-
劉悦
(江蘇大學碩士研究生導師)
鎖定
劉悦,男,中共黨員,副教授,博士,碩士研究生導師。
- 中文名
- 劉悦
- 學位/學歷
- 博士
劉悦人物經歷
本科讀於江蘇大學,研究生讀於南京大學數學專業,博士畢業於新加坡南洋理工大學,金融數學專業。2015-2016年任職新加坡南洋理工大學副研究員,2016入職江蘇大學,2018年晉升副教授。
劉悦主講課程
會計研究方法,投資學
劉悦研究領域
碳資產管理
劉悦獲得榮譽
江蘇省雙創人才
劉悦獲獎情況
江蘇省教育教學與研究成果獎(研究類)二等獎
劉悦主要論著
(1) Liu Y, Nicolas P,An integration by parts formula in a Markovian regime switching model and application to sensitivity analysis. Stochastic Analysis and Applications. 2017, 35(5): 919-940.(SCI檢索)
(2) Liu Y, Nicolas P,A recursive algorithm for selling at the ultimate maximum in regime-switching models. Methodology and Computing in Applied Probability. 2018, 20(1): 369-384.(SCI檢索)
- Liu Y, Nicolas P,Selling at the ultimate maximum in a regime-switching model. International Journal of Theoretical and Applied Finance. 2017, 200(3): 1-27, 1750018.(ESCI檢索)
- 劉悦, 楊愛軍, 林金官, 基於機制轉換模型的碳排放權期權定價. 數理統計與管理. 2019, 38(2): 225-234.
- Liu Y, Yang, A J, Zhang J J and Yao J J,An optimal stopping problem of detecting entry points for trading modeled by geometric Brownian motion. Computational Economics.2020, 55(3): 827-843. (SSCI&SCI檢索)
- Liu Y, Yang A J, Lin J G and Yao J J, A new method of valuing American options based on Brownian Models. Communications in Statistics- Theory and Methods. 2020, 50: 4809-4821(SCI檢索).
- Liu Y, Sun H P, Zhang J J, Farhad T H, Detection of volatility regime-switching for crude oil price modeling and forecasting. Resources Policy. 2020, 69:101669(SSCI檢索).
- Liu Y, Xie Z Y, Yao J J,Li K D, Volatility analysis of regime-switching models. Probability in the Engineering and Informational Sciences, (SCI檢索), 2021, 35(4): 928-941.
- Liu Y, Shi Z Y, Tang Y, Yao J J, Zhu X C, An improvement of markovian integration by parts formula and application to sensitivity computation. Probability in the Engineering and Informational Sciences, (SCI檢索), 2021.01, 1-21.
- Liu Y, Tian L X, Tang Y, Xie Z Y, Zhen Z L, Sun H P, Option to survive or surrender: carbon asset management and optimization in thermal power enterprises from China. Journal of Cleaner Production, 2021, 314(10): 128006. (SCI檢索)
- Liu Y, Zhang J J, Ding, X H, Zhang X L. Intervene in advance or passively? Analysis and application on congestion control of smart grid. Annals of Operations Research. 2021. https://doi.org/10.1007/s10479-021-04389-2. (SCI檢索)
- Liu Y, Tian L X, Sun H P, Zhang X L, Kong C M. Option pricing of carbon asset and its application in digital decision-making of carbon asset. Applied Energy. 2022, 310: 118375. (SCI檢索)
- Liu Y, Tian L X, Sun H P, Yuan L W, Zhang X L. Marginal return-ability measurement of carbon emission right and its application to unification route analysis of carbon markets. Journal of Cleaner Production. 2022, 345: 130684. (SCI檢索)
- Yang A J,Liu Y*,Xiang J and Yang H Q,Optimal buying at the global minimum in a regime switching model. Mathematical Social Sciences, 2016, 84: 50-55.(SSCI/SCI檢索)
- Xie Z Y, Liu Y*, Xu B, Xu, L, The long-term impact of household debts on household consumption in the context of high housing price in China. Psychiatria Danubina, 33: 343-345. 2021. (SSCI&SCI檢索)
- Zhang C C,Liu Y*,Yang A J, Yang H Q, Level hitting analysis of Brownian models applied for optimization of take-profit level setting for trading. ICIC Express Letters, 2016, 10(10): 2313-2318.(EI檢索)
- Gu Z, Liu Y*, Yang A J, Li K D, New method of sensitivity computation based on Markov models with its application for risk management. Journal of Mathematics, vol. 2022, Article ID 9510466, 13 pages, 2022. (SCI檢索)
- 張濟建,張歡,劉悦.異質性減排政策下碳資產質押融資演化博弈分析[J].中國環境管理,2021,13(6):70-80. (CSSCI,南大核心)【科研項目】
- 國家自然科學青年項目(72004082):基於碳排放權及其期權“雙權共軛”的企業碳資產運營風險規避機制研究, 2021-2023, 24萬,在研,主持。
- 江蘇省自然科學基金青年項目(BK20180852):帶機制轉換的最優停時問題的解法研究及其應用,2018-2021,20萬,已結題,主持。
- 江蘇省雙創人才計劃,2018.01-2020.12,15萬,2018-2021,已結題,主持。
- 中國博士後科學基金第62批面上資助(2017M621637):機制轉換模型下碳排放權市場形態節點刻畫及期權定價,2017-2019,5萬,已結題,主持。
- 中國博士後科學基金第71批面上資助:基於碳衍生品組合及其隨機最優停時決策的企業碳資產避險研究,2023-2024,5萬,2022.06獲批,主持。
- 江蘇省高校哲社項目(2020SJA2052): 基於企業碳資產組合的運營風險避險機制研究,2021.01-2022.12,1萬,在研,主持。
- 參考資料
-
- 1. 劉悦 .江蘇大學MPAcc[引用日期2024-01-22]