戴星宇，1995年，江苏南京人，经济系助理教授。目前在国内外主流期刊发表学术论文24篇。以第一作者/通讯作者身份在系统工程理论与实践、The British Accounting Review、Journal of Commodity Markets、Annals of Operations Research、Energy Economics、Journal of Forecasting、Journal of Management Science and Engineering等期刊发表学术论文18篇。

第一作者代表性文章：

1.   Dai, X., Yousaf, I., Wang, J., Wang, Q., & Lau, C. K. M. (2025). The pass-through of macro variable to volatility co-movement among U.S. currency and commodity futures markets system. Journal of Commodity Markets, 100463. (ABS 3, 年发文量约50篇)

2.   Dai, X., Cerqueti, R., Wang, Q., & Xiao, L. (2023). Volatility forecasting: A new GARCH-type model for fuzzy sets-valued time series. Annals of Operations Research, 1-41. (ABS 3, ABDC A)

3.      Dai, X., Wang, Q., Zha, D., & Zhou, D. (2020). Multi-scale dependence structure and risk contagion between oil, gold, and US exchange rate: A wavelet-based vine-copula approach. Energy Economics, 88, 104774. (ABS 3, ABDC A*, 2023 JCR ECONOMICS 1/600)

4.      Dai, X., Zhang, D., Lau, C. K. M., & Wang, Q. (2023). Multiobjective portfolio optimization: Forecasting and evaluation under investment horizon heterogeneity. Journal of Forecasting, 42(8), 2167-2196. (ABDC A, 预测领域主流期刊)

5.      Dai, X., Dai, P. F., Wang, Q., & Ouyang, Z. Y. (2024). The tail risk safe haven property of China's energy futures against US market implied volatility. Journal of Management Science and Engineering, 9(2), 271-291. (JCR Q1, FMS B, 基金委管理科学部主办期刊)

6.      Dai, X., Xiao, L., Wang, Q., & Dhesi, G. (2021). Multiscale interplay of higher-order moments between the carbon and energy markets during Phase III of the EU ETS. Energy Policy, 156, 112428. (ABDC A, JCR Q1, Scopus TOP 10%)

7.      Dai, X., Dai, P. F., Wang, Q., & Ouyang, Z. Y. (2023). The impact of energy-exporting countries' EPUs on China's energy futures investors: Risk preference, investment position and investment horizon. Research in International Business and Finance, 64, 101806. (JCR Q1, Scopus TOP 10%)

8.      Dai, X., Xiao, L., Li, M. C., & Wang, Q. (2022). Toward energy finance market transition: Does China’s oil futures shake up global spots market?. Frontiers of Engineering Management, 9(3), 409-424. (FMS B, 中国工程院院刊)

9.      Dai, X., Li, M. C., Xiao, L., & Wang, Q. (2022). COVID-19 and China commodity price jump behavior: An information spillover and wavelet coherency analysis. Resources Policy, 79, 103055. (JCR Q1, Scopus TOP 10%)

10.   戴星宇, 王群伟. (2024). 融合谱分解和傅里叶系数的多元区间值时序模型及其预测应用. 系统工程理论与实践. 网络首发. (FMS T1,  基金委管理科学部认定的管理类30种重要期刊A类)

通讯作者代表性文章：

1. Zhang, D., Dai, X.^*, & Wang, Q. (2025). Do green assets enhance portfolio optimization? A multi-horizon investing perspective. The British Accounting Review. (ABS 3, 英国会计金融协会会刊)

2. Tong, Y., Wan, N., Dai, X.^*, Bi, X., & Wang, Q. (2022). China's energy stock market jumps: To what extent does the COVID-19 pandemic play a part?. Energy Economics, 109, 105937. (ABS 3, ABDC A*, 2023 JCR ECONOMICS 1/600)

3. Zhang, D., Dai, X.^*, Wang, Q., & Lau, C. K. M. (2023). Impacts of weather conditions on the US commodity markets systemic interdependence across multi-timescales. Energy Economics, 123, 106732. (ABS 3, ABDC A*, 2023 JCR ECONOMICS 1/600)

4. Lau, C. K. M., Wojewodzki, M., Dai, X.^*, & Wang, Q. (2025). Detecting the macro drivers in the Australian National Electricity Market asymmetric volatility co-movement. Energy Economics. (ABS 3, ABDC A*, 2023 JCR ECONOMICS 1/600)

5. Wang, Q., Liu, M., Xiao, L., Dai, X.^*, Li, M. C., & Wu, F. (2022). Conditional sovereign CDS in market basket risk scenario: A dynamic vine-copula analysis. International Review of Financial Analysis, 80, 102025. (ABS 3, ABDC A)

6. Wu, D., Dai, X.*^,#, Zhao, R., Cao, Y., & Wang, Q. (2023). Pass-through from temperature intervals to China's commodity futures’ interval-valued returns: Evidence from the varying-coefficient ITS model. Finance Research Letters, 58, 104289.  (ABDC A, Scopus TOP 10%, 2023 JCR BUSINESS & FINANCE 7/233)

7. Zhang, D., Dai, X.^*, & Xue, J. (2024). Incorporating weather information into commodity portfolio optimization. Finance Research Letters, 105672. (ABDC A, Scopus TOP 10%, 2023 JCR BUSINESS & FINANCE 7/233)

8. Zhao, Y., Dai, X.^*, Zhang, D., Wang, Q., & Cao, Y. (2023). Do weather conditions drive China's carbon-coal-electricity markets systemic risk? A multi-timescale analysis. Finance Research Letters, 51, 103432. (ABDC A, Scopus TOP 10%, 2023 JCR BUSINESS & FINANCE 7/233)

教材编写：

1. 《能源价格时间序列分析》(2024), 副主编, 科学出版社.

2. 《经济学前沿研究方法》(2023), 参编, 科学出版社.

科研项目：

1. 一种随机集GARCH模型及其在金融资产波动率建模中的应用, 江苏省研究生科研与实践创新计划项目 (KYCX21_0237), 江苏省教育厅, 主持

2. 点“碳”成金：绿色金融工具如何赋能比亚迪, 教育部学位与研究生发展中心主题案例项目 (ZT211028704) ，教育部学位与研究生教育发展中心，参与

主要获奖：

1. 国家奖学金, 2022, 教育部, 排1

2. 第六届全国大学生能源经济学术创意大赛全国一等奖，2020，中国“双法”研究会，排1

3. 第十五届中国研究生数学建模竞赛研究生组全国二等奖，2018，中国科协，排1

• [1]能源与气候金融