梁方
梁方
2015-Present National School of Development, Peking University, China
Ph.D. Candidate in Finance
Advisor: Prof. Zhuo Huang
2018-2019 Department of Economics, University of North Carolina at Chapel Hill, U.S.A.
Visiting Ph.D. Student
Oversea Advisor: Prof. Peter Reinhard Hansen
2011-2015 School of Economics, Nankai University, China
B.A. in Economics
Outstanding Graduate (3%)
[-] The Predictive Power of Macroeconomic Uncertainty for Commodity Futures Volatility, with Zhuo Huang and Chen Tong, International Review of Finance (SSCI), forthcoming.
[-] Does Measurement Error Matter in Volatility Forecasting? Empirical Evidence from the Chinese Stock Market, with Zhuo Huang, Tianyi Wang, and Yajing Wang, Economic Modelling (SSCI), forthcoming.
[-] Modeling Dynamic Higher Moments of Crude Oil Futures, with Zhuo Huang, Chao Li, and Tianyi Wang, Finance Research Letters (SSCI), forthcoming.
[-] The Impacts of Economic Uncertainty on Financial Markets: A Literature Survey, with Zhuo Huang and Chen Tong, Financial Science 《金融科学》, 2, 20-35, 2017.
[-] The Pricing of Volatility and Liquidity Risk in Carry Trade, with Yi Huang and Jia Li.
[-] The Weekly Rhythm of Volatility, with Peter Reinhard Hansen and Zhuo Huang.
[-] The Predictive Power of Macroeconomic Uncertainty for Commodity Futures Volatility, with Zhuo Huang and Chen Tong, International Review of Finance (SSCI), forthcoming.

2019 Fourth International Workshop in Financial Econometrics, Maceió, Alagoas, Brazil.
Top international conference in financial econometrics
Presenting author of “The Weekly Rhythm of Volatility”.
2019 Financial Econometrics Seminar, Duke University, U.S.A.
Presenting author of “The Pricing of Volatility and Liquidity Risk in Carry Trade”.
2019 Econometrics Workshop, University of North Carolina at Chapel Hill, U.S.A.
Presenting author of “The Weekly Rhythm of Volatility”.
2019 CIFER Macro and International Economics Seminar, Tsinghua PBCSF, China.
Presenting author of “The Pricing of Volatility and Liquidity Risk in Carry Trade”.
2018 International Workshop on Financial Stability in a New Era, Geneva, Switzerland.
Discussant of “Leverage Network and Market Contagion” by Jiangze Bian, Zhi Da, Dong Lou, and Hao Zhou.
2018 The 5th Applied Financial Modelling Conference, Kampar, Malaysia.
Presenting author of “The Predictive Power of Macroeconomic Uncertainty for Commodity Futures Volatility”.
2018 The 3rd PKU-NUS Annual International Conference on Quantitative Finance and Economics, Peking University, China.
Presenting author of “The Predictive Power of Macroeconomic Uncertainty for Commodity Futures Volatility”.
Data Analysis and Econometrics Programming (Undergraduate), National School of Development, Peking University 2019
•Teaching Assistant
Financial Economics (Undergraduate), TA of the Year, National School of Development, Peking University 2017
Economic Policy: Microeconomic Analysis (Graduate), in English, Institute of South-South Cooperation and Development, Peking University 2017
Financial Technology (Graduate), National School of Development, Peking University 2016
CSC (China Scholarship Council) Grants, 2018-2019
TA of the Year, National School of Development, 2017
Fangzheng Scholarship, Peking University, 2017
Public Spirit and Social Practice Award, Peking University, 2017
Outstanding Graduate, Nankai University, 2015
Scholarship for Excellent Academic Performance, People’s Government of Tianjin, 2013