- 基本资料
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姓名：张磊 职称：副教授 性别：男 政治面貌：中共党员 出生年月日：1997.08 学历：管理学博士 - 研究方向
- 资产定价、金融工程与风险管理、金融市场微观结构、金融科技
- 教育背景
2015.09—2019.07，海南师范大学信息与计算科学专业，获理学学士学位；
2019.09—2021.06，湖南大学金融学专业，获经济学硕士学位；
2021.09—2025.06，湖南大学管理科学与工程专业，获管理学博士学位
- 工作经历
2025.09 至今 东北财经大学金融科技学院，副教授
- 社会任职
International Review of Financial Analysis,International Journal of Finance & Economics等期刊匿名审稿人
电子邮箱：leizhang97@dufe.edu.cn
- 主讲课程
- 代表性学术成果
[1] Chen Yan, Zhang Lei*, & Bouri Elie (2024). Co-Bubble transmission across clean and dirty Cryptocurrencies: Network and portfolio analysis. Journal of International Money and Finance, 103108.
[2] Zhang Lei, Chen Yan, & Bouri Elie (2024). Co-Jump Dependency and Transmission across US Commodity Futures: A Network Analysis. Journal of Futures Markets.
[3] Chen Yan, Zhang Lei, Zhao Yulu, & Xu Bing. (2022). Implementation of penalized survival models in churn prediction of vehicle insurance. Journal of Business Research, 153, 162-171.
[4] Chen Yan, Zhang Lei, & Zhang Feipeng. (2024). Forecasting crude oil volatility and stock volatility: New evidence from the quantile autoregressive model. The North American Journal of Economics and Finance, 74, 102235.
[5] Chen Yan, Bouri Eile, & Zhang Lei* (2025). Dynamics of co-bubble networks across commodity futures prices and portfolio performance. Energy Economics, 108839.
[6] Chen Yan, Liu Yakun, Bouri Elie & Zhang Lei*. Jump imbalance and Chinese stock market returns. Pacific-Basin Finance Journal (Forthcoming).
- 主要科研课题
- 获得荣誉