職稱：教授      

郵箱：pfdai@whut.edu.cn 

研究方向：金融風(fēng)險(xiǎn)管理、大數(shù)據(jù)金融、綠色金融、糧食安全等方向

個(gè)人簡(jiǎn)介：戴鵬飛，男，1990年12月生。2021年1月畢業(yè)于天津大學(xué)管理科學(xué)與工程（金融工程）專業(yè)，獲管理學(xué)博士學(xué)位。2021年1月至2023年12月在華東理工大學(xué)商學(xué)院從事博士后研究、任助理研究員。2023年12月起，任武漢理工大學(xué)管理學(xué)院教授。

主要學(xué)術(shù)兼職：

■ Journal of Asian Business and Economic Studies: Associate Editor (ESCI, ABDC B級(jí))

■ Chinese Finance Review International: 青年編委（FMS B級(jí), ESCI）

■ Data Science Management: 青年編委

■ 中國(guó)優(yōu)選法統(tǒng)籌法與經(jīng)濟(jì)數(shù)學(xué)研究會(huì)氣候金融研究分會(huì) 理事

■ 中國(guó)工業(yè)統(tǒng)計(jì)教學(xué)研究會(huì)金融科技與大數(shù)據(jù)技術(shù)分會(huì) 理事、副秘書長(zhǎng)

■ 管理科學(xué)與工程學(xué)會(huì)金融計(jì)量與風(fēng)險(xiǎn)管理 理事

■ 管理科學(xué)學(xué)報(bào)、中國(guó)管理科學(xué)、Regional Studies、The Financial Review、Journal of International Financial Markets, Institutions and Money、Financial Innovation、Climate Policy等國(guó)內(nèi)外期刊匿名審稿人

學(xué)術(shù)論文：

2024年

[1] Zhou W.-X., Dai Y.-S., Duong K. T., Dai P.-F. *, The impact of the Russia-Ukraine conflict on the extreme risk spillovers between agricultural futures and spots, Journal of Economic and Behavior Organization, 2024, 217: 91-111.

[2] Tedeschi M., Foglia M., Bouri E., Dai P.-F. *, 2024, How climate policy uncertainty affects financial market behavior: Evidence from Europe, Economics Letters, 234: 111443.

[3] 蔣志強(qiáng)，胡海燕，戴鵬飛*，王莉，周煒星. 基于事件流模型的糧食期貨市場(chǎng)極端風(fēng)險(xiǎn)測(cè)度計(jì)算研究. 中國(guó)管理科學(xué) (已錄用)

2023年

[1] Dai Y.-S., Dai P.-F., Zhou W.-X., 2023, Tail dependence structure and extreme risk spillover effects between the international agricultural futures and spot markets, Journal of International Financial Markets, Institutions and Money, 88: 108820.

[2] Dai X., Dai P.-F. *, Wang Q., Ouyang Z.-Y., 2023, The impact of energy-exporting countries’ EPUs on China's. energy futures investors: Risk preference, investment position, and investment horizon, Research in International Business and Finance, 64: 101806.

[3] Dai P.-F., Goodell J. W., Huynh T. L. D., Liu Z., Corbet S., Understanding the Transmission of Crash Risk. Between Cryptocurrency and Equity Markets, Financial Review, 2023, 58 (3): 539-573.

[4] 劉志峰，張子汸，戴鵬飛，劉文華.碳市場(chǎng)與股票市場(chǎng)間的崩盤風(fēng)險(xiǎn)溢出效應(yīng)研究：新冠疫情、投資者情緒與經(jīng)濟(jì)政策不確定性. 系統(tǒng)工程理論與實(shí)踐 (在線發(fā)表)

2022年

[1] Liu Z., Dai P.-F., Huynh T. L. D., Zhang T., Zhang G., 2022, Industries’ heterogeneous reactions amid. COVID-19 outbreak period: Evidence from Chinese stock market, Journal of International Financial Management & Accounting, forthcoming.

[2] Wang H., Nguyen D. K., Xiong X., Dai P.-F. *, 2022, Portfolio Choice under Loss Aversion and Diminishing. Sensitivity: A Theoretical Extension, Annals of Operations Research, forthcoming.

[3] Dai P.-F., Xiong X., Zhang J., Zhou W.-X., 2022, The role of global economic policy uncertainty in. predicting crude oil futures volatility: Evidence from a two-factor GARCH-MIDAS model. Resources Policy, 78: 102849.

[4] Dai P.-F., Xiong X., Huynh T. L. D., Wang J., 2022, The impact of economic policy uncertainties on the. volatility of European carbon market. Journal of Commodity Markets, 26: 100208.

[5] Wang H., Zhou L., Dai P-F. *, Xiong X., 2022, Moment conditions for fractional degree stochastic. dominance, Finance Research Letters, 49: 103241.

2021年

[1] Liu Z., Huynh T. L. D., Dai P.-F.*, 2021, The impact of COVID-19 on the stock market crash risk in China. Research in International Business and Finance, 57: 101419.

[2] Dai P.-F., Xiong X., Liu Z., Huynh T. L. D., 2021, Preventing crash in stock market: The role of economic. policy uncertainty during COVID-19. Financial Innovation, 7 (1): 1-15.

[3] Ye S., Dai P.-F. *, Nguyen H. T., Huynh N. Q. A., 2021, Is the cross-correlation of EU carbon market price. with policy uncertainty really being? A multiscale multifractal perspective. Journal of Environmental Management, 298: 113490.

[4] Zhao R., Dai P.-F. *, 2021, A Multifractal Cross-Correlation Analysis of Economic Policy Uncertainty: Evidence from China and US. Fluctuation and Noise Letters, 20 (5): 2150041.

2020年及以前

[1] Dai P.-F., Xiong X., Zhou W.-X., 2019, Visibility graph analysis of economy policy uncertainty indices. Physica A: Statistical Mechanics and its Applications, 531: 121748.

[2] Dai P.-F., Xiong X., Zhou W.-X., 2020, A global economic policy uncertainty index from principal. component analysis. Finance Research Letters, 40: 101686.

主持科研項(xiàng)目：

[1] 國(guó)家自然科學(xué)基金青年科學(xué)基金項(xiàng)目（No. 72201099），2023-2025。（在研）

[2] 中國(guó)博士后科學(xué)基金第16批特別資助項(xiàng)目（No. 2023T160217），2023-2024.（已結(jié)項(xiàng)）

[3] 中央高校基本科研業(yè)務(wù)費(fèi)人文社科科學(xué)探索研究基金項(xiàng)目（No. JKN02222206）， 2022-2023。 （已結(jié)項(xiàng)）

[4] 上海市“超級(jí)博士后”激計(jì)劃資助項(xiàng)目：（No. 2021098）2021-2022。 （已結(jié)項(xiàng)）

[5] 中國(guó)博士后科學(xué)基金第69批面上項(xiàng)目：（No. 2021M691015）2021-2022。 （已結(jié)項(xiàng)）

參與科研項(xiàng)目：

[1] 國(guó)家自然科學(xué)基金面上項(xiàng)目：基于復(fù)雜網(wǎng)絡(luò)的國(guó)際貿(mào)易規(guī)律、風(fēng)險(xiǎn)特征及精準(zhǔn)可控應(yīng)對(duì)策略研究（No. 72171083) , 2022-2025, 主持人：周煒星。（在研）

[2] 國(guó)家自然科學(xué)基金重點(diǎn)項(xiàng)目：基于大數(shù)據(jù)的金融創(chuàng)新及其風(fēng)險(xiǎn)分析理論 （No.71532009), 主持人：熊熊。（已結(jié)項(xiàng)）

[3] 國(guó)家自然科學(xué)基金重大項(xiàng)目：互聯(lián)網(wǎng)背景下金融市場(chǎng)微觀參與者行為規(guī)律及其風(fēng)險(xiǎn)效應(yīng)研究. （No. 71790594), 主持人：張維。（已結(jié)項(xiàng)）

人才獎(jiǎng)勵(lì)

2023年，入選武漢理工大學(xué)青年拔尖人才（第二層次）

2021年，入選上海市“超級(jí)博士后” 激勵(lì)計(jì)劃