
黄建风,浙江大学博士,墨尔本大学访问学者。现任经济管理学院副教授、硕士生导师,金融硕士点负责人;兼任教育部学位中心评审专家、浙江省金融工程学会理事、生态文明研究院研究员,SSCI、CSSCI期刊审稿人。
研究方向为资产定价、国际货币,以货币定价核为核心框架,聚焦便利收益、平价偏离与汇率异象,主攻数字储备货币平价、气候叙事货币溢价。以独作、第一作者或通讯作者在Applied Economics、Applied Economics Letters、《系统工程理论与实践》等期刊发表论文。先后主讲《投资学》《衍生金融工具》《金融工程学》《国际资本运营》等十余门金融核心课程。
代表性论文
1. Explainable machine learning-based prediction of deviations from triangular arbitrage parity across forex and stablecoin markets: addressing nonstationarity, Applied Economics Letters, 2026. (SSCI, sole author)
2. Triangular arbitrage across forex and cryptocurrency markets during the COVID-19 crisis: a MRS-AR approach, Applied Economics Letters, 2022. (SSCI, sole author)
3. Forex swap premiums, shock response and covered profits: an ARDL-EGARCH model analysis, Applied Economics Letters, 2019. (SSCI, first author)
4. Climate threshold, financial hoarding and economic growth, Applied Economics, 2015. (SSCI, corresponding author)
5. 基于小波-NAR神经网络的气象要素时间序列预测与天气指数彩虹期权估值, 《系统工程理论与实践》, 2016. (CSSCI, first author)
合作论文
• Effect of climate change induced agricultural risk on land use in Chinese small farms: implications for adaptation strategy, Ecological Indicators, 2020. (SCI, coauthor)
智库成果
• “畅通生态产品价值实现通道 为中国式现代化注入绿色动力”, 《中国经济时报》, 2026. (first author)