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吴菲，女，西南财经大学讲师。
人物简历
教育经历
英国伯明翰大学 经济学博士
澳大利亚昆士兰大学 商科硕士（职业会计方向）
西南财经大学 管理学学士（注册会计师方向）
工作经历
2022年至今 副研究员 西南财经大学 中国家庭金融调查与研究中心
2020年-2021年 讲师 西南财经大学 中国家庭金融调查与研究中心
教学经历
2011-2014年 西南财经大学经济与管理学院海外学习交流中心 学术论文写作（全英文，本科）
2021-2022年 西南财经大学 财务报表分析（全英文，本科）
研究方向
系统性风险 金融市场 国际货币市场 大宗商品期货市场 资源环境经济学
研究成果
期刊论文
[1]Wu, F. 2019. Sectoral contributions to systemic risk in the Chinese stock market. Finance Research Letters, 31, 386-390.
[2]Wu, F., Zhang, D. & Zhang, Z. 2019. Connectedness and risk spillovers in China' stock market: A sectoral analysis. Economic Systems, 43, 100718.
[3]Wu, F. 2020. Stock market integration in East and Southeast Asia: The role of global factors. International Review of Financial Analysis, 67, 101416.
[4]Zhang, Z. & Wu, F*. 2020. Moral hazard, external governance and risk-taking: Evidence from Commercial banks in China. Finance Research Letters. 37, 101383. DOI:
[5]Wu, F., Ji, Q., Zhao, W. & Zhang, D. 2020. Dependency, centrality and dynamic networks for commodity futures prices. International Review of Economics and Finance, 67, 118-132. （ESI高被引论文）
[6]Zhang, D., Zhao, W., Wu, F. and Ji, Q. 2020. Financial integration in Asia: A systemic view on currency markets. Asian Economic Papers, 19, 41-58.
[7]Zhang, Z., Zhang, D., Wu, F. & Ji, Q. 2021. Systemic risk in the Chinese financial system: a copula-based network approach. International Journal of Finance and Economics, 26, 2044–2063.
[8]Ma, Y.-R., Ji, Q., Wu, F*. & Pan, J. 2021. Financialization, idiosyncratic information and commodity co-movements. Energy Economics, 94, 105083,
[9]Wu, F., Zhang, D. & Ji, Q. 2021. Systemic risk and financial contagion across top global energy companies. Energy Economics, 97, 105221.
[10]Wu, F., Zhang, Z., Zhang, D. & Ji, Q. 2021. Identifying systemically important financial institutions in China: New evidence from a dynamic copula-CoVaR approach. Annals of Operations Research, DOI:
[11]Chen, Y., Zhang, D., Ji, Q. & Wu, F*. 2022. Climate risks and foreign direct investment in developing countries: The role of national governance. Sustainability Science, 17,1723-1740.
[12]Wang, T., Zhang, D., Ji, Q. & Wu, F*. 2022. Time-varying determinants of China’s liquefied natural gas import prices: A dynamic model averaging approach. Energy, 259, 125013.
[13]Zhai, P., Wu, F., Ji, Q. & Nguyen, D.K*. 2022. From fears to recession? Time-frequency risk contagion among stock and CDS markets during the COVID pandemic. International Journal of Finance and Economics, 1– 30.
[14]Wu, F., Xiao, X., Zhou, X., Zhang, D*. & Ji, Q. 2022. Complex risk contagions among large international energy firms: A multi-layer network analysis. Energy Economics, DOI: 114, 106271. 10.1016/j.eneco.2022.106271.
[15]Wang, T., Wu, F., Zhang, D*. & Ji, Q. 2023. Energy market reforms in China and the time-varying connectedness of domestic and international markets. Energy Economics, DOI: 117, 106495. 10.1016/j.eneco.2022.106495.
[16]Wu, F., Ji, Q., Ma, Y.-R. & Zhang, D. 2023. Investor sentiments and extreme risk spillovers from oil to stock markets: evidence from Asian countries. Journal of the Asia Pacific Economy, DOI: 10.1080/13547860.2023.2170050.[1]