张伟平山东大学主页平台管理系统--中文主页

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个人信息

张伟平

教师姓名：张伟平
教师拼音名称：Zhang Weiping
电子邮箱：wpzhang0904@outlook.com
入职时间：2021-04-09
所在单位：经济学院
学历：博士研究生毕业
办公地点：山东大学洪家楼校区2号楼202办公室
性别：女
学位：经济学博士学位
在职信息：在职
毕业院校：东北大学

论文成果

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[1] 张伟平. 中国房地产企业间系统性风险溢出效应分析——基于尾部风险网络模型. 金融研究, 2022.
[2] 张伟平. 中国股市跨行业系统性风险空间溢出关联及风险预测分析. "中国管理科学", 2021.
[3] Zhang Weiping, Zhuang Xintian, Lu Yang, Wang Jian. Spatial linkage of volatility spillovers and its explanation across G20 stock markets: A network framework. International Review of Financial Analysis, 101454, 2020.
[4] Zhang Weiping, Zhuang Xintian, Wu Dongmei. Spatial Connectedness of Volatility Spillovers in G20 Stock Markets: Based on Block Models Analysis. Finance Research Letters, 34, 2020.
[5] Zhang Weiping, Zhuang Xintian, Wang Jian. Connectedness and systemic risk spillovers analysis of Chinese sectors based on tail risk network. North American Journal of Economics and Finance, 54, 2020.
[6] Zhang Weiping, Zhuang Xintian, Lu Yang. Spatial spillover effects and risk contagion around G20 stock markets based on volatility network. North American Journal of Economics and Finance, 51, 2020.
[7] Zhang Weiping, Zhuang Xintian, Li Yanshuang. Dynamic evolution process of financial impact path under the multidimensional spatial effect based on G20 financial network. Physica A, 532, 2019.
[8] Zhang Weiping, Zhuang Xintian, Li Yanshuang. Spatial spillover around G20 stock markets and impact on the return: a spatial econometrics approach. Applied Economics Letters, 21, 1811-1817, 2019.
[9] Zhang Weiping, Zhuang Xintian. The stability of China stock network and its mechanism. Physica A, 515, 748-761, 2019.
[10] 张伟平, 庄新田, 李延双. 股市网络拓扑结构与系统性风险贡献度——基于VaR风险网络模型. 管理工程学报, 34, 171-181, 2020.
[11] 张伟平, 庄新田，吴冬梅. 基于风险网络结构的资产分配策略研究. 运筹与管理, 2021.
[12] 张伟平, 庄新田. 我国股市网络稳定性及其宏观经济影响因素——基于三种网络拓扑结构、鲁棒性的实证研究. 运筹与管理, 29, 185-194, 2020.
[13] 张伟平, 庄新田, 李延双. 股指极端波动下中国股票市场网络拓扑结构. 东北大学学报(自然科学版), 39, 2018.

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