基本信息
郭琨  女  硕导  经济与管理学院
电子邮件: guokun@ucas.ac.cn
通信地址: 中关村东路80号六号楼211室
邮政编码: 100190

研究领域

​气候与能源金融,虚拟经济与系统复杂性,大数据经济分析

招生信息


招生专业
020204-金融学
020209-数量经济学
120100-管理科学与工程

教育背景

2006-09--2011-07   中国科学院大学   管理学博士
2002-09--2006-06   北京师范大学   管理学学士/理学学士

工作经历

   
工作简历
2017-12~现在, 中国科学院大学, 副研究员
2013-12~2017-11,中国科学院大学, 助理研究员
2011-09~2013-11,中国科学院虚拟经济与数据科学研究中心, 博士后
社会兼职
2022-09-30-今,民建北京市金融委, 副主任兼秘书长
2022-06-27-今,International Review of Financial Analysis(IRFA), 副主编
2022-01-01-今,Frontiers in Environmental Science, 客座主编
2021-11-30-今,国际能源转型学会(ISETS)中国能源金融联盟(CNEFN), 秘书长
2020-12-12-今,中国管理现代化研究会, 副秘书长
2020-11-06-今,中国优选法统筹法与经济数学研究会气候金融分会, 副秘书长
2016-12-30-今,中国科学院大学教育基金会成思危基金, 秘书长
2016-06-21-今,中国管理现代化研究会商务智能专委会, 秘书长

教授课程

高级微观经济学
虚拟经济概论
经典金融文献阅读
创新管理与创新经济学
衍生金融工具
金融市场实务
多元统计分析
高级经济学

专利与奖励

   
奖励信息
(1) 2022年中国管理学年会优秀论文奖, 部委级, 2022
(2) ITQM国际会议最佳论文奖, 一等奖, 其他, 2019
(3) ITQM国际会议最佳论文奖, 一等奖, 其他, 2017
(4) 中国科学院大学第六届博士后学术论坛二等奖, 二等奖, 研究所(学校), 2013
(5) ICCS国际会议优秀论文奖, 一等奖, 其他, 2010
(6) 第8届风险管理与金融系统工程国际会议优秀论文奖, 一等奖, 其他, 2010

出版信息

   
发表论文
[1] Donglan Liu, Xin Liu, Kun Guo, Qiang Ji, Yingxian Chang. Spillover Effects among Electricity Prices, Traditional Energy Prices and Carbon Market under Climate Risk. International Journal of Environmental Research and Public Health[J]. 2023, 20(2): 1116-, [2] Chen, Yajie, Guo, Kun, Ji, Qiang, Zhang, Dayong. "Not all climate risks are alike": Heterogeneous responses of financial firms to natural disasters in China. FINANCE RESEARCH LETTERS[J]. 2023, 52: http://dx.doi.org/10.1016/j.frl.2022.103538.
[3] Lijun Gao, Kun Guo, Xianhua Wei. Dynamic relationship between green bonds and major financial asset markets from the perspective of climate change. Frontiers in Environmental Science[J]. 2023, 10: 1109796-, [4] Yiran Shen, Chang Liu, Xiaolei Sun, Kun Guo. Investor sentiment and the Chinese new energy stock market: A risk–return perspective. INTERNATIONAL REVIEW OF ECONOMICS AND FINANCE[J]. 2023, 84: 395-408, http://dx.doi.org/10.1016/j.iref.2022.11.035.
[5] Wang, Jiaqi, Tang, Jiulin, Guo, Kun. Green Bond Index Prediction Based on CEEMDAN-LSTM. FRONTIERS IN ENERGY RESEARCH[J]. 2022, 9: http://dx.doi.org/10.3389/fenrg.2021.793413.
[6] 姬强, 胡旻, 马嫣然, 张大永, 郭琨. 全球数字货币波动对中国金融资产的风险溢出效应研究. 管理评论[J]. 2022, 34(2): 102-111, http://lib.cqvip.com/Qikan/Article/Detail?id=7107185922.
[7] 姬强, 赵万里, 张大永, 郭琨. 气候风险感知对金融市场的影响——基于中国企业层面的微观证据. 计量经济学报[J]. 2022, 2(3): 666-680, http://lib.cqvip.com/Qikan/Article/Detail?id=7107897006.
[8] 孙毅, 李欣芮, 洪永淼, 司马红, 郑艳丽, 刘志颖, 郭琨. 基于高质量发展的数字经济监测评估体系构建――以北京市全球数字经济标杆城市建设为例. 中国科学院院刊[J]. 2022, 37(6): 812-824, http://lib.cqvip.com/Qikan/Article/Detail?id=7107361558.
[9] Geng, Xueqing, Guo, Kun. Research on dynamic structure of the exchange rate volatility network among the Belt and Road countries based on spillover effect. APPLIED ECONOMICS LETTERS[J]. 2022, 29(5): 446-454, [10] Fengqi Liu, Yuxin Kang, Kun Guo. Is electricity consumption of Chinese counties decoupled from carbon emissions? A study based on Tapio decoupling index. ENERGY[J]. 2022, 251: http://dx.doi.org/10.1016/j.energy.2022.123879.
[11] 索玮岚, 郭琨, 孙晓蕾, 姬强. 基于智库双螺旋法的秦创原科技创新发展指数研究. 中国科学院院刊[J]. 2022, 37(6): 736-744, [12] Wang, Yijing, Geng, Xueqing, Guo, Kun. The influence of international oil price fluctuation on the exchange rate of countries along the "Belt and Road". NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE[J]. 2022, 59: http://dx.doi.org/10.1016/j.najef.2021.101588.
[13] Yong Shi, Yuanchun Zheng, Kun Guo, Xinyue Ren. Relationship between Herd Behavior and Chinese Stock Market Fluctuations during a Bullish Period Based on Complex Networks. INTERNATIONAL JOURNAL OF INFORMATION TECHNOLOGY & DECISION MAKING[J]. 2022, 21(1): 405-421, 10.1142/S0219622021400010.
[14] Qianqian Feng, Yijing Wang, Xiaolei Sun, Jianping Li, Kun Guo, Jianming Chen. What drives cross-border spillovers among sovereign CDS, foreign exchange and stock markets?. GLOBAL FINANCE JOURNAL[J]. 2022, http://dx.doi.org/10.1016/j.gfj.2022.100773.
[15] Liao, Zhewen, Zhang, Hongli, Guo, Kun, Wu, Ning. A Network Approach to the Study of the Dynamics of Risk Spillover in China's Bond Market. ENTROPY[J]. 2021, 23(7): http://dx.doi.org/10.3390/e23070920.
[16] Shi, Yong, Li, Wei, Zhu, Luyao, Guo, Kun, Cambria, Erik. Stock trading rule discovery with double deep Q-network. APPLIED SOFT COMPUTING[J]. 2021, 107: http://dx.doi.org/10.1016/j.asoc.2021.107320.
[17] Shi, Yong, Zheng, Yuanchun, Guo, Kun, Ren, Xinyue. Stock movement prediction with sentiment analysis based on deep learning networks. CONCURRENCY AND COMPUTATION-PRACTICE & EXPERIENCE[J]. 2021, 33(6): http://dx.doi.org/10.1002/cpe.6076.
[18] Zhenni Jin, Kun Guo. The Dynamic Relationship between Stock Market and Macroeconomy at Sectoral Level: Evidence from Chinese and US Stock Market. COMPLEXITY[J]. 2021, 2021: https://doaj.org/article/18d55f9284fd48abbeda7fcaec6bc331.
[19] Geng, Xueqing, Guo, Kun. Research on dynamic structure of the exchange rate volatility network among the Belt and Road countries based on spillover effect. APPLIED ECONOMICS LETTERS[J]. 2021, https://www.webofscience.com/wos/woscc/full-record/WOS:000611615200001.
[20] Cui, Yixi, Liu, Zixin, Li, Ziran, Guo, Kun, Sun, Yishan. Research on multiscale features and integrated forecasting of the Belt and Road exchange rate index. CONCURRENCY AND COMPUTATION-PRACTICE & EXPERIENCE[J]. 2021, 33(6): http://dx.doi.org/10.1002/cpe.6053.
[21] Liu, Fengqi, Kang, Yuxin, Guo, Kun, Sun, Xiaolei. The relationship between air pollution, investor attention and stock prices: Evidence from new energy and polluting sectors. ENERGY POLICY[J]. 2021, 156: http://dx.doi.org/10.1016/j.enpol.2021.112430.
[22] Yue Liu, Haoyuan Feng, Kun Guo. The Dynamic Relationship between Macroeconomy and Stock Market in China: Evidence from Bayesian Network. COMPLEXITY[J]. 2021, https://doaj.org/article/96aaa21d95914d8882178a6af9cf0a56.
[23] He, Shuying, Guo, Kun. What factors contribute to the mutual dependence degree of China in its crude oil trading relationship with oil-exporting countries?. ENERGY[J]. 2021, 228: http://dx.doi.org/10.1016/j.energy.2021.120547.
[24] Sun, Yi, Jin, Quan, Cheng, Qing, Guo, Kun. New tool for stock investment risk management Trend forecasting based on individual investor behavior. INDUSTRIAL MANAGEMENT & DATA SYSTEMS[J]. 2020, 120(2): 388-405, http://dx.doi.org/10.1108/IMDS-03-2019-0125.
[25] 孙毅, 周满, 郭琨. 政府补贴对人工智能上市公司的创新产出影响机制研究——基于创新投入的中介效应. 科技促进发展[J]. 2020, 736-745, http://lib.cqvip.com/Qikan/Article/Detail?id=00002GCKLJ787JP0MPDO2JP1MFR.
[26] Wei, Zhixi, Luo, Yu, Huang, Zili, Guo, Kun. Spillover effects of RMB exchange rate among B&R countries: Before and during COVID-19 event. FINANCE RESEARCH LETTERS[J]. 2020, 37: http://dx.doi.org/10.1016/j.frl.2020.101782.
[27] 崔啸, 郭琨, 金圳妮, 羊淦, 廖哲文. 基于TEI@I的中国利率多尺度波动特征研究. 管理评论[J]. 2020, 32(7): 111-122, http://lib.cqvip.com/Qikan/Article/Detail?id=7102422534.
[28] Shi, Yong, Zheng, Yuanchun, Guo, Kun, Jin, Zhenni, Huang, Zili. The Evolution Characteristics of Systemic Risk in China's Stock Market Based on a Dynamic Complex Network. ENTROPY[J]. 2020, 22(6): https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7517145/.
[29] Shi, Yong, Ren, Xinyue, Guo, Kun, Zhou, Yi, Wang, Jun. Research on the economic development pattern of Chinese counties based on electricity consumption. ENERGY POLICY[J]. 2020, 147: http://dx.doi.org/10.1016/j.enpol.2020.111881.
[30] 孙毅, 程晴, 金全, 郭琨. 社会互动对投资者处置效应的影响——基于社交投资平台模拟交易的实证研究. 管理评论[J]. 2020, 32(10): 72-82, http://lib.cqvip.com/Qikan/Article/Detail?id=7103238266.
[31] Jin, Zhenni, Guo, Kun, Sun, Yi, Lai, Lin, Liao, Zhewen. The industrial asymmetry of the stock price prediction with investor sentiment: Based on the comparison of predictive effects with SVR. JOURNAL OF FORECASTING[J]. 2020, 39(7): 1166-1178, https://www.webofscience.com/wos/woscc/full-record/WOS:000530876600001.
[32] Zhewen Liao, Zhongxing Wang, Kun Guo. The dynamic evolution of the characteristics of exchange rate risks in countries along "The Belt and Road" based on network analysis.. PLOS ONE[J]. 2019, 14(9): https://doaj.org/article/61ff9d68ec894d9a860d09e2bd9428c9.
[33] Shi, Yong, Zhu, Luyao, Li, Wei, Gao, Kun, Zheng, Yuanchun. Survey on Classic and Latest Textual Sentiment Analysis Articles and Techniques. INTERNATIONAL JOURNAL OF INFORMATION TECHNOLOGY & DECISION MAKING[J]. 2019, 18(4): 1243-1287, http://dx.doi.org/10.1142/S0219622019300015.
[34] 贾蕊蕊, 刘海燕, 郭琨. 中国农村商业银行经营绩效及其外部影响因素分析. 管理评论[J]. 2018, 30(11): 26-34, http://lib.cqvip.com/Qikan/Article/Detail?id=6100008836.
[35] Li, Wei, Guo, Kun, Shi, Yong, Zhu, Luyao, Zheng, Yuanchun. DWWP: Domain-specific new words detection and word propagation system for sentiment analysis in the tourism domain. KNOWLEDGE-BASED SYSTEMS[J]. 2018, 146: 203-214, http://dx.doi.org/10.1016/j.knosys.2018.02.004.
[36] An, Na, Wang, Baixue, Pan, Peilin, Guo, Kun, Sun, Yi. Study on the influence mechanism of air quality on stock market yield and Volatility: Empirical test from China based on GARCH model. FINANCE RESEARCH LETTERS[J]. 2018, 26: 119-125, http://dx.doi.org/10.1016/j.frl.2017.12.002.
[37] 鲁晓琳, 郭琨, 董志. 经济虚拟化背景下经济增长与通货膨胀的互动机制研究. 管理评论[J]. 2018, 30(1): 14-23, http://lib.cqvip.com/Qikan/Article/Detail?id=674403980.
[38] Lai, Lin, Guo, Kun. The performance of one belt and one road exchange rate: Based on improved singular spectrum analysis. PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS[J]. 2017, 483: 299-308, http://dx.doi.org/10.1016/j.physa.2017.04.108.
[39] Lu, Xiaolin, Guo, Kun, Dong, Zhi, Wang, Xuan. Financial development and relationship evolvement among money supply, economic growth and inflation: a comparative study from the US and China. APPLIED ECONOMICS[J]. 2017, 49(10): 1032-1045, https://www.webofscience.com/wos/woscc/full-record/WOS:000390690600007.
[40] Guo, Kun, Sun, Yi, Qian, Xin. Can investor sentiment be used to predict the stock price? Dynamic analysis based on China stock market. PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS[J]. 2017, 469: 390-396, http://dx.doi.org/10.1016/j.physa.2016.11.114.
[41] Wang, Xuan, Guo, Kun, Lu, Xiaolin. The long-run dynamic relationship between exchange rate and its attention index: Based on DCCA and TOP method. PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS[J]. 2016, 453: 108-115, http://dx.doi.org/10.1016/j.physa.2016.01.092.
[42] 王岩, 郭琨, 王珏, 郑永和. 国家自然科学基金申请量快速增长试析——以面上项目为例. 中国科学基金[J]. 2013, 44-48, [43] 郭琨, 崔啸, 王珏, 汪寿阳, 成思危. 京十二条房地产调控政策的影响基于tei@i方法论. 管理科学学报[J]. 2012, 15(4): 4-11, http://lib.cqvip.com/Qikan/Article/Detail?id=41738344.
[44] 郭琨, 成思危. 人民币汇率指数研究. 管理评论[J]. 2012, 24(9): 3-10, http://lib.cqvip.com/Qikan/Article/Detail?id=43355299.
[45] 郭琨, 周炜星, 成思危. 中国股市的经济晴雨表作用——基于热最优路径法的动态分析. 管理科学学报[J]. 2012, 15(1): 1-10, http://lib.cqvip.com/Qikan/Article/Detail?id=40569628.
[46] Guo, Kun, Zhou, WeiXing, Cheng, SiWei, Sornette, Didier. The US Stock Market Leads the Federal Funds Rate and Treasury Bond Yields. PLOS ONE[J]. 2011, 6(8): https://doaj.org/article/4f7dabb3a34e4f3fb61d25e975dc4452.
[47] 郭琨, 成思危. 金融状况指数研究评述. 国际金融研究[J]. 2011, 67-73, http://lib.cqvip.com/Qikan/Article/Detail?id=37713599.
发表著作
(1) 国际科学基金资助战略研究, 科学出版社, 2012-02, 第 4 作者

科研活动

   
科研项目
( 1 ) 新华丝路国别智库数据平台咨询项目, 负责人, 企业委托, 2018-01--2022-12
( 2 ) 经济指数编制研究(含中国智能制造发展指数和全球氢经济发展指数两个子课题), 负责人, 企业委托, 2017-06--2018-12
( 3 ) 基于耗散股票系统理论模型的中国股票市场演化分析, 负责人, 国家任务, 2016-01--2018-12
( 4 ) 成思危经济学思想研究, 负责人, 企业委托, 2019-01--2022-12
( 5 ) 一带一路汇率风险的测度、影响与对策研究, 负责人, 研究所自选, 2018-12--2020-12
( 6 ) 世欣控股金融业务风险管理&绩效评估项目, 负责人, 企业委托, 2016-01--2016-12
( 7 ) 基于TEI@I的股市与货币政策的动态关联性研究, 负责人, 国家任务, 2013-10--2015-12
( 8 ) 基于TEI@I的中国股票市场政策市特征研究, 负责人, 国家任务, 2012-12--2014-12
( 9 ) 科学基金项目层绩效评估研究, 负责人, 国家任务, 2012-01--2012-12
( 10 )  “一带一 路”汇率风险对义乌中小企业外贸业务的影响及应对, 负责人, 研究所自选, 2019-03--2020-03
( 11 ) “一带一路”倡议下金融市场风险的跨境传染机制与预警研究, 负责人, 研究所自选, 2020-10--2022-10
( 12 ) 中国智能制造发展指数2019报告, 负责人, 企业委托, 2020-01--2021-07
( 13 ) 面向电力看经济的大数据洞察预测分析技术架构与应用, 负责人, 企业委托, 2022-11--2023-12
( 14 ) 金融服务乡村振兴指数研究, 负责人, 企业委托, 2022-07--2024-09
( 15 ) 面向东盟的物流金融研究, 负责人, 企业委托, 2022-09--2023-09