主要论文
已发表论文：
1. Chen, B., Huang, J., Tang, L., Wu, J., Xia, X*. (2025). Heterogeneous effects of common volatility in energy commodity markets on the structure of inter-sectoral connectedness within the Chinese stock market. International Review of Financial Analysis, 102,104128. (SSCI, JCR Q1，中科院一区，ABS3星).
2. Chen, B., Huang, J., Zhu, X., Xia, X*. (2023). Dynamic impact of the COVID-19 lockdown intervention policies on network structure of energy futures return connectedness. Journal of Cleaner Production, 433, 139802. (SCI, JCR Q1, 中科院一区).
3. Chen, B., Huang, J., Liu, D., Xia, X*. (2024). Time-frequency return connectedness between Chinese coal futures and international stock indices. International Review of Economics and Finance, 89, 316 - 333. (SSCI, JCR Q1).
4. Xu, Y., Chen, B.*, Huang, J., Hu, Q., Kong, S. (2024). Time–frequency connectedness between heterogeneous oil price shocks and inflation: a comparative analysis of developed and emerging economies. Economic Change and Restructuring, 57, 252. (通讯作者, SSCI, JCR Q1).
5. 尹海员*, 陈佰翻. 上市公司监事会行权素养、监管激励与股价崩盘风险 [J]. 会计研究 (CSSCI, 国家自然科学基金委A类期刊), 2023, (08): 103–119. (硕导一作, 系本人硕士学位论文完善发表).
6. 尹海员*, 陈佰翻. 金融监管者籍贯来源、金融发展与地方主政官员晋升——基于我国省级面板数据的研究 [J]. 中央财经大学学报 (CSSCI), 2020, (01): 45–57.
7. Huang, J., Chen, B., Xu, Y., Xia, X*. (2023). Time-frequency volatility transmission among energy commodities and financial markets during the COVID-19 pandemic: A novel TVP-VAR frequency connectedness approach. Finance Research Letters, 53, 103634. (SSCI, JCR Q1).
8. Huang, J., Li, H., Chen, B., Liu, M., An, C., Xia, X*. (2025). Revisiting the currency-commodity nexus: New insights into the R2 decomposed connectedness and the role of global shocks. International Review of Economics and Finance, 98, 103852. (SSCI, JCR Q1).
9. Xia, X., Wu, J., Tang, L., Chen, B., & Zheng, Y. (2025). Plugging in for cities: The impact of power infrastructure on urban agglomeration. Humanities and Social Sciences Communications, 12(1), 1407. (SSCI, JCR Q1).
10. Wu, J., Xia, X., Chen, B., & Tang, L. (2025). Unexpected investment boost: A climate stability perspective. Applied Economics. (SSCI, JCR Q2).
工作论文：
1. 大宗能源商品市场波动对全球股市的溢出效应——基于生产网络空间视角的分析.
2. Optimizing of price-quantity monetary policy rules and applicability analysis for China.
3. Study on the volatility spillover effects among the international commodity market, shipping market, and China’s stock and bond markets.
4. Heterogeneous spillover connectedness between oil commodities and global financial markets: new insights from the quantile-on-quantile connectedness approach.
5. Does firm-specific trade policy effect uncertainty mitigate stock price crash risk? Evidence from a deep learning-based measure.
