一、个人简历
黄哲豪,广州大学经济与统计学院教授、硕士生导师。本硕博毕业于华南理工大学数学系获理学博士学位;广州市青年后备人才、广州大学学术新锐称号。研究兴趣包括金融资产定价、金融风险管理、数字金融、绿色金融等。近年来在Energy Economics,Finance Research Letters,Technological Forecasting & Social Change、《系统工程理论与实践》等期刊发表学术论文40余篇。主持国家社会科学基金项目、国家自然科学项目、国家统计局项目等课题若干项。
二、教育经历
本硕博毕业于华南理工大学数学学院应用数学专业,获理学博士学位。
三、工作经历
2025/07至今 广州大学金融研究院 教授
2019/05-2025/07 广州大学金融研究院 副教授
2016/10-2019/05 广州大学金融研究院 博士后
四、研究方向
1.金融资产定价
2.金融风险管理
3.数字金融
4.绿色金融
五、教学方向
1.数学分析
2.高等代数
3.数理金融
六、科研项目
1. 2024年国家社会科学基金一般项目:数字金融赋能与风险协调均衡的统计监测研究(24BTJ039),立项经费20万元。2025年1月-2027年12月,主持。
2. 2021年国家社会科学基金青年项目:企业金融化引致系统性风险的统计监测研究(21CTJ014),立项经费20万元。2022年1月-2024年12月,主持。
3. 2017年国家自然科学基金青年项目:双噪声扰动下随机Fisher- KPP方程的行波及动力学性质研究(11701115),立项经费23万。2018年1月-2020年12月,主持。
4. 2023年广东省自然科学基金面上项目:关于碳排放权定价模型的研究:特征识别,动态均衡与最优性(2024A1515012502),立项经费15万元。2024年1月-2026年12月,主持。
5. 2023年全国统计科学研究优选项目:金融市场中隐信息流的统计监测研究(2023LY024)。2024年1月-2025年12月,主持。
6. 2017年博士后科学基金项目:双噪声扰动下随机Fisher-KPP方程的行波研究。立项经费8万元。2017年5月-2019年5月,主持。
7. 2024年社科基金重大项目《新质生产力的科学意义、深刻内涵与统计测度研究》子课题负责人。
七、部分发表论文
1. Zhenghui Li, Zhongxiu Chen, Zhehao Huang*. Modelling the data-generating mechanismof China’s commodity market by identifying hidden information flow regimes. Financial Innovation, 2026, 12, 28.
2. Zhehao Huang, Shuanglian Chen, Yaya Su*, Sercin Sahin. Industrial financialization and cross-sectoral risk contagion: A capital flow perspective. Finance Research Letters, 2025, 86, 108644.
3. Zhehao Huang, Yaya Su*, Yuanqi Zhao. Carbon emissions reduction: Crowding out or feeding back on corporate profitability? Finance Research Letters, 2025, 74, 106689.
4. Zhehao Huang, Hao Dong*, Zhaofei Liu, Khaldoon Albitar. Unleashing the empowered effect of data resource on inclusive green growth: Based on double machine learning. Economic Analysis and Policy, 2025, 85, 1270-1290.
5. Zhehao Huang, Benhuan Nie, Yuqiao Lan*, Changhong Zhang. A decomposition-integration framework of carbon price forecasting based on econometrics and machine learning methods. Mathematics, 2025, 13, 464.
6. Yuqiao Lan, Juntao Chen, Zhehao Huang*, Yuanqi Zhao. Volatility spillover between carbon market and related markets in time-frequency domain based on BEKK-GARCH and complex network analysis. Energy, 2024, 311, 133343.
7. Yuqiao Lan, Yubin Huangfu, Zhehao Huang*, Changhong Zhang. Breaking through the limitation of carbon price forecasting: A novel hybrid model based on secondary decomposition and nonlinear integration. Journal of Environmental Management, 2024, 362, 121253.
8. Zhehao Huang, Zhaofei Liu, Hao Dong*. Exchange rate market reactions to digital currency communications. Applied Economics Letters, 2024.
9. Hao Dong, Zhehao Huang*. Decomposing and reconstructing dynamic risks in the crude oil market based on the VMD and Lempel-Ziv algorithms. Electronic Research Archive, 2022, 30 (12), 4674-4696.
10. Yi Chen, Benhuan Nie, Zhehao Huang*, Changhong Zhang. Spatial relevancy of digital finance in the urban agglomeration of Pearl River Delta and the influence factors. Electronic Research Archive, 2023, 31(8), 4378-4405.
11. Zhenghui Li, Cunyi Yang, Zhehao Huang*. How does the fintech sector react to signals from central bank digital currencies? Finance Research Letters, 2022, 50, 103308.
12. 黄哲豪, 杨存奕, 李正辉. 企业金融化: 最优配置, 动机判别与适度区域. 系统工程理论与实践, 2023, 43(6), 1545-1567.
13. Zhehao Huang, Hao Dong, Shuaishuai Jia*. Equilibrium pricing for carbon emission in response to the target of carbon emission peaking. Energy Economics, 2022, 112, 106160.
14. Feite Zhou, Zhehao Huang*, Changhong Zhang. Carbon price forecasting based on CEEMDAN and LSTM. Applied Energy, 2022, 311, 118601.
15. Shuanglian Chen, Yan Wang, Khaldoon Albitar, Zhehao Huang*. Does ownership concentration affect corporate environmental responsibility engagement? The mediating role of corporate leverage. Borsa Istanbul Review, 2021, 21-S1, S13-S24.
16. Zhenzhen Wang, Hao Wang, Zhehao Huang*. Carbon spot prices in equilibrium frameworks associated with climate change. Journal of Industrial and Management Optimization, 2023, 19(2), 961-983.
17. Zhehao Huang, Zhenghui Li, Zhenzhen Wang*. Utility indifference valuation for defaultable corporate bond with credit rating migration. Mathematics, 2020, 8, 2033.
18. Zhehao Huang, Yingting Miao, Zhenzhen Wang*. Free boundary problem pricing defaultable corporate bonds with multiple credit rating migration risk and stochastic interest rate. AIMS Mathematics, 2020, 5(6), 7746-7775.
19. Zhehao Huang, Tianpei Jiang, Zhenzhen Wang*. On a multiple credit rating migration model with stochastic interest rate. Mathematical Methods in Applied Sciences, 2020, 43, 7106-7134.
20. Zhenzhen Wang, Zhengrong Liu, Tianpei Jiang, Zhehao Huang*. Asymptotic traveling wave for a pricing model with multiple credit rating migration risk. Communications in Mathematical Sciences, 2020, 17(7), 1975-2004.
21. Yuhang Zheng, Zhenzhen Wang, Zhehao Huang*, Tianpei Jiang. Co-movement between the Chinese business cycle and financial volatility: Based on a DCC-MIDAS model. Emerging Markets Finance and Trade, 2020, 56, 1181-1195.
22. Zhehao Huang, Gaoke Liao, Zhenghui Li. Loaning scale and government subsidy for promoting green innovation. Technological Forecasting & Social Change, 2019, 144, 148-156.