Return Volatility of the CSI 300 Index Using the Stochastic Volatility Model with Continuous Volatility and Jumps. Discrete Dynamics in Nature and Society, 2014, 2014:1-10. (SCI)
    [3] Wen F, Xiao J, He Z. Stock Price Prediction Based on SSA and SVM, Procedia Computer Science, 2014, 31:625-631.
    [2] Wen F, Tao M, He Z, Chen X. The Impact of Investors’ Risk Attitudes on Skewness of Return Distribution. Procedia Computer Science , 2013: 664-670.
    [1] Wen F, He Z, Dai Z, Gong X. The Effect of Disposition Effect on Stock Price Volatility. International Conference on Business Intelligence and Financial Engineering, 2012, 8: 390-393. (EI)

    主持或参与的科研项目:
    [7] 国家社会科学后期资助项目(21FJYB003) :投资者风险偏好的动态特征及资产价格波动研究, 2021.10-2023.12,25万元,完成,主持
    [6] 国家自然科学青年基金项目(71701081):投资者风险偏好的特征及作用机制研究, 2018.1-2020.12,19万元,完成,主持
    [5] 江苏省教育厅高校哲学社会科学基金项目(2017SJB0816):金融市场中投资者风险偏好的特征研究,1万元,2018.1-2018.12,完成,主持
    [4] 教育部人文社科青年基金项目(18YJC790029):退出不确定对风险投资影响的机制研究,2018.07-2021.06,8万元,完成,参与
    [3] 教育部人文社科青年基金项目(17YJC790008):流动性视角下股价惯性研究——基于国家治理能力的现代化推进,2018.01-2020.12,8万元,完成,参与
    [2] 国家自然科学基金面上项目(71371195):投资者情绪生成、传染机制及其对资产定价的影响研究,2014.01-2017.12,完成,参与
    [1] 湖南省哲学社会科学基金重点项目(11ZDB11):房地产泡沫对我国金融脆弱性的影响研究,2011.01-2012.12,完成,参与
  • 本科生课程:《风险管理》
    研究生课程:《金融风险学》、《金融风险管理》