价格波动与预期、资产市场与政策

教育背景:2015.9~2019.6 南安普顿大学   研究生(博士)毕业

工作经历:2024.1~至今 华中科技大学经济学院    副教授
2018.8~2023.12 华中科技大学经济学院    助理教授

学术兼职:2016.11~2018.1 南安普顿大学商学院    金融与经济学讲师（兼职）

Duan, K., Lan, F., Zhao, Y., Huang, Y*. 2023. Housing networks in urban China: A panel VAR model with Bayesian stochastic search. Cities.
Duan, K., Gao, Y.*, Mishra, T., Satchell, S. 2023. Efficiency Dynamics across Segmented Bitcoin Markets: Evidence from a Decomposition Strategy. Journal of International Financial Markets, Institutions & Money. p.101742.
Huang, Y., Duan, K.*, Urquhart, A. 2023. Time-varying Dependence between Bitcoin and Green Financial Assets: A Comparison between Pre- and Post-COVID-19 Periods. Journal of International Financial Markets, Institutions & Money.
Feng, H., Gao, D., Duan, K.*, Urquhart, A. 2023. Does Bitcoin affect decomposed oil shocks differently? Evidence from a quantile-based framework. International Review of Financial Analysis, p.101725..
Duan, K., Ren, X.*, Wen, F., Chen, J. 2023. Evolution of the information transmission between Chinese and international oil markets: A quantile-based framework. Journal of Commodity Markets.
Duan, K., Wang, R., Chen, S.*, Ge, L. 2023. Exploring the predictability of attention mechanism with LSTM: Evidence from EU carbon futures prices. Research in International Business and Finance.
Duan, K., Zhao, Y., Wang, Z., Chang, Y.* 2023. Asymmetric spillover from Bitcoin to green and traditional assets: A comparison with gold. International Review of Economics & Finance.
Duan, K. and Urquhart, A.*, 2023. The instability of stablecoins. Finance Research Letters, 52, p.103573..
Duan, X., Xiao, Y., Ren, X.*, Taghizadeh-Hesary, F. and Duan, K., 2023. Dynamic spillover between traditional energy markets and emerging green markets: Implications for sustainable development. Resources Policy, 82, p.103483..
Ren, X., Duan, K., Tao, L.*, Shi, Y., Yan, C. 2022. Carbon prices forecasting in quantiles. Energy Economics, 108, p.105862..

市场预期视角下的异质性家庭住房选择分异及其政策引导研究,2022-05-02-
市场效率强度视角下中国城市房地产调控政策的效应评估,
数字普惠金融对海洋经济的影响研究,
中国对外直接投资对“一带一路”国家绿色能源低碳转型的影响评估——基于能源行业的研究,