姓名：姜勇
政治面貌：中共党员
最后学位：博士
职称：副教授
研究领域：金融工程与风险管理、公司金融、审计与公司治理
教学课程：《金融工程学》、《金融资产定价与风险管理》
办公室：敏达楼305
E-mail：yongjiang@nau.edu.cn; jiangziya.ok@163.com
通讯地址：南京市浦口区雨山西路86号
邮编：211815
学习经历
2015.09 - 2019.06 湖南大学工商管理学院管理科学与工程专业 管理学博士
工作经历
2019.09-2024.12 南京审计大学，金融学院，讲师
2024.12- 南京审计大学，金融学院，副教授
主持参与课题
主持国家自然科学基金基金和江苏省社科基金项目各一项。
发表论文
[1] Unveiling the asymmetric dynamic spillovers in industry bond credit risk: Is the energy industry the prime mover?. International Review of Financial Analysis, 2025,104014.（通讯）
[2] Dynamic connectedness between crude oil futures and energy industrial bond credit spread: Evidence from China. Energy Economics, 2025,108294.（通讯）
[3] Monetary policy uncertainty and green investment decisions: A cross-national spillover perspective. International Review of Financial Analysis, 2024,96, （通讯）
[4] Global geopolitical risk and corporate ESG performance. Journal of Environmental Management,2024, 370, 122481.（一作）
[5] Tail connectedness between category-specific policy uncertainty, sovereign debt risk, and stock volatility during a high inflation period. Research in International Business and Finance, 2024, 70, 102398.(一作)
[6] Low-carbon city pilot policy and green investors entry. Finance Research Letters, 2024, 64, 105421.（一作）
[7] The international oil price in the context of the COVID-19 pandemic outbreak: Evidence from BRICS and US. Emerging Markets Finance and Trade, 2024，60(5), 983-1001.(一作)
[8] The relationship between geopolitical risk and crude oil prices: evidence from nonlinear and frequency domain causality tests. Spanish Journal of Finance and Accounting/Revista Española de Financiación y Contabilidad, 2024, 53(2), 123-145.(一作)
[9] Dynamic spillovers among global oil shocks, economic policy uncertainty, and inflation expectation uncertainty under extreme shocks. Journal of International Financial Markets, Institutions and Money, 2024，91, 101951.（通讯）
[10] When China’s environmental governance encounters marketization of economy: Good or bad?. Environment, Development and Sustainability, 2023，1-26.（通讯）
[11] 货币政策与宏观审慎政策“稳金融”效应——兼论“双支柱”框架协调，学习与实践，2023（5）（一作）。
[12] Heterogeneity dependence between oil prices and exchange rate: Evidence from a parametric test of Granger causality in quantiles. The North American Journal of Economics and Finance, 2022, 101711.（一作）
[13] Marketisation and rural energy poverty: Evidence from provincial panel data in China. Energy Economics, 2022: 106073. (通讯)
[14] Do credit conditions matter for the impact of oil price shocks on stock returns? Evidence from a structural threshold VAR model. International Review of Economics & Finance, 2021, 72: 1-15. (一作)
[15] Oil price shocks and credit spread: Structural effect and dynamic spillover. The North American Journal of Economics and Finance, 2021, 58: 101467. (一作)
[16] How Do Structural Oil Price Shocks Affect China's Investor Sentiment? The Critical Role of OPEC Oil Supply Shocks. Asia-Pacific Journal of Financial Studies, 2021, 50(5): 500-526. (一作)
[17] How do oil price shocks affect the output volatility of the U.S. energy mining industry? The roles of structural oil price shocks. Energy Economics,2020,87. （一作）
[18] Business conditions, uncertainty shocks and Bitcoin returns. Evolutionary and Institutional Economics Review, 2020,1-10.（一作）
[19] Does income inequality facilitate carbon emission reduction in the US?. Journal of cleaner production, 2019, 217: 380-387. （通讯作者）
[20] Assessing risk contagion among the Brent crude oil market, London gold market and stock markets: evidence based on a new wavelet decomposition approach. The North American Journal of Economics and Finance, 2019: 101035.（通讯作者）
[21] 中国产业结构升级能缩小城乡消费差距吗?. 数量经济技术经济研究, 2015(3): 3-21.（二作）
[22] 中国的市场化进程推动了城镇化发展吗——来自空间杜宾模型的经验证据. 财经科学, 2014 (8): 109-119.（二作）
[23] 我国税负痛感指数的空间集聚与异质性研究. 财经论丛, 2014, 185(9): 16-22.
[24] 基于网络SBM模型的中国保险公司经营效率评价研究.南方金融, 2014 (07), 73-77.（二作）
[25] 中国保险排除度空间集聚与差异: 空间计量经济实证分析. 南方金融, 2013 (11): 90-95.（二作）
奖励与荣誉
2020年，湖南大学优秀博士学位论文
2022年，南京审计大学润泽学者
