中国金融研究中心  温晓倩   副教授  硕士生导师



Dr. Xiaoqian Wen is an Associate Professor in ICFS, SWUFE. She received her B.A. in Economics (with honors equivalent to the top university student) from Southwest Jiaotong University (SWJTU) in 2009,  then received her PhD in Sustainability (PhD Dual Award) and PhD in Management from Curtin University and SWJTU, respectively, in 2015. Her principle research areas are financial risk management and energy finance, with a particular focus on systemic risk, portfolio management, commodity (energy) markets and resources-based companies.


Curtin University Top-up Scholarship, 2014; Medal of Si-Shi-Yang-Hua (the highest student honor in SWJTU), 2013; China’s State Scholarship, 2013; CSC (China Scholarship Council) Scholarship, 2013.

  • Investments, Undergraduate

    Corporate Finance, Master



  • Paper Publication

    Alphabetical order of authorship

    Dependence of stock and commodity futures markets in China: implications for portfolio investmentEmerging Markets Review, 21, 183-200, with S. Hammoudeh, D.K. Nguyen, and J.C. Reboredo, 2014.

    Are China’s new energy stock prices driven by new energy policies? Renewable & Sustainable Energy Reviews, 45, 624-636, with J.C. Reboredo, 2015.

    Contribution order of authorship

    Wen, X., Bouri, E.*, Roubaud, D., 2017. Does oil product reform increase returns and uncertainty in the Chinese stock market? Quarterly Review of Economics and Finance, online, https://doi.org/10.1016/j.qref.2017.08.003.

    Wen, X., Nguyen, D.K.*, 2017. Can investors of Chinese energy stocks benefit from diversification into commodity futures? Economic Modelling, 66, 184-200.

    Wen, X.*, Bouri, E., Roubaud, D., 2017. Can energy commodity futures add to the value of carbon assets? Economic Modelling, 62, 194-206.

    Guo, Y., Wen, X.*, Wu, Y., Guo, X., 2016. How is China’s coke price related with the world oil price? The role of extreme movements. Economic Modelling, 58, 22-33.

    Wen, X.*, Guo, Y., Wei, Y., Huang, D., 2014. How do the stock prices of new energy and fossil fuel companies correlate? Evidence from China. Energy Economics, 41, 63-75.

    Wen, X.*, Wei, Y., Huang, D., 2012. Measuring contagion between energy market and stock market during financial crisis: A copula approach. Energy Economics, 34(5), 1435-1446.

    Wen, X.*, Wei, Y., Huang, D., 2014. Extreme dependence of China’s and the world oil market: Empirical evidence and implications. Journal of Energy Markets, 7(1), 1-29.


    2017 CFAM 2017, SHUFE, Shanghai, China; IFS Internal Conference, SWUFE, Chengdu, China; Commodity and Energy Markets Conference, University of Oxford, Oxford, UK; 9th International Finance Conference (IFC9), Paris, France.

    2016 International Conference on Energy Finance, Zhejiang University, Hangzhou, China.

  • 2017-2019 主持 国家自然科学基金青年项目“我国大宗商品市场系统性风险的测度研究” (No. 71601157).

    2015-2016 主持 引进人才科研启动资助项目“基于Copula 函数的我国上市公司系统性风险敞口的测度研究”.

  • Peer reviewer for articles submitted to Emerging Markets Review, Energy Economics, The Energy Journal, Economic Modelling, Energy Policy, and Emerging Markets Finance and Trade.