通讯地址

中国四川成都光华村街55号（610074）

职业经历

2022年至今 副研究员 西南财经大学 中国家庭金融调查与研究中心

2020年-2021年 讲师 西南财经大学 中国家庭金融调查与研究中心

教育经历

经济学博士 英国伯明翰大学

商科硕士（职业会计方向）澳大利亚昆士兰大学

管理学学士（注册会计师方向）西南财经大学

研究方向

系统性风险  金融市场  国际货币市场 大宗商品期货市场 资源环境经济学

编辑工作

期刊Journal of Climate Finance 客座主编， 主题：New Trends in Climate Finance under the Carbon Neutrality Target

期刊论文

[1] Wu, F. 2019. Sectoral contributions to systemic risk in the Chinese stock market. Finance Research Letters, 31, 386-390.

[2] Wu, F., Zhang, D.* & Zhang, Z. 2019. Connectedness and risk spillovers in China' stock market: A sectoral analysis. Economic Systems, 43, 100718.  

[3] Wu, F. 2020. Stock market integration in East and Southeast Asia: The role of global factors. International Review of Financial Analysis, 67, 101416.  

[4] Zhang, Z. & Wu, F.* 2020. Moral hazard, external governance and risk-taking: Evidence from Commercial banks in China. Finance Research Letters, 37, 101383.  

[5] Wu, F., Ji, Q., Zhao, W. & Zhang, D.* 2020. Dependency, centrality and dynamic networks for commodity futures prices. International Review of Economics and Finance, 67, 118-132. （ESI高被引论文）

[6] Zhang, D.*, Zhao, W., Wu, F. and Ji, Q. 2020. Financial integration in Asia: A systemic view on currency markets. Asian Economic Papers, 19, 41-58.

[7] Zhang, Z., Zhang, D., Wu, F. & Ji, Q.* 2021. Systemic risk in the Chinese financial system: a copula-based network approach. International Journal of Finance and Economics, 26, 2044–2063.

[8] Ma, Y.-R., Ji, Q., Wu, F.* & Pan, J. 2021. Financialization, idiosyncratic information and commodity co-movements. Energy Economics, 94, 105083.

[9] Wu, F., Zhang, D. & Ji, Q.* 2021. Systemic risk and financial contagion across top global energy companies. Energy Economics, 97, 105221.

[10] Wu, F., Zhang, Z., Zhang, D. & Ji, Q.* 2023. Identifying systemically important financial institutions in China: New evidence from a dynamic copula-CoVaR approach. Annals of Operations Research, 330, 119-153.

[11] Chen, Y., Zhang, D., Ji, Q. & Wu, F.* 2022. Climate risks and foreign direct investment in developing countries: The role of national governance. Sustainability Science, 17, 1723-1740.  

[12] Wang, T., Zhang, D., Ji, Q. & Wu, F.* 2022. Time-varying determinants of China’s liquefied natural gas import prices: A dynamic model averaging approach. Energy, 259, 125013.

[13] Zhai, P., Wu, F., Ji, Q. & Nguyen, D.K.* 2024. From fears to recession? Time-frequency risk contagion among stock and CDS markets during the COVID pandemic. International Journal of Finance and Economics, 29, 551-580.

[14] Wu, F., Xiao, X., Zhou, X., Zhang, D.* & Ji, Q. 2022. Complex risk contagions among large international energy firms: A multi-layer network analysis. Energy Economics, 114, 106271.

[15] Wang, T., Wu, F., Zhang, D.* & Ji, Q. 2023. Energy market reforms in China and the time-varying connectedness of domestic and international markets. Energy Economics, 117, 106495.

[16] Wu, F., Ji, Q., Ma, Y.-R. & Zhang, D.* 2023. Investor sentiments and extreme risk spillovers from oil to stock markets: evidence from Asian countries. Journal of the Asia Pacific Economy, forthcoming.

[17] Lei, L., Zhang, D.*, Ji, Q., Guo, K. & Wu, F. 2023. A text-based managerial climate attention index in China. Finance Research Letters, 55, 103911.

[18] Wang, T., Wu, F.*, Dickinson, D. & Zhao, W. 2024. Energy price bubbles and extreme price movements: Evidence from China's coal market. Energy Economics, 129, 107253.  

获批基金

· 项目负责人，“多重不确定性条件下的国际能源市场风险测度与机理分析”, 自然科学基金青年项目，2021年获批。

· 子课题负责人，“能源转型约束下的能源市场风险耦合与关联机制研究”，国家社科基金重大项目“多重风险因素叠加视角下我国能源安全问题研究”，2023年获批。