郑延婷

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    郑延婷

   副教授

   zhengyanting@th.btbu.edu.cn

 个

best365英国体育在线金融系副教授、硕士研究生导师。北京大学数学科学学院金融数学硕、博士毕业,美国佐治亚理工学院学术访问学者,中华环保联合会ESG专业委员会委员,北京金融学会理事。在Insurance: Mathematics and Economics 、International Review of Financial Analysis、Communications in Statistics: Theory and Method、Journal of Systems Science and Complexity等国际期刊发表多篇学术论文,主持或参与国家级项目7项,出版学术专著2部。兼任北京市金融学会顾问专家、Journal of Systems Science and Complexity、Communications in Statistics: Theory and Method、系统工程理论与实践等期刊审稿人。

研究方向:金融风险传染分析、量化投资与可持续金融

主讲课程:《金融经济学》《投资学》《量化投资》《金融风险管理》《碳素养与碳沙盘经营模拟》

 学

主持课题:

[1] 国家级自然科学基金面上项目《双向开放提速背景下金融风险传染效应的识别及应用研究--基于相关性的结构分解模型》。2020-2023,在研。

[2] 国家自然科学基金青年项目《Copula逼近的理论研究及在相关风险建模的应用研究》。2013-2015,已结题。

[3] 北京市数字教育改革一般项目《数字技术赋能北京高校商科教育数字化转型模式探索与实践》。2023-2026,在研。

[4] 教育部产学合作协同育人项目《“双碳”引领金融科技实践课程体系涉及》。2022-2025,在研。

[5] 校级科研课题《组合风险管理中的相关性结构分析》。2011-2013,已结题。

学术论文:

[1] Yanting Zheng, Jingping Yang and Jianhua Huang. Approximation of bivariate copulas by patched bivariate Frchet copulas. Insurance Mathematics & Economics, 2011,48(2): 246-256.

[2] Yanting Zheng, Wei Cui. Optimal reinsurance with premium constraint under distortion risk measuresInsurance Mathematics & Economics, 2014,59(C): 109-120.

[3] Yanting Zheng, Wei Cui. Jingping Yang. Optimal reinsurance under distortion risk measures and expected value premium principle for reinsurerJournal of Systems Science and Complexity, 2015, 28(1): 122-143.

[4] Liang P, Xing W, Zheng Y. T. Empirical likelihood inference for Haezendonck-Goovaerts risk measure[J]. European Actuarial Journal, 2015, 5(2):1-19.

[5] Liao, X., Peng, L., Peng, Z. X., & Zheng, Y. T. Dynamic bivariate normal copula. Science China Mathematics, 2016, 59(5), 955-976.

[6] Yanting Zheng, Jingping Yang and Jianhua Huang. Shuffle of mins random variable approximations of bivariate copulas realization, Communications in Statistics-Theory and Methods, 2018,47(10): 2337-2350.

[7] Nudrat Fatima, Yanting Zheng and Ni Guohua. Globalization, institutional quality, economic growth and CO2 emission in OECD countries: An analysis with GMM and quantile regression. Frontiers in environmental science. 2022, DOI 10.3389/fenvs.2022.967050.

[8] Nudrat Fatima, Yanting Zheng* and Ni Guohua. Role of environmentally related technologies and revenue taxes in environmental degradation in OECD countries.Environmental Science and Pollution Research. Jun 2023.30(29): 73283-73298.

[9] Nudrat Fatima, Yanting Zheng* and Ni Guohua. Interrelationship among environmental policy stringency, financial globalization in OECD countries, and CO2 emission with the role of technological innovation and financial development. Environmental Science and Pollution Research. 2023.03. 30(12): 34085-34100.

[10] Yanting ZHENG, Xin LUAN, Xin Lua, Jiaming LIU. A new view of risk contagion by decomposition of dependence structure: empirical analysis of Sino-US stock markets. International Review of Financial Analysis. Volume 90, November 2023, 102920.

[11] Haoyang Zhu, Yanting Zheng, Yi Guo, Hongyang Wang. Reputation Effect of ESG Disclosure on Stock Liquidity. A Chinese Online Market Sample by Text Term Frequency Analvsis. 2023, Submitting to International Review of Economics and Finance.

[12] 郑延婷, 栾昕, 黄凤. 中美股票市场风险传染效应分析——基于相关性结构分解[J]. best365英国体育在线学报:社会科学版, 2022, 37(3):13.

[13] 赵峰, 纪雪宁, 郑延婷. “一带一路”跨国企业的风险对冲评价:基于337份海外投资企业调查数据的SEM模型分析[J]. 世界经济研究. 2018年第9期:106-119+137.

 荣

[1] 2012年度best365英国体育在线青年教师科研贡献奖;

[2] 2018年度best365英国体育在线优秀教师称号;

[3] 2020年度best365英国体育在线优秀研究生导师称号;

[4] 2020年度best365英国体育在线优秀课程思政三等奖;

[5] 2021年度best365英国体育在线教育教学成果一等奖;

[6] 指导2016级学生邱青山获得best365英国体育在线优秀毕业论文;

[7] 指导2019级学生黄凤获得best365英国体育在线优秀毕业论文;

[8] 指导2021级本科生周瑞琳获北京市本科生优秀毕业论文;

[9] 指导2022年“青创北京”挑战杯“首都大学生创业计划竞赛”青振京郊“专项赛道北京市银奖;

[10] 指导2022年第八届中国国际“互联网+”大学生创新创业大赛北京赛道红旅赛道三等奖。