计量经济学、时间序列分析、模型平均、金融计量经济学、中国经济

   

120100-管理科学与工程
1201J4-经济计算与模拟

管理科学与工程，数量经济学，金融计量学

2011-09--2016-07   中国科学院大学   博士
2007-09--2011-07   吉林大学数学学院   学士

2021-04~现在, 中国科学院数学与系统科学研究院, 副研究员
2019-09~2020-05,Cornell University, Visiting Scholar
2019-07~2019-08,University of Hong Kong, Senior Research Assistant
2018-10~2020-12,City University of Hong Kong, Postdoctoral Fellow
2016-07~2021-03,中国科学院数学与系统科学研究院, 助理研究员

数量经济学

   

（1） 第六届中国科协青年人才托举工程, , 其他, 2021
（2） 2019年“年度科研进展奖”成果名称：经济转型与排放规制—气候治理的中国贡献研究, , 研究所（学校）, 2020
（3） 第四届中国计量经济学者论坛“理论计量经济学最佳论文奖”, , 其他, 2020
（4） 关肇直青年研究奖, 研究所（学校）, 2019
（5） 管理科学与工程学会优秀博士学位论文, , 其他, 2019
（6） 2017年度“重要科研进展奖”：区间计量经济模型及其应用研究, 研究所（学校）, 2018
（7） 2018 International Conference on Energy Finance, 其他, 2018

   

[1] Yuying Sun, Xinyu Zhang, Alan TK Wan, Shouyang Wang. Model averaging for interval-valued data. European Journal of Operational Research. 2022, 301(2): 772-784, [2] Huang, Bai, Sun, Yuying, Wang, Shouyang. Estimation of Partially Linear Panel Data Models with Cross-Sectional Dependence. JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY. 2021, https://www.webofscience.com/wos/woscc/full-record/WOS:000614789100005.
[3] Qiao Kenan, Liu Zhengyang, Huang Bai, Sun Yuying, Wang Shouyang. Brexit and Its Impact on the US Stock Market. JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY[J]. 2021, 34(3): 1044-1062, https://www.webofscience.com/wos/woscc/full-record/WOS:000608140200021.
[4] Sun, Yuying, Qiao, Kenan, Wang, Shouyang. Uncertainty shocks of Trump election in an interval model of stock market. QUANTITATIVE FINANCE[J]. 2021, 21(5): 865-879, http://dx.doi.org/10.1080/14697688.2020.1800070.
[5] Sun, Yuying, Hong, Yongmiao, Lee, TaeHwy, Wang, Shouyang, Zhang, Xinyu. Time-varying model averaging. JOURNAL OF ECONOMETRICS[J]. 2021, 222(2): 974-992, http://dx.doi.org/10.1016/j.jeconom.2020.02.006.
[6] He, Yanan, Han, Ai, Hong, Yongmiao, Sun, Yuying, Wang, Shouyang. Forecasting crude oil price intervals and return volatility via autoregressive conditional interval models. ECONOMETRIC REVIEWS[J]. 2021, 40(6): 584-606, [7] Sun, Yuying, Zhang, Xun, Wang, Shouyang. A Hierarchical Forecasting Model for China's Foreign Trade. JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY[J]. 2020, 33(3): 743-759, http://lib.cqvip.com/Qikan/Article/Detail?id=7102378916.
[8] Yang, Boyu, Sun, Yuying, Wang, Shouyang. A novel two-stage approach for cryptocurrency analysis. INTERNATIONAL REVIEW OF FINANCIAL ANALYSIS[J]. 2020, 72: http://dx.doi.org/10.1016/j.irfa.2020.101567.
[9] 张健, 孙玉莹, 张新雨, 汪寿阳. 基于时变模型平均方法的我国航空客运量预测. 系统工程理论与实践[J]. 2020, 40(6): 1509-1519, [10] Sun, Yuying, Bao, Qin, Zheng, Jiali, Wang, Shouyang. Assessing the price dynamics of onshore and offshore RMB markets: An ITS model approach. CHINA ECONOMIC REVIEW[J]. 2020, 62: http://dx.doi.org/10.1016/j.chieco.2020.101476.
[11] Qiao, Kenan, Sun, Yuying, Wang, Shouyang. Market inefficiencies associated with pricing oil stocks during shocks. ENERGY ECONOMICS[J]. 2019, 81: 661-671, [12] Yuying Sun, Yongmiao Hong, Shouyang Wang. Out-of-sample forecasts of China's economic growth and inflation using rolling weighted least squares. 管理科学学报:英文版[J]. 2019, 1-11, http://lib.cqvip.com/Qikan/Article/Detail?id=00004HUJL33N1HH35FD89JLV6PDG9JP19Y.
[13] Sun, Yuying, Zhang, Xun, Hong, Yongmiao, Wang, Shouyang. Asymmetric pass-through of oil prices to gasoline prices with interval time series modelling. ENERGY ECONOMICS[J]. 2019, 78: 165-173, [14] Sun, Shaolong, Sun, Yuying, Wang, Shouyang, Wei, Yunjie. Interval decomposition ensemble approach for crude oil price forecasting. ENERGY ECONOMICS[J]. 2018, 76: 274-287, [15] Sun, Yuying, Wang, Shouyang, Zhang, Xun. How efficient are China's macroeconomic forecasts? Evidences from a new forecasting evaluation approach. ECONOMIC MODELLING[J]. 2018, 68: 506-513, http://dx.doi.org/10.1016/j.econmod.2017.08.028.
[16] Sun, Yuying, Han, Ai, Hong, Yongmiao, Wang, Shouyang. Threshold autoregressive models for interval-valued time series data. JOURNAL OF ECONOMETRICS[J]. 2018, 206(2): 414-446, http://dx.doi.org/10.1016/j.jeconom.2018.06.009.

   

（ 1 ） 大数据时代区间数据的建模理论和应用研究, 主持, 国家级, 2021-01--2024-12
（ 2 ） 非线性区间模型及其在经济和金融中的应用, 主持, 国家级, 2018-01--2020-12
（ 3 ） “计量建模与经济政策研究”基础科学中心项目, 参与, 国家级, 2020-01--2025-12
（ 4 ） 平台供应链的统计学习方法研究, 参与, 国家级, 2021-01--2025-12