罗嘉雯，中山大学博士，华南理工大学工商管理学院财务管理系副教授、博士生导师，曾作为国家公派联合培养博士生前往澳大利亚昆士兰大学交流学习，2011年获中山大学金融学学士学位，2016年获中山大学金融学博士学位。主要研究领域为金融经济学、金融风险管理、金融市场微观结构理论、高频时间序列分析、金融预测理论与应用。讲授投资学、证券投资学、投资银行业务与经营、研究方法论、应用计量经济学等课程。主持国家自然科学基金面上项目和青年项目、教育部人文社会科学研究青年基金等十多项国家和省部级基金项目。研究成果以第一作者或通讯作者发表在金融经济领域的重要国际期刊  'Journal of Empirical Finance',“International Journal of Forecasting”“Journal of Forecasting”, “Journal of Futures Markets”，  “European Journal of Finance”《管理科学学报》《系统工程理论与实践》《中国管理科学》等权威期刊上。获广东省优秀金融成果奖论文类一等奖（2次），向政府机构提交多篇决策咨询成果，决策咨询成果获得国务院办公厅、教育部采纳以及获省部级以上领导批示多次。

Dr. Jiawen Luo is an Associate Professor at Department of Financial Management, School of Business Administration, the South China University of Technology (SCUT). She received her Ph.D. (2016) in Finance from the Sun Yat-sen University (SYSU), and her B.E (2011) in Finance from SYSU, and visited the University of Queensland as a Joined-trained Ph.D. during 2014-2015. Dr. Luo research interests include financial economics, financial Risk management, financial market microstructure, high-frequency time series, theory and application in financial forecasts. She teaches Investments, Investment Banking, Research Methodology, Applied Econometrics. She is a PI for many national, provincial and ministerial funding projects, such as the National Natural Science Foundation of China (NSFC) general project and youth project, and the Ministry of Education Humanities and Social Science Research Youth Fund. Her researches have been published in distinguished journals such as 'Journal of Empirical Finance', 'International Journal of Forecasting', 'Journal of Forecasting', 'Journal of Futures Markets', 'European Journal of Finance' and so on. She has won the first prize of the Guangdong Provincial Outstanding Financial Achievement Award (twice), and submitted a number of consulting reports to government agencies, which have been adopted for many times.

Journal Articles | 期刊论文

1.Luo, Jiawen, Zhenbiao Chen, and Mingmian Cheng. 'Forecasting Realized Betas Using Predictors Indicating Structural Breaks and Asymmetric Risk Effects.' Journal of Empirical Finance 2025

2.罗嘉雯，王升泉，结构变动下我国金融市场高频风险的传染效应研究. 系统工程. 2024

3.罗嘉雯，崔文晓，万欣怡，广州制造业与服务业协同发展的影响机制及经济效应研究. 城市观察.2024.

4.Zhang, Q., Zhang, Z., & Jiawen Luo*. (2024). Asymmetric and high-order risk transmission across VIX and Chinese futures markets. International Review of Financial Analysis, 93, 103114.

5.Jiawen Luo, Walther, T. , Klein, T., Ji, Q.. Forecasting Realized Volatility of Crude Oil Futures Prices based on Machine Learning, Journal of Forecasting, 2024

6.Shengquan Wang, Jiawen Luo, Understanding the energy sector deregulations: international evidence, Empirical Economics, 2024, 66:1511–1551

7.Jiawen Luo, Qun Zhang. (2024). Air pollution, weather factors, and realized volatility forecasts of agricultural commodity futures, Journal of Futures Markets, 44, 151-217

8.罗嘉雯，崔文晓，史昕蕾.产融结合对制造业企业绩效的影响研究 [J].华南理工大学学报. 2023.3(25), 47-60-29.

9.Jiawen Luo., Chen, Z., & Wang, S. (2023). Realized volatility forecast of financial futures using time-varying HAR latent factor models. Journal of Management Science and Engineering, 8(2), 214-243.

10.罗嘉雯. 《应用计量经济学》课程的“应用导向型”教学与探讨[J]. 商科教育研究. 2022(2), 25-2

11.罗嘉雯，崔文晓，万欣怡. 双重视角下金融与科技的空间关联效应研究[J]. 工信财经科技. 2022,12(06):47-66.

12.Jiawen Luo., Marfatia, H. A., Ji, Q., & Klein, T. (2023). Co-volatility and asymmetric transmission of risks between the global oil and China's futures markets. Energy Economics, 117, 106466.

13.Jiawen Luo, Demirer, R., Gupta, R., & Ji, Q. (2022). Forecasting oil and gold volatilities with sentiment indicators under structural breaks. Energy Economics, 105, 105751.

14.Jiawen Luo, Klein, T., Ji, Q., & Hou, C. (2022). Forecasting realized volatility of agricultural commodity futures with infinite Hidden Markov HAR models. International Journal of Forecasting, 38(1), 51-73.

15.Marfatia, H. A., Ji, Q., & Jiawen Luo*(2022). Forecasting the volatility of agricultural commodity futures: The role of co‐volatility and oil volatility. Journal of Forecasting, 41(2), 383-404.

16.Jiawen Luo, Qun Zhang, Risk contagions between global oil markets and China's agricultural commodity markets under structural breaks. Applied Economics. 2020 (46), 1-22

17.Jiawen Luo., Ji, Q., Klein, T., Todorova, N., & Zhang, D.. On realized volatility of crude oil futures markets: Forecasting with exogenous predictors under structural breaks. Energy Economics, 2020, 89：104781.

18.Jiawen Luo, Langnan Chen, Realized volatility forecast with the Bayesian random compressed multivariate HAR model, International Journal of Forecasting, 2020,36(3):781-799.

19.Jiawen Luo, Langnan Chen, Modelling and forecasting the multivariate realized volatility of financial markets with time-varying sparsity, Emerging Markets Finance and Trade, 2020,56(2), 392-408

20.罗嘉雯，万欣怡. 粤港澳大湾区特色金融产业发展与创新对策研究[J]. 城市观察， 2021,66(2),20-29.

21.Jiawen Luo, Langnan Chen, Multivariate realized volatility forecasts of agricultural commodity futures, Journal of Futures Markets, 2019,12 (39): 1565-1586

22.Jiawen Luo, Shengquan Wang, The Asymmetric High-frequency Volatility Transmission across International Stock Markets, Finance Research Letters, 2019 (31):104-109

23.Jiawen Luo, Langnan Chen, Weiguo Zhang, Covariance breakdowns and connectedness of crude oil futures markets with non-synchronous data, Applied Economics,  2019,51(9), 422-443.

24.Jiawen Luo, Qiang Ji, High-frequency volatility connectedness between crude oil and China’s agricultural commodity markets, Energy Economics, 2018,76:424-438

25.Jiawen Luo, Langnan Chen,Volatility dependences of stock markets with structural breaks, European Journal of Finance, 2018, 24(17),1727-1753

26.罗嘉雯， 陈浪南. 基于TVS-MHAR模型金融市场多元波动率的预测[J]. 系统工程理论与实践，2018 ,38 (7), 1677-1689

27.罗嘉雯， 陈浪南. 基于贝叶斯因子模型金融高频波动率预测研究[J].  管理科学学报 2017 ,16 (8), 13-¬ (获第十届广东省优秀金融成果奖论文类一等奖）

28.罗嘉雯，陈浪南. 多国股票市场的高频波动相关性研究[J].  中国管理科学，2018,26(2), 116-126  (人大书报资料中心全文转载）

29.Jiawen Luo, Langnan Chen, and Hao Liu. 'Distribution characteristics of stock market liquidity.' Physica A: Statistical Mechanics and its Applications 392.23 (2013): 6004¬-6014.

30.Jiawen Luo, Langnan Chen, Realized volatility forecast for stock index futures using the HAR models with Bayesian approaches, China Accounting and Finance Review, 18(3), 2016:22-¬50.

31.Chen Langnan, Jiawen Luo, and Hao Liu. 'The determinants of liquidity with G-RJMCMC¬VS model: Evidence from China.' Economic Modelling 35 (2013): 192¬-198.

32.陈浪南，罗嘉雯，刘昊 基于TVP¬VAR¬GCK模型的量价时变关系研究[J].  管理科学学报 2015 ,18 (9), 72-¬85.

33.罗嘉雯, 陈浪南. 金融发展影响科技创新的实证研究[J]. 中国科技论坛, 2013, 1(8): 128-¬133.

1.广东省社会科学基金面上项目

2.广州市哲学社科智库项目

3.国家自然科学基金面上项目

4.国家自然科学基金青年科学基金项目

5.教育部人文社会科学研究青年基金

6.中国博士后科学基金面上资助项目

7.广东省自然科学基金项目博士启动项目

8.广东省自然科学基金软科学项目

9.广东省自然科学基金面上项目

10.广州市哲学社会科学“十四五”规划项目

11.广州市哲学社会科学“十三五”规划项目

12.中央高校科研业务费资助项目

1.《工信财经科技》最佳论文奖

2.第十一届广东省优秀金融成果奖成果类一等奖

3.第十届广东省优秀金融成果奖论文类一等奖

4.2016年度广东省优秀研究生

5.2015年度国家博士研究生奖学金

6.2014年度中山大学优秀博士奖学金

7.2013年度国家博士研究生奖学金

8.2013年度中山大学笹川奖学金优秀论文奖

9.2013年度中山大学笹川奖学金优秀青年基金

10.2012年岭南学院董事会奖学金

11.2011年度中山大学优秀本科毕业生