游万海
基本信息
游万海
副教授
研究方向
金融计量; 金融风险; 环境研究
讲授课程
《统计学原理》、《大数据与数据挖掘》、《统计分析软件（r语言）》、《统计分析软件及应用》(python)、《抽样调查理论及方法》
凯发k8登录的联系方式
- 通信地址： 经济与管理学院北楼 210
- 电子邮箱： hnstedu@163.com
个人简介
游万海，男，博士，福州大学经济与管理学院教师，统计学及应用统计学专业硕士生导师。主要研究方向为环境污染研究、能源金融市场风险溢出研究。近年来，先后主持教育部人文社科青年项目、福建省自然科学基金面上项目、福建省社会科学规划项目等多项课题，在《world development》、《economics letters》、《energy economics》、《finance research letters》、《统计研究》、《数量经济技术经济研究》杂志上发表论文30余篇。受邀担任《energy economics》、《finance research letters》、《international review of financial analysis》、《中国管理科学》等 期刊匿名审稿人。
学习经历
工作经历
科研项目
[1]. 中国博士后科学基金面上项目, 绿色金融政策对我国环境质 量的影响机制建模及优化策略研究, 2020-2022，在研，主持.
[2]. 教育部人文社科项目，青年项目，绿色低碳背景下城市环境空间治理及其实现路径研究，2019-2022，在研，主持.
[3]. 福建省自然科学基金，面上项目，城市环境污染驱动因素、溢出效应与协同治理机制研究-基于贝叶斯空间动态面板分位数模型，2019-2022，在研，主持.
[4] 福建省社会科学基金.贝叶斯空间面板计量模型及其在福建省生态环境中的应用研究, 2016-2019, 结项，主持.
[2]. 教育部人文社科项目，青年项目，绿色低碳背景下城市环境空间治理及其实现路径研究，2019-2022，在研，主持.
[3]. 福建省自然科学基金，面上项目，城市环境污染驱动因素、溢出效应与协同治理机制研究-基于贝叶斯空间动态面板分位数模型，2019-2022，在研，主持.
[4] 福建省社会科学基金.贝叶斯空间面板计量模型及其在福建省生态环境中的应用研究, 2016-2019, 结项，主持.
获奖经历
[1] 福州市第十届社会科学优秀成果奖（三等奖）,福州市, 2020.
[2] 福建省第十三届社会科学优秀成果奖（三等奖）,福建省人民政府, 2019.
[3] 游万海(1/1)，基于分位数回归的城市服务业集聚影响因素研究，湖南省人民政府学位委员会，2014 年度湖南省优秀硕士学位论文，2014.
[4] 游万海(2/3)，金融集聚影响因素空间计量模型及其应用研究，中国统计教育年会，全国大学生统计建模大赛，一等奖，2009.
[2] 福建省第十三届社会科学优秀成果奖（三等奖）,福建省人民政府, 2019.
[3] 游万海(1/1)，基于分位数回归的城市服务业集聚影响因素研究，湖南省人民政府学位委员会，2014 年度湖南省优秀硕士学位论文，2014.
[4] 游万海(2/3)，金融集聚影响因素空间计量模型及其应用研究，中国统计教育年会，全国大学生统计建模大赛，一等奖，2009.
近年发表的主要论文
[42] haoke ding, yinghua ren, wanhai you* et al. does uncertainty granger-causes visitor arrivals? evidence from the mf-var model[j]. quality & quantity, 2021, forthcoming.
[41] wanhai you, yue zhang, chien-chiang lee*. the dynamic impact of economic growth and economic complexity on co2 emissions: an advanced panel data estimation[j]. economic analysis and policy, 2021.
[40] wanhai you, yue zhang, chien-chiang lee*. climate risk, economic stability, and tourism: a cross-sectionally dependent heterogeneous panel causality analysis[j]. energy research letters, 2021, 2(2): 25723.
[39] shujin zhu, yiding tang, xingzhi qiao, wanhai you, cheng peng. spatial effects of participation in global value chains on co2 emissions: a global spillover perspective[j]. emerging markets finance and trade, 2021: 1-14.
[38] yinghua ren, wanru zhao, wanhai you*, kaikai zhai. multiscale and partial correlation networks analysis of risk connectedness in global equity markets[j]. physica a: statistical mechanics and its applications, 2021, 573: 125911.
[37] zhou z, sun w, xiao h, wanhai you*. does partisan conflict affect us innovation? [j]. applied economics letters, 2021: 1-10.
[36] yawei guo, jianping li, yehua li, wanhai you*. the roles of political risk and crude oil in stock market based on quantile cointegration approach: a comparative study in china and us[j]. energy economics, 2021: 105198.
[35] yawei guo, wanhai you, chien-chiang lee. co2 emissions, income inequality, and country risk: some international evidence[j]. environmental science and pollution research, 2020: 1-21.
[34] minjie hu, ruzi li, wanhai you, yaobin liu, chien-chiang lee. spatiotemporal evolution of decoupling and driving forces of co2 emissions on economic growth along the belt and road. journal of cleaner production, 2020, 277, 123272.
[33] rilong fei, wanhai you*, wang h l. can china achieve its co2 emission reduction targets in agriculture sector? evidence from technological efficiency analysis[j]. international journal of environmental science and technology, 2020, 17(10): 4249-4264.
[32] wanhai you, zhike lv. spillover effects of economic globalization on co2 emissions: a spatial panel approach. energy economics, 2018, 73, 248-257.
[31] ningli wang, wanhai you*, cheng peng. heterogeneous risk spillovers from crude oil to regional natural gas markets: the role of the shale gas revolution. energy sources, part b: economics, planning, and policy, 2019, 14(6), 215-234.
[30] wanhai you, yehua li, peng guo, yawei guo*. income inequality and co2 emissions in belt and road initiative countries: the role of democracy.environmental science and pollution research, 2019, 1-22.
[29] shaozhen han, wanhai you*, shijing nan. zombie firms, external support and corporate environmental responsibility: evidence from china. journal of cleaner production, 2019, 212, 1499-1517.
[28] wanhai you*, yawei guo,huiming zhu, yong tang. oil price shocks, economic policy uncertainty and industry stock returns in china: asymmetric effects with quantile regression. energy economics, 2017, 68: 1-18.
[27] wanhai you*, yawei guo, cheng peng. twitter's daily happiness sentiment and the predictability of stock returns. finance research letters, 2017, 23: 58-64.
[26] wanhai you, huiming zhu(*), keming yu, cheng peng. democracy, financial openness, and global carbon dioxide emissions: heterogeneity across existing emission levels. world development, 2015, 66(2): 189-207.
[25] huiming zhu, wanhai you(*), yinghua ren. a note on the long-run determinants of economic growth. applied economics letters, 2014, 21(2): 99-102.
[24] huiming zhu(*), wanhai you, zhaofa zeng. urbanization and co2 emissions: a semi-parametric panel data analysis. economics letters, 2012, 117 (3):848-850
[23] 任英华(*)，游万海．一种新的空间权重矩阵选择方法．统计研究，2012, 29(6): 99-105。
[22] 任英华(*)，游万海，徐玲. 现代服务业集聚形成机理空间计量分析. 人文地理，2011 (1): 82-87。
[21] 任英华(*)，游万海，陈雪梅. 现代服务业集聚竞争力评价模型及其应用. 统计与信息论坛, 2010, 25(10):65-69。
[20] 任英华(*), 徐玲, 游万海. 金融集聚影响因素空间计量模型及其应用. 数量经济技术经济研究, 2010(5): 104-115。
[19] 任英华(*), 沈凯娇, 游万海. 不同空间权重矩阵下文化产业集聚机制和溢出效应——基于2004—2011 年省际面板数据的实证. 统计与信息论坛, 2015, 30(2): 82-87。
[18] peng guo, huiming zhu, wanhai you. asymmetric dependence between economic policy uncertainty and stock market returns in g7 and bric: a quantile regression approach. finance research letters, 2018, 25, 251-258.
[17] peng cheng, huiming zhu, xianghua jia, wanhai you. stock price synchronicity to oil shocks across quantiles: evidence from chinese oil firms. economic modelling, 2017, 61: 248-259.
[16] huiming zhu, yawei guo, wanhai you, yaqin xu. the heterogeneity dependence between crude oil price changes and industry stock market returns in china: evidence from a quantile regression approach. energy economics, 2016, 55: 30-41.
[15] huiming zhu, cheng peng, wanhai you. quantile behaviour of cointegration between silver and gold prices. finance research letters, 2016, 19: 119-125.
[14] huiming zhu, xianfang su, wanhai you, yinghua ren. asymmetric effects of oil price shocks on stock returns: evidence from a two-stage markov regime-switching approach. applied economics, 2016: 1-17.
[13] xianfang su，huiming zhu，wanhai you，yinghua ren. heterogeneous effects of oil shocks on exchange rates: evidence from a quantile regression approach. springerplus, 2016, 5(1): 1187.
[12] huiming zhu, yawei guo, wanhai you. an empirical research of crude oil price changes and stock market in china: evidence from the structural breaks and quantile regression. applied economics, 2015, 47(56): 6055-6074.
[11] huiming zhu, zhaolai li, wanhai you, zhaofa zeng. revisiting the asymmetric dynamic dependence of stock returns: evidence from a quantile autoregression model. international review of financial analysis, 2015, 40 (4):142-153.
[10]杨柳, 朱慧明, 游万海, 黄仁存. 金融发展与能源强度协整关系的实证分析[j].统计与决策, 2018, 34(15):162-165。
[9]余文涛, 周小亮, 游万海. 行业税负、企业规模异质性与生产效率——基于江苏省创意产业的经验证据[j]. 南京航空航天大学学报(社会科学版), 2017, 19(04):18-24 36。
[8]朱慧明, 李小依, 游万海, 彭成. 基于贝叶斯psecm模型的非线性协整能源需求研究[j].统计与决策, 2016 (07): 122-127。
[7]朱慧明, 蒋丽萍, 游万海. 基于gibbs抽样的贝叶斯黄金期货市场长记忆特征研究[j].统计与决策, 2015(11):148-151。
[6]朱慧明, 苗坤, 彭成, 游万海, 庞跃华.非贵金属期货市场对白银期货市场的贝叶斯非线性效应研究[j].经济数学, 2014, 31(04):1-7。
[5] 朱慧明, 彭成, 游万海, 邓超. 基于贝叶斯wishart波动模型的原油市场与股市动态相依性研究. 中国管理科学, 2014, 22(7):1-9。
[4] 朱慧明, 彭成, 游万海, 曾昭法，任英华. 基于贝叶斯面板平滑转换模型的区域资本流动性研究.湖南大学学报(自然科学版)，2014, 41(4) : 113-117。
[3] 朱慧明, 黄仁存, 游万海. 贝叶斯隐马尔科夫异质面板模型及应用研究. 统计研究，2014, 31(7): 97-104。
[2] 朱慧明, 游万海, 李小依. 基于贝叶斯面板平滑转换模型的房价阈值效应研究. 湖南大学学报: 社会科学版, 2014, 28(5): 66-73。
[1] 朱慧明，欧阳文静，游万海. 基于贝叶斯动态面板数据模型的中国出口贸易地区结构研究.财经理论与实践，2014, 35 (188): 109-115。
[41] wanhai you, yue zhang, chien-chiang lee*. the dynamic impact of economic growth and economic complexity on co2 emissions: an advanced panel data estimation[j]. economic analysis and policy, 2021.
[40] wanhai you, yue zhang, chien-chiang lee*. climate risk, economic stability, and tourism: a cross-sectionally dependent heterogeneous panel causality analysis[j]. energy research letters, 2021, 2(2): 25723.
[39] shujin zhu, yiding tang, xingzhi qiao, wanhai you, cheng peng. spatial effects of participation in global value chains on co2 emissions: a global spillover perspective[j]. emerging markets finance and trade, 2021: 1-14.
[38] yinghua ren, wanru zhao, wanhai you*, kaikai zhai. multiscale and partial correlation networks analysis of risk connectedness in global equity markets[j]. physica a: statistical mechanics and its applications, 2021, 573: 125911.
[37] zhou z, sun w, xiao h, wanhai you*. does partisan conflict affect us innovation? [j]. applied economics letters, 2021: 1-10.
[36] yawei guo, jianping li, yehua li, wanhai you*. the roles of political risk and crude oil in stock market based on quantile cointegration approach: a comparative study in china and us[j]. energy economics, 2021: 105198.
[35] yawei guo, wanhai you, chien-chiang lee. co2 emissions, income inequality, and country risk: some international evidence[j]. environmental science and pollution research, 2020: 1-21.
[34] minjie hu, ruzi li, wanhai you, yaobin liu, chien-chiang lee. spatiotemporal evolution of decoupling and driving forces of co2 emissions on economic growth along the belt and road. journal of cleaner production, 2020, 277, 123272.
[33] rilong fei, wanhai you*, wang h l. can china achieve its co2 emission reduction targets in agriculture sector? evidence from technological efficiency analysis[j]. international journal of environmental science and technology, 2020, 17(10): 4249-4264.
[32] wanhai you, zhike lv. spillover effects of economic globalization on co2 emissions: a spatial panel approach. energy economics, 2018, 73, 248-257.
[31] ningli wang, wanhai you*, cheng peng. heterogeneous risk spillovers from crude oil to regional natural gas markets: the role of the shale gas revolution. energy sources, part b: economics, planning, and policy, 2019, 14(6), 215-234.
[30] wanhai you, yehua li, peng guo, yawei guo*. income inequality and co2 emissions in belt and road initiative countries: the role of democracy.environmental science and pollution research, 2019, 1-22.
[29] shaozhen han, wanhai you*, shijing nan. zombie firms, external support and corporate environmental responsibility: evidence from china. journal of cleaner production, 2019, 212, 1499-1517.
[28] wanhai you*, yawei guo,huiming zhu, yong tang. oil price shocks, economic policy uncertainty and industry stock returns in china: asymmetric effects with quantile regression. energy economics, 2017, 68: 1-18.
[27] wanhai you*, yawei guo, cheng peng. twitter's daily happiness sentiment and the predictability of stock returns. finance research letters, 2017, 23: 58-64.
[26] wanhai you, huiming zhu(*), keming yu, cheng peng. democracy, financial openness, and global carbon dioxide emissions: heterogeneity across existing emission levels. world development, 2015, 66(2): 189-207.
[25] huiming zhu, wanhai you(*), yinghua ren. a note on the long-run determinants of economic growth. applied economics letters, 2014, 21(2): 99-102.
[24] huiming zhu(*), wanhai you, zhaofa zeng. urbanization and co2 emissions: a semi-parametric panel data analysis. economics letters, 2012, 117 (3):848-850
[23] 任英华(*)，游万海．一种新的空间权重矩阵选择方法．统计研究，2012, 29(6): 99-105。
[22] 任英华(*)，游万海，徐玲. 现代服务业集聚形成机理空间计量分析. 人文地理，2011 (1): 82-87。
[21] 任英华(*)，游万海，陈雪梅. 现代服务业集聚竞争力评价模型及其应用. 统计与信息论坛, 2010, 25(10):65-69。
[20] 任英华(*), 徐玲, 游万海. 金融集聚影响因素空间计量模型及其应用. 数量经济技术经济研究, 2010(5): 104-115。
[19] 任英华(*), 沈凯娇, 游万海. 不同空间权重矩阵下文化产业集聚机制和溢出效应——基于2004—2011 年省际面板数据的实证. 统计与信息论坛, 2015, 30(2): 82-87。
[18] peng guo, huiming zhu, wanhai you. asymmetric dependence between economic policy uncertainty and stock market returns in g7 and bric: a quantile regression approach. finance research letters, 2018, 25, 251-258.
[17] peng cheng, huiming zhu, xianghua jia, wanhai you. stock price synchronicity to oil shocks across quantiles: evidence from chinese oil firms. economic modelling, 2017, 61: 248-259.
[16] huiming zhu, yawei guo, wanhai you, yaqin xu. the heterogeneity dependence between crude oil price changes and industry stock market returns in china: evidence from a quantile regression approach. energy economics, 2016, 55: 30-41.
[15] huiming zhu, cheng peng, wanhai you. quantile behaviour of cointegration between silver and gold prices. finance research letters, 2016, 19: 119-125.
[14] huiming zhu, xianfang su, wanhai you, yinghua ren. asymmetric effects of oil price shocks on stock returns: evidence from a two-stage markov regime-switching approach. applied economics, 2016: 1-17.
[13] xianfang su，huiming zhu，wanhai you，yinghua ren. heterogeneous effects of oil shocks on exchange rates: evidence from a quantile regression approach. springerplus, 2016, 5(1): 1187.
[12] huiming zhu, yawei guo, wanhai you. an empirical research of crude oil price changes and stock market in china: evidence from the structural breaks and quantile regression. applied economics, 2015, 47(56): 6055-6074.
[11] huiming zhu, zhaolai li, wanhai you, zhaofa zeng. revisiting the asymmetric dynamic dependence of stock returns: evidence from a quantile autoregression model. international review of financial analysis, 2015, 40 (4):142-153.
[10]杨柳, 朱慧明, 游万海, 黄仁存. 金融发展与能源强度协整关系的实证分析[j].统计与决策, 2018, 34(15):162-165。
[9]余文涛, 周小亮, 游万海. 行业税负、企业规模异质性与生产效率——基于江苏省创意产业的经验证据[j]. 南京航空航天大学学报(社会科学版), 2017, 19(04):18-24 36。
[8]朱慧明, 李小依, 游万海, 彭成. 基于贝叶斯psecm模型的非线性协整能源需求研究[j].统计与决策, 2016 (07): 122-127。
[7]朱慧明, 蒋丽萍, 游万海. 基于gibbs抽样的贝叶斯黄金期货市场长记忆特征研究[j].统计与决策, 2015(11):148-151。
[6]朱慧明, 苗坤, 彭成, 游万海, 庞跃华.非贵金属期货市场对白银期货市场的贝叶斯非线性效应研究[j].经济数学, 2014, 31(04):1-7。
[5] 朱慧明, 彭成, 游万海, 邓超. 基于贝叶斯wishart波动模型的原油市场与股市动态相依性研究. 中国管理科学, 2014, 22(7):1-9。
[4] 朱慧明, 彭成, 游万海, 曾昭法，任英华. 基于贝叶斯面板平滑转换模型的区域资本流动性研究.湖南大学学报(自然科学版)，2014, 41(4) : 113-117。
[3] 朱慧明, 黄仁存, 游万海. 贝叶斯隐马尔科夫异质面板模型及应用研究. 统计研究，2014, 31(7): 97-104。
[2] 朱慧明, 游万海, 李小依. 基于贝叶斯面板平滑转换模型的房价阈值效应研究. 湖南大学学报: 社会科学版, 2014, 28(5): 66-73。
[1] 朱慧明，欧阳文静，游万海. 基于贝叶斯动态面板数据模型的中国出口贸易地区结构研究.财经理论与实践，2014, 35 (188): 109-115。
出版著作