時(shí)   間：2025年5月20 日（周二）13：00 -13：40

報(bào)告人：周煒星，華東理工大學(xué)教授

地   點(diǎn)：普陀校區(qū)理科大樓A1514

主持人：周勇   華東師范大學(xué)教授

摘    要：

Stable and efficient food markets are crucial for global food security. However, international staple food markets are increasingly exposed to complex risks, including intensified risk contagion and increasing external uncertainties. This paper systematically investigates risk spillovers in global staple food markets and explores the key determinants of these spillover effects, combining innovative decomposition-reconstruction techniques, risk connectedness analysis, and random forest models. The findings reveal that short-term components exhibit the highest volatility, with futures components generally more volatile than spot components. Further analysis identifies two main risk transmission patterns, namely cross-grain and cross-timescale transmission, and clarifies the distinct roles of each component in various net risk spillover networks. Furthermore, price drivers, external uncertainties, and core supply-demand indicators significantly influence these spillover effects, with the heterogeneous importance of varying factors in explaining different risk spillovers. This study provides valuable information on the risk dynamics of staple food markets, offers evidence-based guidance to policymakers and market participants to improve risk warning and mitigation efforts, and supports the stabilization of international food markets and the protection of global food security.

報(bào)告人簡(jiǎn)介：

周煒星，華東理工大學(xué)商學(xué)院，二級(jí)教授，博士生導(dǎo)師，管理科學(xué)與工程學(xué)科負(fù)責(zé)人。主要從事金融物理學(xué)、經(jīng)濟(jì)物理學(xué)和社會(huì)經(jīng)濟(jì)系統(tǒng)復(fù)雜性研究。發(fā)表SCI/SSCI收錄論文200余篇，他引8000余次，11篇論文入選ESI高被引論文，H指數(shù)47，連續(xù)10年進(jìn)入愛思唯爾發(fā)布的中國高被引學(xué)者榜單。論文主要發(fā)表在JIFMIM、JEBO和QF等主流金融經(jīng)濟(jì)期刊及PNAS、Rep. Prog. Phys.等重要交叉學(xué)科期刊上。先后主持包括5項(xiàng)國家自然科學(xué)基金在內(nèi)的10余項(xiàng)國家級(jí)和省部級(jí)項(xiàng)目，入選國家高層次青年人才（2021）、上海領(lǐng)軍人才（2020）、上海市曙光計(jì)劃（2008）、上海市青年科技啟明星計(jì)劃（2006、2010）等人才計(jì)劃。擔(dān)任《計(jì)量經(jīng)濟(jì)學(xué)報(bào)》及多個(gè)國際期刊（包括JIFMIM、Financial Innovation、Fractals、Entropy、Fluctuation and Noise Letters等）的編委。獲霍英東青年教師基金（2006）、上海市自然科學(xué)二等獎(jiǎng)（2016，排名第一）、上海市高等教育（本科）教學(xué)成果獎(jiǎng)一等獎(jiǎng)（2022，排名第二）?，F(xiàn)兼任中國優(yōu)選法統(tǒng)籌法與經(jīng)濟(jì)數(shù)學(xué)研究會(huì)理事、風(fēng)險(xiǎn)管理分會(huì)副理事長(zhǎng)、能源經(jīng)濟(jì)與管理研究分會(huì)常務(wù)理事，中國系統(tǒng)工程學(xué)會(huì)金融系統(tǒng)工程專業(yè)委員會(huì)副主任，管理科學(xué)與工程學(xué)會(huì)理事、金融與風(fēng)險(xiǎn)管理分會(huì)副理事長(zhǎng)，全國工業(yè)統(tǒng)計(jì)學(xué)教學(xué)研究會(huì)金融科技與大數(shù)據(jù)技術(shù)分會(huì)副理事長(zhǎng)，中國數(shù)量經(jīng)濟(jì)學(xué)會(huì)經(jīng)濟(jì)復(fù)雜性專業(yè)委員會(huì)副理事長(zhǎng)，中國復(fù)雜性科學(xué)學(xué)會(huì)副理事長(zhǎng)。