特聘副研究员
m.han@bnu.edu.cn
韩梦于2014年获得青岛科技大学经济学学士学位，于2018年获得中国海洋大学经济学硕士学位，于2022年获得荷兰格罗宁根大学经济学博士学位。近年来在Journal of Futures Markets、Applied Energy、Energy、Environmental Pollution、Environmental Science and Pollution Research等SSCI/SCI国际知名期刊发表论文6篇，含第一作者/通讯作者SSCI/SCI论文4篇。担任过Environmental Science and Pollution Research、Neural Computing and Applications (NCAA)、Journal of Environmental Management、Carbon Management等国际期刊的匿名评审。
主要研究方向为碳金融、资产定价、商品市场和期货市场。
教育背景：
2018-2022 荷兰格罗宁根大学，经济学博士
2015-2018 中国海洋大学，经济学硕士
2010-2014 青岛科技大学，经济学学士
研究成果：
代表论文
Han, M. (2023). Commodity momentum and reversal: Do they exist, and if so, why? The Journal of Futures Markets, 1– 34. https://doi.org/10.1002/fut.22424.
Ding, L., Zhao, Z., and Han, M. (2021). Probability density forecasts for steam coal prices in china: The role of high-frequency factors. Energy, 220:119758.
Han, M., Ding, L., Zhao, X., and Kang, W. (2019). Forecasting carbon prices in the Shenzhen market, China: The role of mixed-frequency factors. Energy, 171:69–76.
Ding, L., Lv, Z., Han, M., Zhao, X., and Wang, W. (2019). Forecasting china’s wastewater discharge using dynamic factors and mixed-frequency data. Environmental Pollution, 255:113148.
Zhao, X., Han, M., Ding, L., and Kang, W. (2018). Usefulness of economic and energy data at different frequencies for carbon price forecasting in the EU ETS. Applied Energy, 216:132–141.
Zhao X., Han M., Ding L., Calin AC. (2018). Forecasting carbon dioxide emissions based on a hybrid of mixed data sampling regression model and back propagation neural network in the USA. Environmental Science and Pollution Research, 25(3):2899-2910.
学术交流
2022 European Financial Management Association 2022 Annual Meeting (EFMA 2022, discussant), SOM PhD Conference
2021 International Risk Management Conference 2021 (IRMC2021), SOM PhD Conference, SOM PhD Seminar
2019 11th International Conference on Applied Energy (ICAE2019), Fourth Conference on Econometric Models of Climate Change (EMCC-IV)
