个人简历

教授简介
北京大学国家发展研究院（长聘）副教授、发树学者，北京大学数字金融研究中心副主任,《经济学（季刊）》副主编。黄卓老师于2011年获得斯坦福大学经济学博士学位，曾获得斯坦福大学经济系“最佳博士生候选人论文奖”、北京大学教学优秀奖、青年教师教学基本功比赛二等奖、“优秀班主任”称号、曹凤岐金融发展基金“金融青年科研优秀奖”、北京大学数字金融研究中心卓越贡献奖。2014年获得应用计量经济学领域的国际权威期刊Journal of Applied Econometrics的“Richard Stone最佳论文奖”。2015年获得第七届高等学校科学研究优秀成果奖（人文社会科学）论文类二等奖。 2017年获得北京大学“中国工商银行经济学优秀学者奖”。2018年起获得“发树学者”荣誉称号。黄卓老师的发表论文曾入选ESI全球经济学与商学领域前1%高被引论文。多次获得国家自然科学基金、教育部和国家高端智库科研项目资助，目前还担任中国金融四十人论坛特邀研究员、“数字金融开放研究计划”首任秘书长、“金融科技教育与研究50人论坛”成员和中国青年金融学者联谊会理事。黄卓老师2019年当选北京大学第七届教职工代表大会代表。
现任：
北大国发院发树学者、经济学副教授、北京大学数字金融研究中心副主任
教授课程：
金融计量学、 高级计量经济学、实证金融学、 期权期货和衍生品市场、公司金融

已出版著作
《数字金融的力量：为实体经济赋能》 （北京大学数字金融研究中心课题组著， 黄卓主编），中国人民大学出版社 ， 2018年。
《互联网金融时代中国个人征信体系建设研究》，黄卓等著，中国社会科学出版社，2018年。
《科技赋能：中国数字金融的商业实践》 （谢绚丽主编，北京大学数字金融中心课题组著(课题组成员)），中国人民大学出版社，2018年。
《金融科技的中国时代：数字金融12讲》（黄卓、王海明、沈艳、谢绚丽合编），中国人民大学出版社，2017年。
《数字普惠金融的中国实践》（北京大学数字金融研究中心课题组著(课题组成员)），中国人民大学出版社， 2017年。
《互联网金融12讲》（黄益平、王海明、沈艳、黄卓合编），人民大学出版社，2016年。
主持课题
2019 国家高端智库立项课题 “普惠金融的数字基础设施建设”
2018-2021黄益平教授主持的国家社科基金重大课题 （18ZDA091）子课题负责人 \

近期论文

学术论文
主要工作论文
Measuring China's Stock Market Sentiment（with Jia Li, Yun Chen, Yan Shen and Jingyi Wang), submitted.
The Effects of Economic Uncertainty on Financial Volatility: A Comprehensive Investigation (with Chen Tong, Tianyi Wang and Cong Zhang), under revision.
Volatility During the Financial Crisis Through the Lens of High Frequency Data: A Realized GARCH Approach (with Denisa Banulescu, Peter ReinhardHansen and Marius Matei)，under revision.
——presentedon the Econometric Society 2015 World Congress in Montréal, Canada
——presented on the Eighth Annual SoFiE Conference in CREATES at Aarhus University, 2015
——presentedon the Tenth Annual SoFiE Conference in New York, 2017
Evaluating the Accrual Anomaly with the Decomposition Method (with Dawei Lin and Zhimin Qiu), submitted.
Heterogeneous Beliefs and the Beta Anomaly in the Chinese A-share Stock Market (with Shu Chen and Zhimin Qiu), under revision.
Pricing the CBOE VIX with Realized GARCH: the Role of Variance Risk Premium (with Peter Reinhard Hansen and Tianyi Wang), working paper 2017.
——presented on the Eighth Annual SoFiE Conference in CREATES at Aarhus University, 2015
——presented on the conference New Developments in Measuring and Forecasting Financial Volatility at Duke University,September 2016.
Do Realized Higher Moments Have Information Content? - VaR Forecasting Based on the Realized GARCH-RSRK Model（with Tianyi Wang and Hong Yan）, submitted.
Volatility Spillover along the Forward Curve: Empirical Evidence from the Realized Volatility of Crude Oil Futures (with Fang Liang, Chen Tong and Xiaoyong Cui), submitted.
中国宏观经济不确定性对企业创新活动的影响 （与邓妍、邱晗合著），已投稿。
主要英文发表论文
Efficient Estimation of Multivariate Semi-nonparametric GARCH Filtered Copula Models (with Xiaohong Chen and Yanping Yi), Forthcoming at Journal of Econometrics.
The Predictive Power of Macroeconomic Uncertainty for Commodity Futures Volatility (with Fang Liang and Chen Tong), Forthcoming at International Review of Finance.
Modeling Dynamic Higher Moments of Crude Oil Futures (with Fang Liang, Tianyi Wang, and Chao Li), Forthcoming at Finance Research Letters.
Evaluating the Accrual Anomaly in the Chinese Stock Market with the Decomposition Method (with Dawei Lin and Zhimin Qiu), Forthcoming at China Economic Journal.
Asymmetric Correlation in Predicting Portfolio Returns (with Nianling Wang, Lijie Zhang and Yong Li), Forthcoming at International Review of Finance.
Which Model for Option Valuation in China? Empirical Evidence from SSE 50 ETF Options (with Chen Tong and Tianyi Wang), Applied Economics, 2020, Volume 52, Number 17, 1866–1880.
Does Measurement Error Matter in Volatility Forecasting? Empirical Evidence from the Chinese Stock Market(with Yajing Wang, Fang Liang and Tianyi Wang), Economic Modelling. Volume 87, May 2020, Pages 148-157.
VIX Term Structure and VIX Futures Pricing with Realized Volatility (with Chen Tong and Tianyi Wang), Journal of Futures Markets, Volume 39, Issue 1，2019.
The Spillover of Macroeconomic Uncertainty between the U.S. and China (with Chen Tong, Han Qiu and Yan Shen), Economics Letters,Volume 171, October 2018.
Stock Liquidity and Firm Value: Evidence from China (with Lijie Zhang, Yong Li and Xinhan Chen),Applied Economics Letters, Volume 25, Issue 1, 2018.
Pricing the CBOE VIX Futures with the Heston-Nandi GARCH Model (with Tianyi Wang, Yiwen Shen and Yueting Jiang), Journal of Futures Markets, Vol 37, Issue 7, 2017.
Option Pricing with the Realized GARCH Model: An Analytical Approximation Approach (with Tianyi Wang and Peter Reinhard Hansen), Journal of Futures Markets, Volume 37, Issue 4, 2017.
The Impact of Privatization on TFP: A Quasi-Experiment in China” (with Zhi Luo, Xiaohua Wang and Tianyi Wang),Annals of Economics and Finance,Volume 18, Issue 1, 2017.
China’s Personal Credit Reporting System in the Internet Finance Era: Challenges and Opportunities (with Yang Lei and Shihan Shen),China Economic Journal, Volume 9. No. 3, 2016.
Exponential GARCH Modeling with Realized Measures of Volatility (with Peter Reinhard Hansen),Journal of Business & Economic Statistics，Volume 34, Issue 2, 2016.
Revisiting the Risk-return Relation: Decomposition of Risk Premium and Volatility Feedback Effect(with Liu Hao, Shihan Shen and Tianyi Wang), China Economic Journal, Volume 9. No. 2, 2016.
Modeling the Long Memory Volatility Using Realized Measures of Volatility (with Hao Liu and Tianyi Wang), Economic Modelling，Volume 52, January 2016.
The Spirit of Capitalism and the Equity Premium,(with Qin Wang, Yiheng Zou and Yu Ren), Annals of Economics and Finance, Vol. 16, Issue 2, November 2015.
Is There a Structural Change in the Persistence of WTI-Brent Oil Spreads in Post-2010? (with Wei Chen and Yanping Yi),Economic Modelling , Volume 50,November 2015 .
The Asset Management Industry in China: Its Past Performance and Future Prospects” (with Zhiwu Chen and Peng Xiong), Journal of Portfolio Management, Volume 41, No. 5, 2014.
Estimation of Extreme Value-at-Risk: An EVT Approach for Quantile GARCH Model, (with Yanping Yi and Xingdong Feng), Economics Letters, Volume 124, Issue 3, 2014.
Oil Price Drivers and Movements: The Challenge for Future Research, (with Huntington, Hillard, Al-Fattah, Saud M., Gucwa, Michael and Nouri, Ali), Alternative Investment Analyst Review, Vol. 2, Issue 4, 2014.
Realized GARCH: A Joint Model of Returns and Realized Measures of Volatility (with Peter Reinhard Hansen and Howard Shek), Journal of Applied Econometrics, Vol. 27, No. 6, 2012.
Winner of the Richard Stone Best Paper Prize for the two years of 2012-2013 at Journal of Applied Econometrics
Thomson Reuters ESI Top 1% Highly Cited Paper
第七届高等学校科学研究优秀成果奖（人文社会科学）二等奖
Ownership Restructuring, Marketization and Wealth Inequality in Urban China: 1995 and 2002 (with Xiaobin He), China & World Economy, Vol. 20, No. 5, 2012.
The Relationship between Volatility and Trading Volume in the Chinese Stock Market: A Volatility Decomposition Perspective (with Tianyi Wang), Annals of Economics and Finance, Vol. 13, No. 1, 2012.
Price Volatility Forecast for Agricultural Commodity Futures with High Frequency Data (with Wen Huang, Marius Matei and Tianyi Wang), Romanian Journal of Economic Forecasting, No.4, 2012.
主要中文发表论文
文本大数据分析在经济学和金融学中的应用：一个文献综述（与沈艳、陈赟合著），《经济学（季刊）》，2019, Vol. 18(4): 1153-1186。
测量中国的金融不确定性：基于大数据的方法 (与邱晗、沈艳、童晨合著)，《金融研究》, 2018年第11期。
“中国的数字金融发展：现在与未来” ，（与黄益平合著），《经济学（季刊）》， 2018年第4期。
“基于混频数据抽样的已实现波动率长记忆模型”（与王天一、刘浩合著），《系统工程学报》，2018年第6期。
“关于我国风电和光伏发电补贴缺口和大比例弃电问题的研究”，北京大学国家发展研究院和人民大学经济学院联合课题组（课题组成员），《国际经济评论》，2018年第4期。
“经济不确定对金融市场的影响：一个文献综述”，（与童晨、梁方合著）， 《金融科学》，2017年第2期。
“Gram-Charlier分布在动态金融高阶矩建模中的近似误差”（与王天一、李超合著），《数理统计与管理》，2017年第5期。
“ 征信体系是P2P回归信息中介的关键”（与雷阳合著），《征信》，2016年第4期。
“动态金融高阶矩建模：基于Generalized-t分布和Gram-Charlier展开分布的比较研究”（与李超合著），《中国管理科学》，2015年第10期。
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