Shiyi Chen

Education Background:Ph.D. in Econometrics, Kyungpook National University

Research Interests:Applied Econometrics, Risk Management and Economic Efficiency, Energy Environment and Development Economics



Selected Publications

Professor Shiyi Chen, Special Term Professor of Economics at Fanhai International School of Finance, Director of Green Finance Research Center of Fudan University and Doctoral Supervisor, Deputy Party Secretary and Executive Vice President of Anhui University.

His research interest is in China's economic transformation and financial development, risk management and economic efficiency, energy environment and development economics, applied economic. His current works are published in English journals such as Journal of Econometrics, Quantitative Finance, Journal of Forecasting, Econometrics Journal, Journal of Economic Behavior and Organization, China Economic Review, Energy Economics and top Chinese journals. Professor Chen published two textbooks of Econometrics (Higher Education Press) and Introduction to Green Finance (Fudan Press), and four scholarly monographs such as Energy Environment and Economic Transformation in China (Routledge Taylor & Francis Group, London and New York), Energy-Save and Emission-Abate, Structural Adjustment and Transformation of Industrial Development Model in China and The Nonparametric Theory of Support Vector Regression and Classification with its Applications to Forecasting in Financial Markets (Beijing University Press). He was awarded many academic honors. For instance, his book was received Liu Shibai Economics Prize in 2012 and Peikang Chang Development Economics Prize in 2014. His paper was awarded the prize of Sun Yefang Economic Science, and the first prize of "Shanghai Philosophy and Social Science Outstanding Research Achievement Award" two times.

Professor Chen received his Ph.D. in econometrics from Kyungpook National University in 2006. Prior to that, he received a master degree in Economics from Fudan University (2003).

(Updated by July 2021)

  • Shiyi Chen, Michael T. Chng, and Qingfu Liu, The implied arbitrage mechanism in financial markets, Journal of Econometrics, 2021, Volume 222, Issue 1, Part B, Pages 468-483.
  • Shiyi Chen, and Dengke Chen, A Study of China's Fiscal Expenditure Multiplier in the Light of Economic Cycles, Social Sciences in China, 2019, Volume 8, Page111-207.