徐雅华
副教授，新西兰奥克兰理工大学金融学博士
邮箱：yahua.xu@cufe.edu.cn
办公室：学院南路校区学术会堂717
教育背景
2014.03-2017.07 奥克兰理工大学(新西兰) 金融系金融专业 博士
2009.10-2011.02 约克大学(英国) 数学系金融工程专业 硕士
2005.09-2009.07 中央财经大学 中国经济与管理研究院 经济学数学双学位
研究方向
资产定价（实证）， 衍生品，风险管理， 金融模型，量化分析，期权定价, 金融模型
工作经历
• 2018.01-2018.07 讲师 中南大学 商学院金融系
• 2018.08-2022.01 助理教授 中央财经大学 中国经济与管理研究院
• 2022.02-至今 副教授 中央财经大学 中国经济与管理研究院
发表论文
1. Higher Moment Risk Premiums for Crude Oil Market: A Downside and Upside Conditional Decomposition, Jose Da Fonseca and Yahua Xu,Energy Economics, 2017, 67, 410-422. (SSCI)
2. Variance and Skew Risk Premiums for the Volatility Market: The VIX Evidence, Jose Da Fonseca and Yahua Xu*,Journal of Futures Markets, 2019, 39(3), 302-321. (SSCI)
3. Downside Uncertainty Shocks of Oil and Gold Markets, Tai-yong Roh, Suk Joon Byun and Yahua Xu*, International Review of Economics and Finance, 2020, 66, 291-307. (SSCI)
4. Bad Volatility is not always Bad: Evidence from Commodity Markets, Ivan Indriawan，Donald Lien, Tai-yong Roh and Yahua Xu*, Applied Economics, 2020, 52(40), 4384-4402. (SSCI)
5. Global predictive power of upside and downside variances of the U.S. equity market, Yahua Xu, Xiao Jun and Liguo Zhang, Economic Modelling, 2020, 93, 605-619. (SSCI)
6. Intraday return predictability: Evidence from commodity ETFs and their related volatility indices, Yahua Xu, Elie Bouri, Tareq Saeed and Zhuzhu Wen, Resource Policy, 2020, 69, 101830. (SSCI)
7. Intraday Momentum: Evidence from the Crude Oil Market, Zhuzhu Wen, Xu Gong, Diandian Ma, and Yahua Xu*, Economic Modelling, forthcoming.
8. Volatility-of-volatility Risk in the Crude Oil market, Tai-yong Roh, Alireza Tourani-Rad, Yahua Xu* and Yang Zhao, Journal of Futures Markets, forthcoming.
匿名审稿人
Annals of Finance and Economics, Applied Economic Letter, Economic Modelling, Emerging Markets of Finance and Trade, Finance Research Letter,Journal of Futures Markets, North American Journal of Economics and Finance
