张晗雨助理教授，英国雷丁大学金融博士邮箱: [email protected]://ideas.repec.org/f/pzh853.html  

教育背景2007.09-2011.07 中央财经大学，经济学本科（数理经济与数理金融）2011.09-2012.07 英国雷丁大学，金融硕士2012.09-2017.03 英国雷丁大学，金融博士 

研究兴趣市场微观结构，债券市场，金融波动性，电力市场

发表论文Zhang H., & A. Dufour. (2019).  Modeling Intraday Volatility in European Bond Markets: A Data Filtering Application. International Review of Financial Analysis. https://doi.org/10.1016/j.irfa.2019.02.002  

工作论文1. The Option to Delay a Solar Investment in New Jersey. with Julie Byrne, Martina Assereto 2. Combining GARCH Forecasts for Volatility with Alternative Weighting Schemes in Electricity Markets. with Julie Byrne, Martina Assereto. 3. Residential Electricity Peak Load Modelling of Irish Electricity Network. with Paula Carroll, Julie Byrne. 4. From a Quote-Driven to an Order-Driven Market: The Case of the EuroMTS Government Bond Trading Platform. with Alfonso Dufour5. Managing Portfolio Risk during Crisis Times: A Dynamic Conditional Correlation Perspective. with Alfonso Dufour  

工作经历2017.08-2019.07都柏林大学斯墨菲特商学院，博士后2018.09-2019.02 都柏林大学斯墨菲特商学院，兼职讲师2019.08至今 中央财经大学中国经济与管理研究院，助理教授  

教学金融经济学，高级计量经济学，随机过程  

参加会议2014: Young Finance Scholar’s Conference2015: Computational and Financial Econometrics Conference2016: FMA Europe, BAFA Annual Conference2017: Computational and Financial Econometrics Conference2018: Risk Symposium at the ESRI Ireland, 2nd International Conference on Energy, Finance and Economics  

获奖2012-2016 ICMA Centre博士奖学金 2014.08 GARP ARPM Bootcamp奖学金  

学术服务International Review of Financial Analysis, Plos One, North American Journal of Economics and Finance匿名审稿人