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Hua Renhai's scientific research achievements
Theme:

1. Market price discovery based on information connection: theoretical and empirical research, supported by National Natural Science Foundation of China (70573044)

2. The National Natural Science Foundation Project (7044 10 1 1) Study on the Characteristics of Price Fluctuation and Excessive Speculation in China Futures Market.

3. Research on the international pricing function of China copper futures market, bidding topic of Shanghai Futures Exchange (05 137).

4. China Futures Association's joint research project "Research on Price Discovery Function and Operation Efficiency of China Futures Market" (ZZ200502).

5. Research on the function of China agricultural futures market and the relationship between futures market and spot market, which is funded by the Philosophy and Social Science Fund of Jiangsu Education Department (05JB790012).

6. Empirical study on the operating efficiency of China futures market, supported by the Philosophy and Social Science Fund of Jiangsu Provincial Department of Education (02SJB790002).

7. Research on risk measurement method of stock market, a national statistical research project (LX00 139)

8. Quantitative design of risk management of China Commercial Bank, supported by Philosophy and Social Science Fund of Jiangsu Provincial Department of Education (00SJD7900 12

Thesis:

1. Hua Renhai, Chen Baizhu. The Influence of Price Limit System on the Price Discovery Process and Volatility of Futures Market —— Based on Shanghai Futures Exchange

Certificate research, quantitative economy, technical economy research, 2006.5

2. Zhai Min, Hua Renhai. Research on the correlation between domestic and foreign gold markets, industrial economy research, 2006.2

3. Yu Honghai, Hua Renhai. Research on Trading Behavior, Inertia and Reversal Strategy in China Futures Market, China Finance, 2005+08, Vol.3, No.4. 。

4. Hua Renhai. Dynamic relationship between spot price and futures price: an empirical study based on Shanghai Futures Exchange, World Economy, August 2005.

5. Hua Renhai, Chen Baizhu. Research on the Correlation of Futures Prices in Domestic and Foreign Futures Markets, Economics (Quarterly), April 2004, Volume 3, No.3.

6. Hua Renhai, Chen Baizhu. Long-Memory Research on Futures Price Returns and Its Volatility Variance in China Futures Market, Financial Research, February 2004.

7. Hua Renhai, Zhong. An empirical analysis of the dynamic relationship between futures price fluctuation and trading volume and short position in China futures market, quantitative economy, technology and economic research, July 2004.

8. Hua Renhai. Study on Weekly Calendar Effect of Futures Price Returns and Conditional Volatility Variance in China Futures Market, Statistical Study, August 2004.

9. Hua Renhai, Chen Baizhu. Research on Copper and Aluminum Hedging in Shanghai Futures Exchange, China Finance, 2004.3, Volume 2,No. 1.

10. Hua Renhai, Zhong. Dynamic Analysis of the Relationship among Futures Price Return, Trading Volume and Volatility in China Futures Market, Statistical Research, July 2003.

1 1. Hua Renhai, Zhong. Empirical test of futures price validity of Shanghai Futures Exchange, Research on Quantitative Economy and Technical Economy, 2003.438+0.

12. Hua Renhai, Zhong. Overview of futures market hedging theory, economic trend, 2002+0438+0.

13. Hua Renhai, Zhong. Empirical analysis and statistical study on the relationship between copper quantity and price in Shanghai Futures Exchange, 2002.8.

14. huarenhai. An Empirical Study on the Price Discovery Function of Shanghai Futures Exchange, Papers of the 9th Annual Global Finance Conference, Beijing: Peking University Press, May 2002.

15. Hua Renhai, Zhong. Empirical analysis of the relationship between volume and price in China futures market, research on quantitative economy and technical economy, 2002.6.

16. Hua Renhai, Zhong. Study on the seasonal effect of soybean futures price returns on Dalian Commodity Exchange, Finance and Trade Economy, July 2002.

17. Hua Renhai, Zhong. An Empirical Analysis of the Price Discovery Function of China Futures Market, Nankai Business Review, May 2002.

18. huarenhai. Comparison and enlightenment of China-US securities market supervision system, Journal of Southeast University, 200 1.4

19. huarenhai. An insurance risk assessment model, statistical research, 200 1.2.