个人介绍
姓名 邓超 行政职务 副院长
系别 风险管理与保险系 职称 副教授
办公电话 E-mail dengchaohunan@163.com
  • 个人简介
  • 科研成果
  • 所获荣誉
  • 教授课程
  • 邓超,广东外语外贸大学云山青年学者,副教授,硕士生导师,湖南大学工商管理学院管理科学与工程专业博士毕业,新加坡国立大学量化金融中心访问学者,湖南省优秀博士毕业论文获得者。主持国家自然科学基金青年项目和面上项目2项,教育部人文社科基金青年项目1项,广东省自然科学基金项目2项,广州市基础与应用基础研究项目1项,广州市人文社科重点研究基地项目1项,广东外语外贸大学高层次科研人才培育项目1项,参与国家社科基金重点项目1项,国家自然科学基金面上项目3项,广东省自然科学基金重点项目1项。在European Journal of Operational Research、Insurance: Mathematics and Economics、International Journal of Finance and Economics和《财经研究》等国内外权威期刊接收或者发表论文20余篇, ESI高被引热点论文1篇。担任国家自然科学基金项目通讯评议专家,European Journal of Operational Research、Journal of International Financial Markets, Institutions & Money、系统工程理论与实践等十余个SSCI/SCI/CSSCI期刊审稿人。

    研究方向:金融机构与金融市场风险管理

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    (一)代表性论文:

    (1) Deng. C., Zeng. X., Zhu. H. Non-zero-sum stochastic differential reinsurance and investment games with default risk. European Journal of Operational Research, 2018, 264(3), 1144-1158. SSCI/SCI. (JCR一区  ABS 4星).

    (2) Deng. C. Su X, Wang .G, Peng.C.  The existence of flight-to-quality under extreme conditions: Evidence from a nonlinear perspective in Chinese stocks and bonds' sectors, Economic Modelling,  2022,  113,105895. SSCI. (JCR一区)

    (3) Zhu, H., Deng, C., Yue, S., Deng, Y. Optimal reinsurance and investment problem for an insurer with counterparty risk, Insurance: Mathematics and Economics,2015, 61:242-254. SCI/SSCI. (JCR二区 ABS 3星)

    (4) Su,X., Peng, C., Lv, Z., Deng. C.*  Do the Renminbi and Hong Kong dollar bubbles interact? International Journal of Finance and Economics, 2022, Doi.org/10.1002/ijfe.2154. SSCI. (JCR二区 ABS 3星)

    (5) Deng. C, Bian, W, Wu, B., Optimal reinsurance and investment problem with default risk and bounded memory, International Journal of Control, 2020, 93(12):2982-2994. SSCI/SCI.(JCR二区 )

    (6) Deng. C, Yao, H, Chen Y, Optimal investment and risk control problem with delay for an insurer in defaultable market, Journal of Industrial and Management Optimization, 2020, 16(5): 2563-2579. SSCI/SCI. (JCR 三区)

    (7) Deng, C., Zhou X, Peng.C, Zhu H,. Going green: Insight from asymmetric risk spillover between investor attention and pro-environmental investment. Finance Research Letters, 2022, 47,102565. SSCI. (JCR一区)

    (8)  Deng. C,Liang C, Hong Y., Jang Y. CCTV News’ Asymmetric Impact on the Chinese Stock Market during COVID-19: A Combination Analysis Based on the SVAR and NARDL Models. Emerging Markets Finance and Trade. 2023, https://doi.org/10.1080/1540496X.2022.2123219 . SSCI (JCR一区)

    (9) Yue, S., Ma, C., Zhao, X., Deng. C.* Pricing power exchange options with default risk, stochasticvolatility and stochastic interest rate. Communications in Statistics-Theory and Methods. 2023, 52(2),  1431-1456. SSCI/SCI. (JCR四区)

    (10) 邓超,吴志平,李诗雨,姚海祥. 人民币原油期货是否具有国际影响力? ———基于东南亚金融市场的实证研究,财经理论与实践, 2023,CSSCI. 接收

  • 1. 湖南省优秀博士学位论文奖

    2. 校级科研业绩二等奖(2018-2021)

    3. 优秀研究生导师

    4. 优秀本科生班级导师

    5. 优秀本科生毕业论文指导老师

    6. 大学生创新创业国家级项目指导老师

  • 开设课程情况:

    金融风险管理、金融工程、金融经济学、非寿险精算等

     

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