创新发展学院中国经济与管理研究院，副教授，联系方式：yahua.xu@cufe.edu.cn
一、教育背景
2014年7月—2017年7月 新西兰奥克兰理工大学 商学院金融系 金融学博士
2009年10月—2011年1月 约克大学 数学系 数理金融硕士
2005年9月—2009年7月 中央财经大学 中国经济与管理学院 经济学和数学学士
二、工作经历
2021年12月—至今 创新发展学院中国经济和管理研究院 副教授
2018年8月—2021年12月 创新发展学院中国经济和管理研究院 助理教授
三、研究方向
资产定价（实证）,衍生品市场,风险管理,金融模型,量化分析,期权定价,能源金融
四、讲授课程（目前讲授的和曾经讲授的课程名称）
《资产定价》、《中级金融理论》、《期权、期货及其他衍生品》
五、科研成果
1. Higher Moment Risk Premiums for Crude Oil Market: A Downside and Upside Conditional Decomposition, Jose Da Fonseca and Yahua Xu, Energy Economics, 2017, 67, 410-422. (SSCI)
2. Variance and Skew Risk Premiums for the Volatility Market: The VIX Evidence, Jose Da Fonseca and Yahua Xu*, Journal of Futures Markets,2019, 39(3), 302-321. (SSCI)
3. Downside Uncertainty Shocks in the Oil and Gold Markets, Tai-yong Roh, Suk Joon Byun, and Yahua Xu*, International Review of Economics and Finance, 2020, 66, 291-307. (SSCI)
4. Bad Volatility is not always Bad: Evidence from Commodity Markets, Ivan Indriawan, Donald Lien, Tai-yong Roh, and Yahua Xu*, Applied Economics, 2020, 52(40), 4384-4402. (SSCI)
5. Global predictive power of upside and downside variances of the U.S. equity market, Yahua Xu, Xiao Jun, and Liguo Zhang, Economic Modelling, 2020, 93, 605-619. (SSCI)
6. Intraday return predictability: Evidence from commodity ETFs and their related volatility indices, Yahua Xu, Elie Bouri, Tareq Saeed, and Zhuzhu Wen, Resource Policy, 2020, 69, 101830. (SSCI)
7. Intraday Momentum: Evidence from the Crude Oil Market, Zhuzhu Wen, Xu Gong, Diandian Ma, and Yahua Xu*, Economic Modelling, 2021, 95, 374-384. (SSCI)
8. Volatility-of-volatility Risk in the Crude Oil market, Tai-yong Roh, Alireza Tourani-Rad, Yahua Xu* and Yang Zhao, Journal of Futures Markets, 2021, 41(2), 245-265. (SSCI)
9. Spillovers in higher moments and jumps across US stock and strategic commodity markets, Elie Bouri, Xiaojie Lei, Naji Jalkh, Yahua Xu, and Hongwei Zhang, Resource Policy, 2021, 72, 102060. (SSCI)
10. National culture and corporate risk taking around the World, Bart Frijns, Frank Hubers, Donghoon Kim, Tai-Yong Roh, and Yahua Xu, Global Finance Journal, 2022, 52, 100710. (SSCI)
11. The asymmetric relationship between returns and implied higher moments: Evidence from the crude oil market, Xinxin Zhang, Elie Bouri, Yahua Xu*, and Gongqiu Zhang, Energy Economics, 2022, 109, 105950. (SSCI)
12. Dynamic Dependence and Asset Allocation in Cryptocurrency Markets, Danyang Li, Yukun Shi, Liao Xu, Yahua Xu, and Yang Zhao, Finance Research Letters, 2022, 48, 102829. (SSCI)
13. Intraday return predictability in the cryptocurrency markets: momentum, reversal, or both, Zhuzhu Wen, Elie Bouri, Yahua Xu, and Yang Zhao, The North American Journal of Economics and Finance, 2022, 62, 101733. (SSCI)
14. Cross-asset time-series momentum: Crude oil options and global stock markets, Adrian Fernandez-Perez*, Ivan Indriawan, Yiuman Tse, and Yahua Xu, Journal of Banking and Finance, 2022, forthcoming. (SSCI).
15. Realized Higher-Order Moments Spillovers between Commodity and Stock Markets: Evidence from China, Hongwei Zhang, Chen Jin, Elie Bouri, Wang Gao and Yahua Xu*, Journal of Commodity Markets, 2023. 30. (SSCI).
16. Connectedness in Implied Higher-Order Moments of Precious Metal and Energy Markets, Elie Bouri, Xiaojie Lei, Yahua Xu*, and Hongwei Zhang, Energy, 2023, 263(B), 125588. (SSCI).
17. Intraday return predictability in the crude oil market: The role of EIA inventory announcements, Zhuzhu Wen, Ivan Indriawan, Donald Lien, and Yahua Xu*, Energy Journal, 2023, 44(5). (SSCI).
