1. 中文

Computational Finance

  • Xue Minggao

    Professor
  • Subordinate unit

    Department of Computational Finance
  • Research Interests

    Investment and financing decisions, Financial Economics, Financial Engineering, Corporate Finance, Financial derivatives and investment analysis, Real Option, etc.
  • Telephone

    E-mail

    xmgwt@mail.hust.edu.cn

Education

Ph.D. (Majored in Mathematical Finance), HUST, 2000.

M.E. (Majored in Probability and Statistical theory), Shanxi Normal University , 1990.

B.E. (Majored in Foundation Mathematics), Shanxi Science and Technology , 1985.

Courses Taught

Financial Economics, Econometrics, Financial Engineering, Internet Finance, Methods of quantitative analysis

Research Interests

Investment and financing decisions, Financial Economics, Financial Engineering, Corporate Finance, Financial derivatives and investment analysis, Real Option, etc.

Representative Research Projects

1. Option game theory evaluation model of R&D alliance and Empirical research ( 70671047)

2. Option pricing of patent technology licensing and empirical study(70871046)

3. Bayesian option game theory evaluation model and empirical study of patent pledge loan (71171091)

4. GARCH real option theoretical evaluation model of Cultural Enterprises and empirical study (71471070)

Representative Research Papers

1. Heng Lei; Minggao Xue; Huiling Liu; Jing Ye ; Precious metal as a safe haven for global ESG stocks: Portfolio implications for socially responsible investing, Resources Policy, 2023. 80: 103170.

2. Shuhua Ma; Minggao Xue; Siwen Ji ; An improved emergy ecological footprint method for ecological security assessment and quantitative analysis of influencing factors: a case study of Zhejiang Province, Journal of Environmental Planning and Management, 2022, 66(14): 2878-2902.

3. Mengxin Shao; Minggao Xue ; Decomposition analysis of carbon emissions: Considering China’s energy efficiency, Energy Reports, 2022, 8: 630-635.

4. Dong, Hanmin; Xue, Minggao; Xiao, Yujia; Liu, Yishuang ; Do carbon emissions impact the health of residents? Considering China's industrialization and urbanization, Science of the Total Environment, 2021, 758: 143688.

5. Lu Xing; Minggao Xue; Mingsheng Hu ; Dynamic simulation and assessment of the coupling coordination degree of the economy–resource–environment system: Case of Wuhan City in China, Journal of Environmental Management, 2019, 230: 474-487 .

Representative Grants and Awards

1. Directed bachelor's degree thesis: “Technology licensing and investment and financing decisions” (author zeng li si ) was awarded the outstanding degree thesis of Hubei Province, 2009

2. Directed bachelor's degree thesis: “The research of our country enterprise donation behavior and its influence on shareholder's benefit” (author Xu ying ) was awarded the outstanding degree thesis of Hubei Province, 2010.

3. Second Award in teaching quality of The Huazhong University of Science and Technology, 2009

4. Directed bachelor's degree thesis: “Research on the dynamic relationship between price return and trading volume and position volume in Shanghai Futures Exchange” (author Zhao chang ) was awarded the outstanding degree thesis of Hubei Province, 2013.

5. “Three Yuren Award” of The Huazhong University of Science and Technology, 2020.

6. Directed bachelor's degree thesis: “Macro-economic impact on the price of carbon permits” (author Luo qi ling ) was awarded the outstanding degree thesis of The Huazhong University of Science and Technology, 2021.