宫晓莉｜青岛大学｜学者主页

2026

气候风险影响下金融系统与实体经济间风险传染反馈效应研究

宫晓莉，王雪婷，熊熊

《管理世界》

2026

机构投资者信息网络与企业绿色低碳创新

宫晓莉，李雪，杨泽俊

《东方论坛-青岛大学学报(社会科学版)》

2026

Research on the risk contagion effect between climate policy uncertainty and industry climate transition risks

Xiao-Li Gong, Xiang-Zhen Zhou, Xueting Wang, Xiong Xiong

International Review of Economics & Finance

DOI

2026

Study of Risk Spillover Effects on Financial Institutions under Climate Risk Shocks

Xiao-Li Gong, Wei-Hong Wei, Xiong Xiong

Research In International Business and Finance

DOI

2026

Research on the Contagion of Systemic Financial Risk Under the Impact of Climate Risks—From the Perspective of Complex Networks and Machine Learning

Xiao-Li Gong, Xiao-Han Sun, Sergey Aleksandrovich Philin

Entropy

DOI

2025

加密货币与全球股市的尾部风险传染研究——基于复杂网络的视角

宫晓莉，贾凯文，熊熊

《中国管理科学》，Vol. 33, No. 9

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2025

媒体报道与股价同步性——基于机器学习和文本分析的证据

宫晓莉，张靖彤，原思雨

《东方论坛-青岛大学学报(社会科学版)》

2025

How major geopolitical events affect tail risk contagion in global crude oil markets —evidence from the Russia-Ukraine conflict

Xiao-Li Gong, Kai-Wen Jia, Xiong Xiong

International Review of Economics & Finance

DOI

2025

Research on sovereign credit and international banking industry tail risk contagion ----Perspective from double-layer complex network

Xiao-Li Gong, Wu Zhuo-Cheng, Xiong Xiong, Wei David Zhang

International Review of Economics & Finance

DOI

2025

Research on the cross-contagion between international stock markets and geopolitical risks: the two-layer network perspective

Xiao-Li Gong, Hao-Yang Ning, Xiong Xiong

Financial Innovation

DOI

2025

Tail Risk Connectedness of Crude Oil Based on Complex Network and PSO-LSSVM Algorithm

Xiao-Li Gong, Yong-Kang Feng, Xue-Liang Lv

Computational Economics

DOI

2025

Tail risk interconnectedness between cryptocurrency and clean energy markets under geopolitical conflicts

Xiao-Li Gong, Ye Li, Xiong Xiong

Physica A Statistical Mechanics and its Applications

DOI

2025

Liquidity constraints, real estate regulation, and local government debt risks

Xiao-Li Gong, Jinyan Lu, Xiong Xiong, Zhang We

Financial Innovation

DOI

2025

Institutional investor information network and corporate risk taking

Xiao-Li Gong, Ya-Li Dong, Xiong Xiong

Research In International Business and Finance

DOI

2025

Research on the Tail Risk Spillover Effect of Cryptocurrencies and Energy Market Based on Complex Network

Xiao-Li Gong, Xue-Ting Wang

Entropy

DOI

2024

媒体情绪与企业风险承担——基于机器学习和文本分析的证据

宫晓莉，徐小惠，熊熊

《系统工程理论与实践》，Vol. 44, No. 6

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2024

国际原油与股票市场风险联动效应分析

武卓成，姜翠峰，宫晓莉

《青岛大学学报(自然科学版)》

2024

Study of the governance effect of institutional investor information network on earnings management

Xiao-Li Gong, Yanping Dong, Xiong Xiong

Asia-Pacific Journal of Accounting & Economics

DOI

2023

经济政策不确定性与国际金融网络间的尾部风险传染研究

宫晓莉，刘建民，熊熊，张维

《中国管理科学》，Vol. 31, No. 7

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2023

Research on tail risk contagion in international energy markets—The quantile time-frequency volatility spillover perspective

Xiao-Li Gong, Zhao Min, Zhuo-Cheng Wu, Kai-Wen Jia, Xiong Xiong

Energy Economics

DOI

2023

Study on international energy market and geopolitical risk contagion based on complex network

Xiao-Li Gong, Yong-Kang Feng, Liu Jian-min, Xiong Xiong

Resources Policy

DOI

2023

Independent director network, agency costs and stock price crash risk

Xiao-Li Gong, Yiwei Li, Jinyan Lu, Yong-Kang Feng

Economic Research-Ekonomska Istraživanja

DOI

2023

Institutional investor information network, analyst forecasting and stock price crash risk

Xiao-Li Gong, Jia Liu

Research in International Business and Finance

DOI

2022

独立董事网络与股价同步性

宫晓莉，王智恒，熊熊

《系统工程理论与实践》，Vol. 42, No. 8

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2022

Research on stock volatility risk and investor sentiment contagion from the perspective of multi-layer dynamic network

Xiao-Li Gong, Jianmin Liu, Xiong Xiong, Wei David Zhang

International Review of Financial Analysis

DOI

2022

Higher-order dynamic effects of uncertainty risk under thick-tailed stochastic volatility

Xiao-Li Gong, Jinyan Lu, Xiong Xiong, Wei David Zhang

Financial Innovation

DOI

2021

中美贸易摩擦对中国沪深股市行业板块的影响

李延双，庄新田，王健，宫晓莉

《管理科学学报》，Vol. 24, No. 10

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2021

Institutional investor network, analyst public information and extreme risks

Xiao-Li Gong, Zhi-Qiang Du

Economic Research-Ekonomska Istraživanja

DOI

2021

The dynamic effects of international oil price shocks on economic fluctuation

Xiao-Li Gong, Liu Jian-min, Xiong Xiong, Zhang We

Resources Policy

DOI

2020

波动溢出网络视角的金融风险传染研究

宫晓莉，熊熊

《金融研究》，No. 5

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2020

我国金融机构系统性风险度量与外溢效应研究

宫晓莉，熊熊，张维

《管理世界》

2020

Research on China's financial systemic risk contagion under jump and heavy-tailed risk

Xiao-Li Gong, Xi-Hua Liu, Xiong Xiong, Zhang We

International Review of Financial Analysis

DOI

2020

Multi-objective portfolio optimization under tempered stable Lévy distribution with Copula dependence

Xiao-Li Gong, Xiong Xiong

Finance research letters

DOI

2020

Institutional Investor Information Sharing, Stock Market Extreme Risk, and Financial Systemic Risk

Xiao-Li Gong, Zhi-Qiang Du

Complexity

DOI

2020

Shadow banking, monetary policy and systemic risk

Xiao-Li Gong, Xiong Xiong, Wei Zhang

DOI

2020

Monetary Policy, Short-Term Loans Used as Long-term Investment by Corporation and Stock Price Crash Risk

Xiao-Li Gong

2019

基于修正的已实现阈值幂变差的股市跳跃波动行为研究

宫晓莉，熊熊

《运筹与管理》，Vol. 28, No. 5

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2019

Measuring tail risk with GAS time varying copula, fat tailed GARCH model and hedging for crude oil futures

Xiao-Li Gong, Xi-Hua Liu, Xiong Xiong

Pacific-Basin Finance Journal

DOI

2019

Financial systemic risk measurement based on causal network connectedness analysis

Xiao-Li Gong, Xi-Hua Liu, Xiong Xiong, Wei Zhang

International Review of Economics & Finance

DOI

2019

Non-Gaussian VARMA model with stochastic volatility and applications in stock market bubbles

Xiao-Li Gong, Xi-Hua Liu, Xiong Xiong, Zhuang Xin-tian

Chaos Solitons & Fractals

DOI

2019

Forecasting stock volatility process using improved least square support vector machine approach

Xiao-Li Gong, Xi-Hua Liu, Xiong Xiong, Zhuang Xin-tian

Soft Computing

DOI

2019

Chaotic analysis and adaptive synchronization for a class of fractional order financial system

Xiao-Li Gong, Xi-Huan Liu, Xiong Xiong

Physica A: Statistical Mechanics and its Applications

DOI

2018

广义双指数分布的跳跃扩散模型下股指期货波动研究

宫晓莉，熊熊，庄新田

《管理科学》，Vol. 31, No. 3

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2018

双指数跳跃扩散条件下上市公司违约风险分析

宫晓莉，庄新田

《系统工程学报》

DOI

2018

基于尖峰厚尾、有偏GARCH-copula模型的风险测度

宫晓莉，庄新田，刘喜华

《系统工程》

2018

Modeling volatility dynamics using non-Gaussian stochastic volatility model based on band matrix routine

Xiao-Li Gong, Xi-Hua Liu, Xiong Xiong, Zhuang Xin-tian

Chaos Solitons & Fractals

DOI

2017

Measuring financial risk and portfolio reversion with time changed tempered stable Levy processes

Xiaoli Gong, Xintian Zhuang

North American Journal Of Economics And Finance，Vol. 40

DOI

2017

基于改进PSO算法的调和稳定跳跃下随机波动模型期权定价与套期保值

宫晓莉，庄新田

《系统工程理论与实践》，Vol. 37, No. 11

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2017

调和稳定Lévy过程驱动的双重跳跃模型及期权应用

宫晓莉，庄新田

《系统管理学报》，Vol. 26, No. 6

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2017

基于Lévy跳跃过程、随机波动模型的期权定价与风险管理研究

宫晓莉

《东北大学》

2016

基于Lévy过程高阶矩波动模型的期权定价

宫晓莉，庄新田

《系统工程》

2016

混合GARCH模型下股票市场跳跃形态分析

宫晓莉，庄新田，张伟平

《东北大学学报(自然科学版)》

2013

The Cost Efficiency and Ownership Structure of Listed Banks Based on SFA

Xiao-Li Gong

2012

Transmission of Shocks in a Network of Inter-linked CCA Balance Sheets

Xiao-Li Gong

精选作品

期刊论文

气候风险影响下金融系统与实体经济间风险传染反馈效应研究

机构投资者信息网络与企业绿色低碳创新

Research on the risk contagion effect between climate policy uncertainty and industry climate transition risks

Study of Risk Spillover Effects on Financial Institutions under Climate Risk Shocks

Research on the Contagion of Systemic Financial Risk Under the Impact of Climate Risks—From the Perspective of Complex Networks and Machine Learning

加密货币与全球股市的尾部风险传染研究——基于复杂网络的视角

媒体报道与股价同步性——基于机器学习和文本分析的证据

How major geopolitical events affect tail risk contagion in global crude oil markets —evidence from the Russia-Ukraine conflict

Research on sovereign credit and international banking industry tail risk contagion ----Perspective from double-layer complex network

Research on the cross-contagion between international stock markets and geopolitical risks: the two-layer network perspective

Tail Risk Connectedness of Crude Oil Based on Complex Network and PSO-LSSVM Algorithm

Tail risk interconnectedness between cryptocurrency and clean energy markets under geopolitical conflicts

Liquidity constraints, real estate regulation, and local government debt risks

Institutional investor information network and corporate risk taking

Research on the Tail Risk Spillover Effect of Cryptocurrencies and Energy Market Based on Complex Network

媒体情绪与企业风险承担——基于机器学习和文本分析的证据

国际原油与股票市场风险联动效应分析

Study of the governance effect of institutional investor information network on earnings management

经济政策不确定性与国际金融网络间的尾部风险传染研究

Research on tail risk contagion in international energy markets—The quantile time-frequency volatility spillover perspective

Study on international energy market and geopolitical risk contagion based on complex network

Independent director network, agency costs and stock price crash risk

Institutional investor information network, analyst forecasting and stock price crash risk

独立董事网络与股价同步性

Research on stock volatility risk and investor sentiment contagion from the perspective of multi-layer dynamic network

Higher-order dynamic effects of uncertainty risk under thick-tailed stochastic volatility

中美贸易摩擦对中国沪深股市行业板块的影响

Institutional investor network, analyst public information and extreme risks

The dynamic effects of international oil price shocks on economic fluctuation

波动溢出网络视角的金融风险传染研究

我国金融机构系统性风险度量与外溢效应研究

Research on China's financial systemic risk contagion under jump and heavy-tailed risk

Multi-objective portfolio optimization under tempered stable Lévy distribution with Copula dependence

Institutional Investor Information Sharing, Stock Market Extreme Risk, and Financial Systemic Risk

Shadow banking, monetary policy and systemic risk

Monetary Policy, Short-Term Loans Used as Long-term Investment by Corporation and Stock Price Crash Risk

基于修正的已实现阈值幂变差的股市跳跃波动行为研究

Measuring tail risk with GAS time varying copula, fat tailed GARCH model and hedging for crude oil futures

Financial systemic risk measurement based on causal network connectedness analysis

Non-Gaussian VARMA model with stochastic volatility and applications in stock market bubbles

Forecasting stock volatility process using improved least square support vector machine approach

Chaotic analysis and adaptive synchronization for a class of fractional order financial system

广义双指数分布的跳跃扩散模型下股指期货波动研究

双指数跳跃扩散条件下上市公司违约风险分析

基于尖峰厚尾、有偏GARCH-copula模型的风险测度

Modeling volatility dynamics using non-Gaussian stochastic volatility model based on band matrix routine

Measuring financial risk and portfolio reversion with time changed tempered stable Levy processes

基于改进PSO算法的调和稳定跳跃下随机波动模型期权定价与套期保值

调和稳定Lévy过程驱动的双重跳跃模型及期权应用

基于Lévy跳跃过程、随机波动模型的期权定价与风险管理研究

基于Lévy过程高阶矩波动模型的期权定价

混合GARCH模型下股票市场跳跃形态分析

The Cost Efficiency and Ownership Structure of Listed Banks Based on SFA

Transmission of Shocks in a Network of Inter-linked CCA Balance Sheets

研究方向