Wenting Zhang

Project Assistant Professor, Institute of Statistical Mathematics
10-3 Midori-cho, Tachikawa, Tokyo 190-8562, Japan
zhangwt [at] ism.ac.jp, choubunntei [at] yahoo.co.jp
Google Scholar | Researchmap | ResearchGate | Resume

I am a Project Assistant Professor at the Institute of Statistical Mathematics. I am also an Affiliated Researcher at the Graduate School of Economics at Kobe University. I got a PhD. at the Department of Economics at Kobe University, supervised by Professor Shigeyuki Hamori. The main direction of my research is the time series analysis of financial market crises. I specialize in using econometric models such as ARMA-GARCH models, DCC-GARCH models, TVP-VAR models, Data mining techniques, and machine learning models.

Research interest: Empirical Finance, Time series analysis, Machine learning, Data analysis

News

Mar 25, 2024 Awarded by Rokkodai Research Excellence Award, Kobe University.
Aug 3, 2023 Invited to present at The 6th International Conference on Econometrics and Statistics (EcoSta 2023).
Apr 1, 2023 Invited to be the membership of Western Economic Association International.
Mar 31, 2023 Awarded by Rokkodai Research Excellence Award, Kobe University.
Apr 1, 2022 Awarded the Scholarship Student by Otsuka Toshimi Scholarship Foundation.
Apr 1, 2021 Awarded the Scholarship Student by Otsuka Toshimi Scholarship Foundation.
Mar 31, 2021 Awarded by Rokkodai Research Excellence Award, Kobe University.
Mar 31, 2020 Awarded by Rokkodai Research Excellence Award, Kobe University.

Papers

  1. Enhancing Economic Time Series Prediction with News Text Data and Numerical Data: A Transformer-Based Approach
    Shangyang Mou, Wenting Zhang , Takuji Kinkyo, Shigeyuki Hamori, Jinhui Chen, Tetsuya Takiguchi, and Yasuo Ariki
    言語処理学会第30回年次大会発表論文集 2024 | [ Website ]
  2. Can NFTs hedge the risk of traditional assets after the COVID-19 pandemic?
    Wenting Zhang , Tiantian Liu, Yulian Zhang, and Shigeyuki Hamori
    The North American Journal of Economics and Finance 2024 | [ Website ]
  3. The impact of the COVID-19 pandemic and Russia-Ukraine war on multiscale spillovers in green finance markets: Evidence from lower and higher order moments
    Wenting Zhang , Xie He, and Shigeyuki Hamori
    International Review of Financial Analysis 2023 | [ Website ]
  4. Volatility spillover and investment strategies among sustainability-related financial indexes: Evidence from the DCC-GARCH-based dynamic connectedness and DCC-GARCH t-copula approach
    Wenting Zhang , Xie He, and Shigeyuki Hamori
    International Review of Financial Analysis 2022 | [ Website ]
  5. THE CONNECTEDNESS BETWEEN THE SENTIMENT INDEX AND STOCK RETURN VOLATILITY UNDER COVID-19: A TIME-VARYING PARAMETER VECTOR AUTOREGRESSION APPROACH
    Wenting Zhang , and Shigeyuki Hamori
    The Singapore Economic Review 2021 | [ Website ]
  6. Crude oil market and stock markets during the COVID-19 pandemic: Evidence from the US, Japan, and Germany
    Wenting Zhang , and Shigeyuki Hamori
    International Review of Financial Analysis 2021 | [ Website ]
  7. Do machine learning techniques and dynamic methods help forecast US natural gas crises?
    Wenting Zhang , and Shigeyuki Hamori
    Energies 2020 | [ Website ]
  8. How does the spillover among natural gas, crude oil, and electricity utility stocks change over time? Evidence from North America and Europe
    Wenting Zhang , Xie He, Tadahiro Nakajima, and Shigeyuki Hamori
    Energies 2020 | [ Website ]

Books

  1. ESG Investment in the Global Economy
    Tadahiro Nakajima, Shigeyuki Hamori, Xie He, Guizhou Liu, Wenting Zhang , Yulian Zhang, Tiantian Liu, and others
    2021 | [ Website ]

Service

Reviewer for International Review of Financial Analysis

Reviewer for The Singapore Economic Review

Reviewer for Frontiers in Environmental Science

Reviewer for Applied Economics Letters

Reviewer for North American Journal of Economics and Finance

Reviewer for Financial Innovation

Experience

  • 2024/04~ Project Assistant Professor, Institute of Statistical Mathematics
  • 2024/04~ Affiliated Researcher, Graduate School of Economics, Kobe University
  •  
  • 2023/06~ 2024/03 Remote Internship, LocationMind K.K.|Location Information Analysis Venture of Tokyo University
  • 2023/04~ 2023/08 Teaching Assistant, Graduate School of Economics, Kobe University
  • 2023/01~ 2023/02 Research Assistant, Center for Mathematical Data Science, Kobe University
  • 2022/04~ 2022/08 Teaching Assistant, Graduate School of Economics, Kobe University
  • 2021/10~ 2021/12 Research Assistant, Graduate School of Economics, Kobe University
  • 2020/05~ 2021/02 Research Assistant, Graduate School of Economics, Kobe University
  • Education

  • 2021/04~ 2024/03 Doctor of Science in Economics, Kobe University
  • 2019/04~ 2021/03 Master of Science in Economics, Kobe University
  • 2014/09~ 2018/06 Bachelor of Arts in Japanese language, China Three Gorges University
  • Free Hit Counters