About
I am an incoming Ph.D. student in Intelligent Science and Technology at Fudan University, with a joint training affiliation at Beijing Zhongguancun Academy. Before joining Fudan University, I received my M.A. in Public Policy from Lanzhou University and my B.A. in Land Resource Management from Renmin University of China.
My work focuses on how environmental risks, carbon policies, energy transitions, and urban spatial structures reshape financial stability and regional development. I use quantitative methods, spatial analysis, machine learning, and network-based risk models to examine nonlinear relationships and spillover effects across cities, regions, and financial markets.
Research Interests
Publications
Does Cutting Carbon Emissions Reduce Tail Risk Spillovers? A Quantile LSTM-KAN-CoVaR Approach
This paper examines the dynamic relationship between carbon emissions and tail-risk spillover networks in European futures markets. The findings suggest that oil and natural gas futures are major receivers of tail risk, while carbon emissions amplify tail-risk exposure in renewable energy futures and strengthen risk spillovers across energy futures markets.
Nonlinear Relationship between Physical Environment Risks, Investor Attentions, and Financial Systemic Risks: Evidence from mLSTM-CoVaR Networks
This study investigates how physical environmental risks affect financial systemic risks. The results reveal significant nonlinear interactions between environmental risks and financial vulnerability. In normal market conditions, investor attention can amplify the impact of environmental risks on financial stability.
Green Finance and Micro-Zone Level Carbon Emissions
This study analyzes the effects of green finance policies on carbon emissions across different urbanized areas. The findings show that green finance reduces emissions mainly in urban centers while potentially inducing carbon leakage toward suburban areas.
Under Review
- Linking Air Quality to Housing Markets: Idiosyncratic Effects, Spatial Spillovers, and Policy Insights. Journal of Cleaner Production. First Author.
- Urban-Rural Carbon Dynamics: Quantifying Heterogeneous Reduction, Leakage, and Spillover Effects of the EU ETS. Applied Spatial Analysis and Policy. First Author.
Working Papers
- Modelling and Forecasting Electricity Price Volatility with Climate Factors: Evidence from 16 European Countries.
Education
Fudan University
Ph.D. in Intelligent Science and Technology
2026.09 – Present
Joint Training Program: Beijing Zhongguancun Academy
Lanzhou University
M.A. in Public Policy
2023.09 – 2026.06
Selected Coursework: Advanced Econometrics, R Programming and Applications, GIS and Spatial Analysis, Environmental Governance and Energy Policy.
Renmin University of China
B.A. in Land Resource Management
2019.09 – 2023.06
Selected Coursework: Intermediate Microeconomics, Intermediate Macroeconomics, Real Estate Finance, Geographic Information Systems.
Research Projects
Evaluation of the Reform Pilot Program for Gansu Provincial State-Owned Capital Investment and Operation Companies
Principal Investigator, 2024.09 – 2024.12
Commissioned by the Gansu Provincial Party Committee, this project evaluated the reform pilot program of provincial state-owned capital investment and operation companies. The evaluation report received positive written comments from the Secretary of the Gansu Provincial Party Committee.
Implementation of DRG Payment Reform from the Perspectives of Doctors and Patients
Research Participant, 2021.05 – 2022.05
A municipal-level undergraduate innovation project investigating the implementation of DRG payment reform and providing policy suggestions for hospital payment system transformation.
Smart Campus Connect
National-level Undergraduate Entrepreneurship Project, 2020.05 – 2021.05
Developed a campus information-sharing platform for universities, aiming to improve access to campus information resources and student services.
Skills
Programming and Data Analysis
R, Python, Stata; panel data models, spatial econometrics, machine learning, and financial risk analysis.
Spatial Analysis and Visualization
ArcGIS, GIS spatial analysis, spatial visualization, research figure design, and model result visualization.
Research Methods
Econometrics, policy evaluation, CoVaR models, LSTM-based forecasting, spatial spillover analysis, environmental and financial data analysis.
Languages
Chinese, English. CET-6: 541.
Awards and Activities
- Individual Excellence Award and Outstanding Camp Participant, 2025 AI Future Program, Zhongguancun Academy & Zhongguancun Institute of Artificial Intelligence, 2025.
- Second-Class Graduate Academic Scholarship, School of Management, Lanzhou University, 2025.
- “Charity Ambassador” Honorary Certificate, Muli Tibetan Autonomous County Charity Association, 2021.
- Outstanding Paper Award, Beijing Traffic Engineering Association, 2018.
Contact
Email: liuybbob@163.com
GitHub: https://github.com/Klxxz001
Google Scholar / ORCID: Coming soon