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Zhang Wenting  ZHANG WENTING

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… Alternative Names

ZHANG WENTING  チョウ ブンテイ

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Researcher Number 31003816
Other IDs
Affiliation (Current) 2026: 新潟県立大学, 国際経済学部, 講師
Affiliation (based on the past Project Information) *help 2024 – 2025: 統計数理研究所, リスク解析戦略研究センター, 特任助教
Review Section/Research Field
Principal Investigator
0107:Economics, business administration, and related fields / Basic Section 07060:Money and finance-related
Keywords
Principal Investigator
分位数連動性 / GARCH-MIDAS-QRモデル / 時系列データ分析 / 波及効果 / 地政学リスク / Macroeconomic shocks / Quantile regression / GARCH-MIDAS / BRICS / Geopolitical risk / 高頻度金融時系列予測 / 深層学習モデル / リスク波及効果
  • Research Projects

    (2 results)
  • Research Products

    (3 results)
  • Co-Researchers

    (1 People)
  •  リスク波及効果を考慮した革新的深層学習モデルの開発と高頻度金融時系列予測への応用Principal Investigator

    • Principal Investigator
      ZHANG WENTING
    • Project Period (FY)
      2025 – 2029
    • Research Category
      Grant-in-Aid for Early-Career Scientists
    • Review Section
      Basic Section 07060:Money and finance-related
    • Research Institution
      The Institute of Statistical Mathematics
  •  地政学リスクが金融市場とマクロ経済へのリスク波及効果:GARCH-MIDAS-QRとQC-FTによりPrincipal Investigator

    • Principal Investigator
      ZHANG WENTING
    • Project Period (FY)
      2024 – 2025
    • Research Category
      Grant-in-Aid for Research Activity Start-up
    • Review Section
      0107:Economics, business administration, and related fields
    • Research Institution
      The Institute of Statistical Mathematics

All 2024

All Journal Article Presentation

  • [Journal Article] Quantile Connectedness of Uncertainty Indices, Carbon Emissions, Energy, and Green Assets: Insights from Extreme Market Conditions2024

    • Author(s)
      Liu Tiantian、Zhang Yulian、Zhang Wenting、Hamori Shigeyuki
    • Journal Title

      Energies

      Volume: 17 Issue: 22 Pages: 5806-5806

    • DOI

      10.3390/en17225806

    • Peer Reviewed / Open Access / Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-22K01424, KAKENHI-PROJECT-24K22651
  • [Journal Article] Integrating Textual and Financial Time Series Data for Enhanced Forecasting*2024

    • Author(s)
      Mou Shangyang、Xue Qiang、Zhang Wenting、Kinkyo Takuji、Hamori Shigeyuki、Chen Jinhui、Takiguchi Tetsuya、Ariki Yasuo
    • Journal Title

      2024 16th IIAI International Congress on Advanced Applied Informatics (IIAI-AAI)

      Volume: - Pages: 541-544

    • DOI

      10.1109/iiai-aai63651.2024.00103

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-24K22651
  • [Presentation] Can NFTs hedge the risk of traditional assets after the COVID-19 pandemic?2024

    • Author(s)
      Wenting Zhang
    • Organizer
      日本ファイナンス学会第6回秋季研究大会
    • Data Source
      KAKENHI-PROJECT-24K22651
  • 1.  羽森 茂之
    # of Collaborated Projects: 0 results
    # of Collaborated Products: 1 results

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