游万海
基本信息
游万海
副教授
研究方向
金融计量; 金融风险; 环境研究
讲授课程
《统计学原理》、《大数据与数据挖掘》、《统计分析软件（R语言）》、《统计分析软件及应用》(Python)、《抽样调查理论及方法》
联系方式
- 通信地址： bat365官网登录入口北楼 210
- 电子邮箱： hnstedu@163.com
个人简介
游万海，男，博士，bat365官网登录入口教师，统计学及应用统计学专业硕士生导师。主要研究方向为环境污染研究、能源金融市场风险溢出研究。近年来，先后主持教育部人文社科青年项目、福建省自然科学基金面上项目、福建省社会科学规划项目等多项课题，在《World Development》、《Economics Letters》、《Energy Economics》、《Finance Research Letters》、《统计研究》、《数量经济技术经济研究》杂志上发表论文30余篇。受邀担任《Energy Economics》、《Finance Research Letters》、《International Review of Financial Analysis》、《中国管理科学》等 期刊匿名审稿人。
学习经历
工作经历
科研项目
[1]. 中国博士后科学基金面上项目, 绿色金融政策对我国环境质 量的影响机制建模及优化策略研究, 2020-2022，在研，主持.
[2]. 教育部人文社科项目，青年项目，绿色低碳背景下城市环境空间治理及其实现路径研究，2019-2022，在研，主持.
[3]. 福建省自然科学基金，面上项目，城市环境污染驱动因素、溢出效应与协同治理机制研究-基于贝叶斯空间动态面板分位数模型，2019-2022，在研，主持.
[4] 福建省社会科学基金.贝叶斯空间面板计量模型及其在福建省生态环境中的应用研究, 2016-2019, 结项，主持.
[2]. 教育部人文社科项目，青年项目，绿色低碳背景下城市环境空间治理及其实现路径研究，2019-2022，在研，主持.
[3]. 福建省自然科学基金，面上项目，城市环境污染驱动因素、溢出效应与协同治理机制研究-基于贝叶斯空间动态面板分位数模型，2019-2022，在研，主持.
[4] 福建省社会科学基金.贝叶斯空间面板计量模型及其在福建省生态环境中的应用研究, 2016-2019, 结项，主持.
获奖经历
[1] 福州市第十届社会科学优秀成果奖（三等奖）,福州市, 2020.
[2] 福建省第十三届社会科学优秀成果奖（三等奖）,福建省人民政府, 2019.
[3] 游万海(1/1)，基于分位数回归的城市服务业集聚影响因素研究，湖南省人民政府学位委员会，2014 年度湖南省优秀硕士学位论文，2014.
[4] 游万海(2/3)，金融集聚影响因素空间计量模型及其应用研究，中国统计教育年会，全国大学生统计建模大赛，一等奖，2009.
[2] 福建省第十三届社会科学优秀成果奖（三等奖）,福建省人民政府, 2019.
[3] 游万海(1/1)，基于分位数回归的城市服务业集聚影响因素研究，湖南省人民政府学位委员会，2014 年度湖南省优秀硕士学位论文，2014.
[4] 游万海(2/3)，金融集聚影响因素空间计量模型及其应用研究，中国统计教育年会，全国大学生统计建模大赛，一等奖，2009.
近年发表的主要论文
[42] Haoke Ding, Yinghua Ren, Wanhai You* et al. Does uncertainty Granger-causes visitor arrivals? Evidence from the MF-VAR model[J]. Quality & Quantity, 2021, forthcoming.
[41] Wanhai You, Yue Zhang, Chien-Chiang Lee*. The dynamic impact of economic growth and economic complexity on CO2 emissions: An advanced panel data estimation[J]. Economic Analysis and Policy, 2021.
[40] Wanhai You, Yue Zhang, Chien-Chiang Lee*. Climate Risk, Economic Stability, and Tourism: A Cross-Sectionally Dependent Heterogeneous Panel Causality Analysis[J]. Energy RESEARCH LETTERS, 2021, 2(2): 25723.
[39] Shujin Zhu, Yiding Tang, Xingzhi Qiao, Wanhai You, Cheng Peng. Spatial Effects of Participation in Global Value Chains on CO2 Emissions: A Global Spillover Perspective[J]. Emerging Markets Finance and Trade, 2021: 1-14.
[38] Yinghua Ren, Wanru Zhao, Wanhai You*, Kaikai Zhai. Multiscale and partial correlation networks analysis of risk connectedness in global equity markets[J]. Physica A: Statistical Mechanics and its Applications, 2021, 573: 125911.
[37] Zhou Z, Sun W, Xiao H, Wanhai You*. Does partisan conflict affect US innovation? [J]. Applied Economics Letters, 2021: 1-10.
[36] Yawei Guo, Jianping Li, Yehua Li, Wanhai You*. The roles of political risk and crude oil in stock market based on quantile cointegration approach: A comparative study in China and US[J]. Energy Economics, 2021: 105198.
[35] Yawei Guo, Wanhai You, Chien-Chiang Lee. CO2 emissions, income inequality, and country risk: some international evidence[J]. Environmental Science and Pollution Research, 2020: 1-21.
[34] Minjie Hu, Ruzi Li, Wanhai You, Yaobin Liu, Chien-Chiang Lee. Spatiotemporal evolution of decoupling and driving forces of CO2 emissions on economic growth along the Belt and Road. Journal of Cleaner Production, 2020, 277, 123272.
[33] Rilong Fei, Wanhai You*, Wang H L. Can China achieve its CO2 emission reduction targets in agriculture sector? Evidence from technological efficiency analysis[J]. International Journal of Environmental Science and Technology, 2020, 17(10): 4249-4264.
[32] Wanhai You, Zhike Lv. Spillover effects of economic globalization on CO2 emissions: A spatial panel approach. Energy Economics, 2018, 73, 248-257.
[31] Ningli Wang, Wanhai You*, Cheng Peng. Heterogeneous risk spillovers from crude oil to regional natural gas markets: the role of the shale gas revolution. Energy Sources, Part B: Economics, Planning, and Policy, 2019, 14(6), 215-234.
[30] Wanhai You, Yehua Li, Peng Guo, Yawei Guo*. Income inequality and CO2 emissions in belt and road initiative countries: the role of democracy.Environmental Science and Pollution Research, 2019, 1-22.
[29] Shaozhen Han, Wanhai You*, Shijing Nan. Zombie Firms, External Support and Corporate Environmental Responsibility: Evidence from China. Journal of Cleaner Production, 2019, 212, 1499-1517.
[28] Wanhai You*, Yawei Guo,Huiming Zhu, Yong Tang. Oil price shocks, economic policy uncertainty and industry stock returns in China: Asymmetric effects with quantile regression. Energy Economics, 2017, 68: 1-18.
[27] Wanhai You*, Yawei Guo, Cheng Peng. Twitter's daily happiness sentiment and the predictability of stock returns. Finance Research Letters, 2017, 23: 58-64.
[26] Wanhai You, Huiming Zhu(*), Keming Yu, Cheng Peng. Democracy, Financial Openness, and Global Carbon Dioxide Emissions: Heterogeneity Across Existing Emission Levels. World Development, 2015, 66(2): 189-207.
[25] Huiming Zhu, Wanhai You(*), Yinghua Ren. A note on the long-run determinants of economic growth. Applied Economics Letters, 2014, 21(2): 99-102.
[24] Huiming Zhu(*), Wanhai You, Zhaofa Zeng. Urbanization and CO2 emissions: A semi-parametric panel data analysis. Economics Letters, 2012, 117 (3):848-850
[23] 任英华(*)，游万海．一种新的空间权重矩阵选择方法．统计研究，2012, 29(6): 99-105。
[22] 任英华(*)，游万海，徐玲. 现代服务业集聚形成机理空间计量分析. 人文地理，2011 (1): 82-87。
[21] 任英华(*)，游万海，陈雪梅. 现代服务业集聚竞争力评价模型及其应用. 统计与信息论坛, 2010, 25(10):65-69。
[20] 任英华(*), 徐玲, 游万海. 金融集聚影响因素空间计量模型及其应用. 数量经济技术经济研究, 2010(5): 104-115。
[19] 任英华(*), 沈凯娇, 游万海. 不同空间权重矩阵下文化产业集聚机制和溢出效应——基于2004—2011 年省际面板数据的实证. 统计与信息论坛, 2015, 30(2): 82-87。
[18] Peng Guo, Huiming Zhu, Wanhai You. Asymmetric dependence between economic policy uncertainty and stock market returns in G7 and BRIC: A quantile regression approach. Finance Research Letters, 2018, 25, 251-258.
[17] Peng Cheng, Huiming Zhu, Xianghua Jia, Wanhai You. Stock price synchronicity to oil shocks across quantiles: Evidence from Chinese oil firms. Economic Modelling, 2017, 61: 248-259.
[16] Huiming Zhu, Yawei Guo, Wanhai You, Yaqin Xu. The heterogeneity dependence between crude oil price changes and industry stock market returns in China: Evidence from a quantile regression approach. Energy Economics, 2016, 55: 30-41.
[15] Huiming Zhu, Cheng Peng, Wanhai You. Quantile behaviour of cointegration between silver and gold prices. Finance Research Letters, 2016, 19: 119-125.
[14] Huiming Zhu, Xianfang Su, Wanhai You, Yinghua Ren. Asymmetric effects of oil price shocks on stock returns: evidence from a two-stage Markov regime-switching approach. Applied Economics, 2016: 1-17.
[13] Xianfang Su，Huiming Zhu，Wanhai You，Yinghua Ren. Heterogeneous effects of oil shocks on exchange rates: evidence from a quantile regression approach. SpringerPlus, 2016, 5(1): 1187.
[12] Huiming Zhu, Yawei Guo, Wanhai You. An empirical research of crude oil price changes and stock market in China: evidence from the structural breaks and quantile regression. Applied Economics, 2015, 47(56): 6055-6074.
[11] Huiming Zhu, Zhaolai Li, Wanhai You, Zhaofa Zeng. Revisiting the asymmetric dynamic dependence of stock returns: Evidence from a quantile autoregression model. International Review of Financial Analysis, 2015, 40 (4):142-153.
[10]杨柳, 朱慧明, 游万海, 黄仁存. 金融发展与能源强度协整关系的实证分析[J].统计与决策, 2018, 34(15):162-165。
[9]余文涛, 周小亮, 游万海. 行业税负、企业规模异质性与生产效率——基于江苏省创意产业的经验证据[J]. 南京航空航天大学学报(社会科学版), 2017, 19(04):18-24+36。
[8]朱慧明, 李小依, 游万海, 彭成. 基于贝叶斯PSECM模型的非线性协整能源需求研究[J].统计与决策, 2016 (07): 122-127。
[7]朱慧明, 蒋丽萍, 游万海. 基于Gibbs抽样的贝叶斯黄金期货市场长记忆特征研究[J].统计与决策, 2015(11):148-151。
[6]朱慧明, 苗坤, 彭成, 游万海, 庞跃华.非贵金属期货市场对白银期货市场的贝叶斯非线性效应研究[J].经济数学, 2014, 31(04):1-7。
[5] 朱慧明, 彭成, 游万海, 邓超. 基于贝叶斯Wishart波动模型的原油市场与股市动态相依性研究. 中国管理科学, 2014, 22(7):1-9。
[4] 朱慧明, 彭成, 游万海, 曾昭法，任英华. 基于贝叶斯面板平滑转换模型的区域资本流动性研究.湖南大学学报(自然科学版)，2014, 41(4) : 113-117。
[3] 朱慧明, 黄仁存, 游万海. 贝叶斯隐马尔科夫异质面板模型及应用研究. 统计研究，2014, 31(7): 97-104。
[2] 朱慧明, 游万海, 李小依. 基于贝叶斯面板平滑转换模型的房价阈值效应研究. 湖南大学学报: 社会科学版, 2014, 28(5): 66-73。
[1] 朱慧明，欧阳文静，游万海. 基于贝叶斯动态面板数据模型的中国出口贸易地区结构研究.财经理论与实践，2014, 35 (188): 109-115。
[41] Wanhai You, Yue Zhang, Chien-Chiang Lee*. The dynamic impact of economic growth and economic complexity on CO2 emissions: An advanced panel data estimation[J]. Economic Analysis and Policy, 2021.
[40] Wanhai You, Yue Zhang, Chien-Chiang Lee*. Climate Risk, Economic Stability, and Tourism: A Cross-Sectionally Dependent Heterogeneous Panel Causality Analysis[J]. Energy RESEARCH LETTERS, 2021, 2(2): 25723.
[39] Shujin Zhu, Yiding Tang, Xingzhi Qiao, Wanhai You, Cheng Peng. Spatial Effects of Participation in Global Value Chains on CO2 Emissions: A Global Spillover Perspective[J]. Emerging Markets Finance and Trade, 2021: 1-14.
[38] Yinghua Ren, Wanru Zhao, Wanhai You*, Kaikai Zhai. Multiscale and partial correlation networks analysis of risk connectedness in global equity markets[J]. Physica A: Statistical Mechanics and its Applications, 2021, 573: 125911.
[37] Zhou Z, Sun W, Xiao H, Wanhai You*. Does partisan conflict affect US innovation? [J]. Applied Economics Letters, 2021: 1-10.
[36] Yawei Guo, Jianping Li, Yehua Li, Wanhai You*. The roles of political risk and crude oil in stock market based on quantile cointegration approach: A comparative study in China and US[J]. Energy Economics, 2021: 105198.
[35] Yawei Guo, Wanhai You, Chien-Chiang Lee. CO2 emissions, income inequality, and country risk: some international evidence[J]. Environmental Science and Pollution Research, 2020: 1-21.
[34] Minjie Hu, Ruzi Li, Wanhai You, Yaobin Liu, Chien-Chiang Lee. Spatiotemporal evolution of decoupling and driving forces of CO2 emissions on economic growth along the Belt and Road. Journal of Cleaner Production, 2020, 277, 123272.
[33] Rilong Fei, Wanhai You*, Wang H L. Can China achieve its CO2 emission reduction targets in agriculture sector? Evidence from technological efficiency analysis[J]. International Journal of Environmental Science and Technology, 2020, 17(10): 4249-4264.
[32] Wanhai You, Zhike Lv. Spillover effects of economic globalization on CO2 emissions: A spatial panel approach. Energy Economics, 2018, 73, 248-257.
[31] Ningli Wang, Wanhai You*, Cheng Peng. Heterogeneous risk spillovers from crude oil to regional natural gas markets: the role of the shale gas revolution. Energy Sources, Part B: Economics, Planning, and Policy, 2019, 14(6), 215-234.
[30] Wanhai You, Yehua Li, Peng Guo, Yawei Guo*. Income inequality and CO2 emissions in belt and road initiative countries: the role of democracy.Environmental Science and Pollution Research, 2019, 1-22.
[29] Shaozhen Han, Wanhai You*, Shijing Nan. Zombie Firms, External Support and Corporate Environmental Responsibility: Evidence from China. Journal of Cleaner Production, 2019, 212, 1499-1517.
[28] Wanhai You*, Yawei Guo,Huiming Zhu, Yong Tang. Oil price shocks, economic policy uncertainty and industry stock returns in China: Asymmetric effects with quantile regression. Energy Economics, 2017, 68: 1-18.
[27] Wanhai You*, Yawei Guo, Cheng Peng. Twitter's daily happiness sentiment and the predictability of stock returns. Finance Research Letters, 2017, 23: 58-64.
[26] Wanhai You, Huiming Zhu(*), Keming Yu, Cheng Peng. Democracy, Financial Openness, and Global Carbon Dioxide Emissions: Heterogeneity Across Existing Emission Levels. World Development, 2015, 66(2): 189-207.
[25] Huiming Zhu, Wanhai You(*), Yinghua Ren. A note on the long-run determinants of economic growth. Applied Economics Letters, 2014, 21(2): 99-102.
[24] Huiming Zhu(*), Wanhai You, Zhaofa Zeng. Urbanization and CO2 emissions: A semi-parametric panel data analysis. Economics Letters, 2012, 117 (3):848-850
[23] 任英华(*)，游万海．一种新的空间权重矩阵选择方法．统计研究，2012, 29(6): 99-105。
[22] 任英华(*)，游万海，徐玲. 现代服务业集聚形成机理空间计量分析. 人文地理，2011 (1): 82-87。
[21] 任英华(*)，游万海，陈雪梅. 现代服务业集聚竞争力评价模型及其应用. 统计与信息论坛, 2010, 25(10):65-69。
[20] 任英华(*), 徐玲, 游万海. 金融集聚影响因素空间计量模型及其应用. 数量经济技术经济研究, 2010(5): 104-115。
[19] 任英华(*), 沈凯娇, 游万海. 不同空间权重矩阵下文化产业集聚机制和溢出效应——基于2004—2011 年省际面板数据的实证. 统计与信息论坛, 2015, 30(2): 82-87。
[18] Peng Guo, Huiming Zhu, Wanhai You. Asymmetric dependence between economic policy uncertainty and stock market returns in G7 and BRIC: A quantile regression approach. Finance Research Letters, 2018, 25, 251-258.
[17] Peng Cheng, Huiming Zhu, Xianghua Jia, Wanhai You. Stock price synchronicity to oil shocks across quantiles: Evidence from Chinese oil firms. Economic Modelling, 2017, 61: 248-259.
[16] Huiming Zhu, Yawei Guo, Wanhai You, Yaqin Xu. The heterogeneity dependence between crude oil price changes and industry stock market returns in China: Evidence from a quantile regression approach. Energy Economics, 2016, 55: 30-41.
[15] Huiming Zhu, Cheng Peng, Wanhai You. Quantile behaviour of cointegration between silver and gold prices. Finance Research Letters, 2016, 19: 119-125.
[14] Huiming Zhu, Xianfang Su, Wanhai You, Yinghua Ren. Asymmetric effects of oil price shocks on stock returns: evidence from a two-stage Markov regime-switching approach. Applied Economics, 2016: 1-17.
[13] Xianfang Su，Huiming Zhu，Wanhai You，Yinghua Ren. Heterogeneous effects of oil shocks on exchange rates: evidence from a quantile regression approach. SpringerPlus, 2016, 5(1): 1187.
[12] Huiming Zhu, Yawei Guo, Wanhai You. An empirical research of crude oil price changes and stock market in China: evidence from the structural breaks and quantile regression. Applied Economics, 2015, 47(56): 6055-6074.
[11] Huiming Zhu, Zhaolai Li, Wanhai You, Zhaofa Zeng. Revisiting the asymmetric dynamic dependence of stock returns: Evidence from a quantile autoregression model. International Review of Financial Analysis, 2015, 40 (4):142-153.
[10]杨柳, 朱慧明, 游万海, 黄仁存. 金融发展与能源强度协整关系的实证分析[J].统计与决策, 2018, 34(15):162-165。
[9]余文涛, 周小亮, 游万海. 行业税负、企业规模异质性与生产效率——基于江苏省创意产业的经验证据[J]. 南京航空航天大学学报(社会科学版), 2017, 19(04):18-24+36。
[8]朱慧明, 李小依, 游万海, 彭成. 基于贝叶斯PSECM模型的非线性协整能源需求研究[J].统计与决策, 2016 (07): 122-127。
[7]朱慧明, 蒋丽萍, 游万海. 基于Gibbs抽样的贝叶斯黄金期货市场长记忆特征研究[J].统计与决策, 2015(11):148-151。
[6]朱慧明, 苗坤, 彭成, 游万海, 庞跃华.非贵金属期货市场对白银期货市场的贝叶斯非线性效应研究[J].经济数学, 2014, 31(04):1-7。
[5] 朱慧明, 彭成, 游万海, 邓超. 基于贝叶斯Wishart波动模型的原油市场与股市动态相依性研究. 中国管理科学, 2014, 22(7):1-9。
[4] 朱慧明, 彭成, 游万海, 曾昭法，任英华. 基于贝叶斯面板平滑转换模型的区域资本流动性研究.湖南大学学报(自然科学版)，2014, 41(4) : 113-117。
[3] 朱慧明, 黄仁存, 游万海. 贝叶斯隐马尔科夫异质面板模型及应用研究. 统计研究，2014, 31(7): 97-104。
[2] 朱慧明, 游万海, 李小依. 基于贝叶斯面板平滑转换模型的房价阈值效应研究. 湖南大学学报: 社会科学版, 2014, 28(5): 66-73。
[1] 朱慧明，欧阳文静，游万海. 基于贝叶斯动态面板数据模型的中国出口贸易地区结构研究.财经理论与实践，2014, 35 (188): 109-115。
出版著作
经管微信公众号