魏彦锋，男，出生于1984年7月，日本广岛大学经济学博士，加拿大阿尔伯塔大学访问学者，山西大学经济与管理学院副教授，硕士生导师，山西大学首批“文瀛青年学者”，主持国家自然科学基金1项，作为主要参与人参与国家自然科学基金2项，参与国家社会科学基金1项
研究领域：实证金融；时间序列分析；宏观经济；数字经济；机器学习
研究方向：金融市场与大宗商品市场之间的相互传导机制；各种经济金融冲击对宏观经济金融市场的影响机制；气候变化冲击对农业的影响机制；机器学习与宏观经济预测；时间序列谱分析；数字经济
本科生授课：计量经济学；金融计量学
研究生授课：数据分析与经济决策
【教育经历】
博士：广岛大学
硕士：西北农林科技大学
本科：中国海洋大学
学术论文
[1] Wei, Y.F., Qiu, F., An, H., Zhang, X.D., Li, C.H., Guo, X.Y., 2024. Exogenous oil supply shocks and global agricultural commodity prices: The role of biofuels, International Review of Economics and Finance, 92, 394-414. (SSCI)
[2] Wei, Y.F., Guo, X.Y., 2022, The impact of oil supply shocks on real economic activity: new evidence based on the proxy SVARs, Applied Economics, 54 (44), 5035-5049. (SSCI)
[3] Wei, Y.F., Zhang, L.G., Guo, X.Y., 2021, A theoretical and simulation analysis on the power of the frequency domain causality test, Statistics and Probability Letters, 170, 108970.(SCI)
[4] Wei, Y.F., Zhang, L.G., Li, Q.R., 2020, The source of real oil price fluctuations: a fresh view from the frequency domain, Applied Economics Letters, 27 (17), 1395-1399.(SSCI)
[5] Wei, Y.F., 2019, Oil price shocks, economic policy uncertainty and China's trade: a quantitative structural analysis, North American Journal of Economics and Finance, 48, 20-31.(SSCI)
[6] Wei, Y.F., 2019, The relationship between oil and non-oil commodity prices and China's PPI and CPI: an empirical analysis, Energy Sources, Part B: Economics, Planning, and Policy, 14 (4), 125-146.(SCI)
[7] Wei, Y.F., Guo, X.Y., 2017, Oil Price Shocks and China's Stock Market, Energy, 140, 185-197.(SCI)
[8] Wei, Y.F., Guo, X.Y., 2016, An Empirical Analysis of the Relationship between Oil Prices and the Chinese Macro-economy, Energy Economics, 56, 88-100. (SSCI)
[9] Wei, Y.F., 2015, The Informational Role of Commodity Prices in Formulating Monetary Policy: A Reexamination under the Frequency Domain, Empirical Economics, 49 (2), 537-549. (SSCI)
[10] Yamada, H., Wei, Y.F., 2014, Some Theoretical and Simulation Results on the Frequency Domain Causality Test, Econometric Reviews, 33 (8), 936-947.(SSCI;SCI)
[11] 魏彦锋，郭小英，2024，教育部人文社科研究项目“交叉学科” 立项趋势及申报建议, 计算机技术与教育学报, 12 (6), 19-23.
学术著作
[1] 魏彦锋, 2024. 频域因果关系检验理论与应用，科学技术文献出版社，专著.
主持和参与主要的科研项目
[1] 主持国家自然科学基金：非平稳时间序列的频域因果关系检验理论及其应用研究；时间：2019-2023；项目批准号：71963015
