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魏彦峰
魏彦锋

魏彦峰

  • 职务职称：副教授
  • 电子邮箱：weiyanfeng@sxu.edu.cn
  • 导师类型：
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研究方向：金融市场与大宗商品市场之间的联系；各种经济金融冲击对宏观经济金融市场的影响；气候变化冲击对农业的影响；机器学习与宏观经济预测；时间序列谱分析

  • 个人简介
  • 论文及著作
  • 项目及获奖

  魏彦锋，男，出生于1984年7月，副教授，担任Energy Economics, North American Journal of Economics and Finance, International Review of Economics and Finance, Empirical Economics, Applied Economics, Economic Analysis and Policy, Energy, Energy Strategy Reviews和Physica A等多个SSCI和SCI期刊匿名审稿人，联系方式：weiyanfeng@sxu.edu.cn


研究领域：实证金融；时间序列分析；宏观经济学

研究方向：金融市场与大宗商品市场之间的联系；各种经济金融冲击对宏观经济金融市场的影响；气候变化冲击对农业的影响；机器学习与宏观经济预测；时间序列谱分析

本科生授课：计量经济学；金融计量学


【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


代表性论著

[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

[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)





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