王綱金，管理學博士(管理科學與工程)，工學碩士(計算機科學與技術)，理學學士(數學與套用數學)，現任湖南大學工商管理學院教授、博士生導師，學院發展規劃辦公室主任，入選“湖湘青年英才”支持計畫(人文社科類)、愛思唯爾2020、2021、2022、2023年“中國高被引學者”(管理科學與工程)、湖南省優青、湖南大學嶽麓學者，美國波士頓大學博士後。曾獲高等學校科學研究優秀成果獎(人文社會科學)三等獎、湖南省自然科學獎二等獎、湖南省高等教育教學成果獎二等獎、教育部博士研究生學術新人獎、湖南大學優秀教師、湖南大學科研標兵、湖南大學優秀黨員、“青年教工黨員示範崗”等榮譽稱號與獎項。主要從事金融科技與金融工程、金融風險管理、管理統計與經濟計量、複雜金融網路、系統性金融風險、數字貨幣及風險管理等領域研究。目前在《管理科學學報》《系統工程理論與實踐》《中國管理科學》與Quantitative Finance, International Review of Financial Analysis, Journal of International Financial Markets, Institutions & Money, Journal of Multinational Financial Management, International Review of Economics and Finance, Emerging Markets Review等國內外權威期刊上發表學術論文60餘篇，主持國家自科基金面上/青年項目3項、國家社科基金重大項目子課題1項、湖南省優青項目、“湖湘青年英才”支持計畫項目，並參與國家自然科學基金、省部級項目10餘項。
基本介紹
人物經歷,教育背景與工作經歷,研究領域,講授課程,學術成果,科研成果,主持項目,參與項目,
人物經歷
教育背景與工作經歷
2024.01~ 湖南大學工商管理學院 教授、博士生導師
2017.12~2023.12 湖南大學工商管理學院 副教授、博士生導師
2015.09~2017.08 美國波士頓大學 博士後
2015.01~2017.12 湖南大學工商管理學院 助理教授、碩士生導師
2011.09~2014.12 湖南大學 管理科學與工程 博士
研究領域
金融科技與金融工程、金融風險管理、管理統計與經濟計量、複雜金融網路、系統性金融風險、數字貨幣及風險管理
講授課程
本科生：《金融計量學》《時間序列分析》《固定收益證券》
研究生：《管理科學建模方法論》《數據模型與決策》
學術成果
- Gang-Jin Wang, Li Wan, Yusen Feng, Chi Xie, Gazi Salah Uddin, You Zhu*. Interconnected multilayer networks: Quantifying connectedness among global stock and foreign exchange markets. International Review of Financial Analysis, 2023, 86: 102518.
- Yusen Feng, Gang-Jin Wang*, You Zhu, Chi Xie. Systemic risk spillovers and the determinants in the stock markets of the Belt and Road countries. Emerging Markets Review, 2023, 55: 101020.
- Jue Gong, Gang-Jin Wang*, Yang Zhou, You Zhu, Chi Xie, Matteo Foglia. Spreading of cross-market volatility information: Evidence from multiplex network analysis of volatility spillovers. Journal of International Financial Markets, Institutions and Money, 2023, 83: 101733.
- 王綱金, 馬欣宇, 謝赤. 基於尾部風險溢出網路的全球外匯市場關聯性研究. 中國管理科學, 2023, Doi: 16381/j.cnki.issn1003-207x.2021.0389.
- Gang-Jin Wang, Lu Xiong, You Zhu, Chi Xie, Matteo Foglia. Multilayer network analysis of investor sentiment and stock returns. Research in International Business and Finance, 2022, 67: 101707.
- Matteo Foglia, Abdelhamid Addi, Gang-Jin Wang*, Eliana Angelini. Bearish vs Bullish risk network: a Eurozone financial system analysis. Journal of International Financial Markets, Institutions & Money, 2022, 77: 101522.
- Biyu Qian, Gang-Jin Wang*, Yusen Feng, Chi Xie. Partial cross-quantilogram networks: Measuring quantile connectedness of financial institutions. North American Journal of Economics and Finance, 2022, 60: 101645.
- Gang-Jin Wang*, Yusen Feng, Yufeng Xiao, You Zhu, Chi Xie. Connectedness and systemic risk of the banking industry along the Belt and Road. Journal of Management Science and Engineering, 2022, 7(2): 303-329.
- 王綱金，徐梓雙，謝赤. 中國金融機構關聯性與系統性風險貢獻研究——基於尾部風險溢出網路視角. 管理科學學報, 2022, 25(5): 109-126.
- 王綱金，吳昊鈺，謝赤. 基於多層關聯網路的投資組合最佳化研究. 系統工程理論與實踐, 2022, 42(4): 937-957.
- Gang-Jin Wang*, Chun-Long Zhu. BP-CVaR: A novel model of estimating CVaR with back propagation algorithm. Economics Letters, 2021, 209: 110125. (SSCI)
- Gang-Jin Wang*, Shuyue Yi, Chi Xie, H. Eugene Stanley. Multilayer information spillover networks: Measuring interconnectedness of financial institutions. Quantitative Finance, 2021, 21(7): 1163-1185. (SSCI)
- Gang-Jin Wang*, Yang-Yang Chen, Hui-Bin Si, Chi Xie*, Julien Chevallier. Multilayer information spillover networks analysis of China’s financial institutions based on variance decompositions. International Review of Economics & Finance, 2021, 73: 325-347. (SSCI)
- Yong Jiang, Gang-Jin Wang*, Chaoqun Ma, Xiaoguang Yang. Do credit conditions matter for the impact of oil price shocks on stock returns? Evidence from a structural threshold VAR model. International Review of Economics & Finance, 2021, 72: 1-15. (SSCI)
- Gang-Jin Wang*, Hui-Bin Si, Yang-Yang Chen, Chi Xie, Julien Chevallier. Time domain and frequency domain Granger causality networks: Application to China's financial institutions. Finance Research Letters, 2021, 39: 101662. (SSCI)
- Tiange Wen, Gang-Jin Wang*. Volatility connectedness in global foreign exchange markets. Journal of Multinational Financial Management, 2020, 54: 100617. (SSCI)
- Gang-Jin Wang*, Xin-yu Ma, Hao-yu Wu*. Are stablecoins truly diversifiers, hedges, or safe havens against traditional cryptocurrencies as their name suggests? Research in International Business and Finance, 2020, 54: 101225. (SSCI)
- Gang-Jin Wang*, Yanping Tang, Chi Xie*, Shou Chen. Is Bitcoin a safe haven or a hedging asset? Evidence from China. Journal of Management Science and Engineering (JMSE), 2019, 4(3): 173-188.
- Gang-Jin Wang*, Chi Xie, Danyan Wen, Longfeng Zhao*. When Bitcoin meets economic policy uncertainty (EPU): Measuring risk spillover effect from EPU to Bitcoin. Finance Research Letters, 2019, 31: 489-497. (SSCI)
- Gang-Jin Wang*, Chi Xie, Longfeng Zhao, Zhi-Qiang Jiang*. Volatility connectedness in the Chinese banking system: Do state-owned commercial banks contribute more?. Journal of International Financial Markets, Institutions & Money, 2018, 57: 205-230. (SSCI)
- Shuyue, Yi, Zishuang Xu, Gang-Jin Wang*. Volatility connectedness in the cryptocurrency market: Is Bitcoin a dominant cryptocurrency? International Review of Financial Analysis, 2018, 60: 98-114. (ESI熱點論文)
- Gang-Jin Wang*, Zhi-Qiang Jiang, Min Lin, Chi Xie*, H. Eugene Stanley. Interconnectedness and systemic risk of China's financial institutions. Emerging Markets Review, 2018, 35: 1-18. (Lead article) (ESI熱點與高被引論文)
- Gang-Jin Wang*, Chi Xie, H. Eugene Stanley. Correlation structure and evolution of world stock markets: Evidence from Pearson and partial correlation-based networks. Computational Economics, 2018, 51(3): 607-635. (ESI熱點與高被引論文)
- Min Lin, Gang-Jin Wang*, Chi Xie, H. Eugene Stanley. Cross-correlations and influence in world gold markets. Physica A, 2018, 490: 504-512. (SCI)
- Gang-Jin Wang, Chi Xie*, Shou Chen. Multiscale correlation networks analysis of the US stock market: A wavelet analysis. Journal of Economic Interaction and Coordination, 2017, 12(3): 561-594. (ESI熱點與高被引論文)
- Gang-Jin Wang*, Chi Xie, Min Lin, H. Eugene Stanley. Stock market contagion during the global financial crisis: A multiscale approach. Finance Research Letters, 2017, 22: 163-168.
- Gang-Jin Wang*, Chi Xie, Kaijian He, H. Eugene Stanley. Extreme risk spillover network: Application to financial institutions. Quantitative Finance, 2017, 17(9): 1417-1433. (ESI熱點與高被引論文)
- Gang-Jin Wang*, Chi Xie, Zhi-Qiang Jiang, H. Eugene Stanley. Extreme risk spillover effects in world gold markets and the global financial crisis. International Review of Economics and Finance, 2016, 46: 55-77.
- Gang-Jin Wang*, Chi Xie, Zhi-Qiang Jiang, H. Eugene Stanley. Who are the net senders and recipients of volatility spillovers in China's financial markets? Finance Research Letters, 2016, 18: 255-262.
- Gang-Jin Wang*, Chi Xie. Tail dependence structure of the foreign exchange market: A network view. Expert Systems with Applications, 2016, 46: 164-179.
- Gang-Jin Wang*, Chi Xie. Correlation structure and dynamics of international real estate securities markets: A network perspective. Physica A: Statistical Mechanics and its Applications, 2015, 424: 176-193.
- Gang-Jin Wang, Chi Xie*, Ling-Yun He, Shou Chen. Detrended minimum-variance hedge ratio: A new method for hedge ratio at different time scales. Physica A: Statistical Mechanics and its Applications, 2014, 405: 70-79.
- Gang-Jin Wang, Chi Xie*, Shou Chen, Jiao-Jiao Yang, Ming-Yan Yang. Random matrix theory analysis of cross-correlations in the US stock market: Evidence from Pearson's correlation coefficient and detrended cross-correlation coefficient. Physica A: Statistical Mechanics and its Applications, 2013, 392(17): 3715-3730.
- Gang-Jin Wang, Chi Xie*. Cross-correlations between the CSI 300 spot and futures markets. Nonlinear Dynamics, 2013, 73(3): 1687-1696.
- Gang-Jin Wang Chi Xie*, Yi-Jun Chen, Shou Chen. Statistical properties of the foreign exchange network at different time scales: Evidence from detrended cross-correlation coefficient and minimum spanning tree. Entropy, 2013, 15(5): 1643-1662.
- Gang-Jin Wang, Chi Xie*. Cross-correlations between Renminbi and four major currencies in the Renminbi currency basket. Physica A: Statistical Mechanics and its Applications, 2013, 392(6): 1418-1428.
- Gang-Jin Wang, Chi Xie*, Feng Han, Bo Sun. Similarity measure and topology evolution of foreign exchange markets using dynamic time warping method: Evidence from minimal spanning tree. Physica A: Statistical Mechanics and its Applications, 2012, 391(16): 4136-4146.
科研成果
主持項目
[1] 研究闡釋黨的十九屆五中全會精神國家社會科學基金重大項目：新興數位技術驅動下金融安全風險防控體系構建與能力建設研究(No. 21ZDA114), 子課題負責人，2021-2023.
[2] 國家自然科學基金面上項目：基於多層耦合網路與圖神經網路的金融風險傳染與預測研究(No. 72271087)，2023-2026.
[3] 國家自然科學基金面上項目：基於多層信息溢出網路的金融機構關聯性與系統性風險貢獻研究(No. 71871088)，2019-2022.
[4] 湖南省自然科學基金優秀青年項目：基於多層相關性網路的系統性金融風險測度、演化與預警研究(No. 21JJ20019)，2021-2023.
[5] “湖湘青年英才”支持計畫(人文社科創新類)，2020-2022.
[6] 國家自然科學基金青年項目：金融市場尾部相關性網路的建模及其演化與穩定性研究(No. 71501066)，2016-2018.
[7] 湖南省自然科學基金青年項目：金融市場間信息溢出網路的構建及其演化機制研究(No. 2017JJ3024)，2017-2019.
參與項目
[1] 國家自然科學基金面上項目：大數據環境下基於動態耦合網路的投資決策互動過程與證券市場穩定性研究(No. 71971079)，主持人：謝赤，2020-2023
[2] 國家自然科學基金面上項目：複雜金融網路動態演化行為與危機傳染及其控制研究(No. 71373072)，主持人：謝赤，2014-2017
[3] 國家自然科學基金面上項目：漸進開放市場中資產所有權的異質跨境整合效應及風險分散策略(No. 71573077)，主持人：賀紅波，2016-2019
[4] 高等學校博士學科點專項科研基金：藕合實體經濟的金融市場風險評估與協同監管研究(No. 20130161110031)，主持人：謝赤，2014-2016
