[학력]

- University of South Australia, 경영학박사 2008

- 부경대학교 자원경제학과, 경제학석사 2004

- 부경대학교 자원경제학과, 경제학사 1996

[관심분야]

- 수업 관심분야 : 재무관리, 투자론, 증권시장론, 금융시장론, 금융계량분석

- 연구 관심분야 : 금융시계열분석, 금융 네트워크분석, 금융 시스템리스크 관리, 금융시계열 모델링

[보직 및 위원회활동]

- 2018.03.01.-2020.02.29. 사회급변현상연구소장

- 2013.09.01.-2015.08.31. 경영대학원 부원장

- 2011.09.01.-2013.08.31. 선물.금융연구원장

[학술지 발표]

1. SSCI 및 SCI, SCOPUS 및 국외학술지

-엄철준,T. Kaizoji,강상훈,L. Pichl, 2019, Bitcoin and investor sentiment: Statistical characteristics and predictability, PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS Vol. 514

-엄철준,윤성민, 2019, Dynamic connectedness network in economic policy uncertainties, APPLIED ECONOMICS LETTERS Vol.26 No.1

-윤성민,Md Al Mamun,Gazi Salah Uddin,강상훈, 2018, Network Connectedness and Net Spillover between Financial and Commodity Markets, NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE Vol.1 No.1

-강상훈,Walid Mensi,Ferbane Zaraa Boubaker,Khamis Hamed Al-Yahyaee, 2018, Dynamic volatility spillovers and connectedness between global, regional, and GIPSI stock markets, FINANCE RESEARCH LETTERS Vol.25

-강상훈,Amanda Ivarsson Lundgren,Adriana Milicevic,Gazi Salah Uddin, 2018, Connectedness network and dependence structure mechanism in green investments, ENERGY ECONOMICS Vol.72

-강상훈,Gazi Salah Uddin,Ali Ahmed,윤성민, 2018, Multi-scale causality and extreme tail inter-dependence among housing prices, ECONOMIC MODELLING

-강상훈,Mensi W.,Hkiri, B,Al-Yahyaee, 2018, Analyzing time frequency co-movements across gold and oil prices with BRICS stock markets: A VaR based on wavelet approach, INTERNATIONAL REVIEW OF ECONOMICS & FINANCE 54권

-강상훈,Aviral Kumar Tiwari,Claudiu Tiberiu Albulescu,윤성민, 2018, Time-frequency co-movements between the largest nonferrous metal futures markets, RESOURCES POLICY 1권 1호

-강상훈,Gazi Salah Uddin,Ali Ahmed,윤성민, 2018, Multi-scale Causality and Extreme Tail Inter-dependence among Housing Prices, ECONOMIC MODELLING 1권 1호

-강상훈,윤성민, 2018, Dynamic Connectedness Network in Economic Policy Uncertainties, APPLIED ECONOMICS LETTERS 1권 1호

-강상훈,Walid Mensi,Khamis Hamed Al-Yahyaee, 2017, Time-varying volatility spillovers between stock and precious metal markets with portfolio implications, RESOURCES POLICY 1권 1호

-강상훈,Walid Mensi,Shawkat hammoudeh,Idries Mohammad Wanas Al-Jarrah,Ahmet Sensoy, 2017, Dynamic risk spillovers between gold, oil prices and conventional, sustainability and Islamic equity aggregates and sectors with portfolio implications, ENERGY ECONOMICS 67권

-강상훈,Walid Mensi,Shawkat Hammoudeh, 2017, Risk spillovers and portfolio management between developed and BRICS stock markets, NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE 41권

-강상훈,Walid Mensi,Shawkat, H., 2017, Dynamic linkages between developed and BRICS stock markets: Portfolio risk analysis, FINANCE RESEARCH LETTERS 21권

-강상훈,Ron McIver,윤성민, 2017, Dynamic spillover effects among crude oil, precious metal, and agricultural commodity futures markets, ENERGY ECONOMICS 62권

-강상훈,윤성민, 2016, Dynamic spillovers between Shanghai and London nonferrous metal futures markets, FINANCE RESEARCH LETTERS 19권

-강상훈,Duc Khung Nguyen,Shawkat Hammoudeh,Walid Mensi, 2016, Dynamic Global Linkages of the BRICS Stock Markets with the United States and Europe Under External Crisis Shocks: Implications for Portfolio Risk Forecasting, WORLD ECONOMY 39권 11호

-강상훈,Ron McIver,윤성민, 2016, Modeling Time-Varying Correlations in Volatility Between BRICS and Commodity Markets, EMERGING MARKETS FINANCE AND TRADE 52권 7호

-강상훈,Mensi,Hammoudeh,Nguyen, 2016, Global financial crisis and spillover effects among the U.S. and BRICS stock markets, INTERNATIONAL REVIEW OF ECONOMICS & FINANCE 42권

-강상훈,Mensi,Shawkat, 2015, Precious metals, cereal, oil and stock market linkages and portfolio risk management: Evidence from Saudi Arabia, ECONOMIC MODELLING 51권

-김수도,이윤정,강상훈,조환규,윤성민, 2015, Constructing cookery network based on ingredient entropy measure, Indian Journal of Science and Technology 8권 23호

-윤성민,강상훈, 2015, The Impact of Sudden Changes on Volatility Spillover Effect in Japanese Financial Markets, The Macrotheme Review 4권 3호

-강상훈,Ron Mclver,박성용,윤성민, 2014, Long Memory Features Evolve in the Time-varying Process in Asia-pacific Foreign Exchange Markets, Procedia Economics and Finance 14권

-강상훈,정종철,윤성민, 2013, Intraday volatility spillovers between spot and futures indices: Evidence from the Korean stock market, PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS 392권 8호

-강상훈,윤성민, 2013, Modeling and forecasting the volatility of petroleum futures prices, ENERGY ECONOMICS 36권

2. 한국연구재단 등재학술지

-강상훈,고희운, 2018, 상품시장 변동성과 한국주식시장 변동성 간의 상호관계분석, 재무관리연구 35권 4호

-고희운,강상훈, 2018, 아시아 주식시장의 변동성 전이 네트워크의 특성 분석, 金融工學硏究 17권 4호

-강상훈, 2018, Co-movements between VIX and Emerging CDSs: A Wavelet Coherence Analysis, Journal of The Korean Data Analysis Society 20권 6호

-강상훈, 2018, Dynamic Volatility Spillovers and Structural Breaks across Asian Emerging CDS Markets, Journal of The Korean Data Analysis Society 20권 2호

-강상훈,고희운, 2017, 원유가격 충격이 한국 주식시장에 미치는 영향 및 헤지 비율 분석, 金融工學硏究 16권 4호

-강상훈,고희운,윤성민, 2017, Contagion Effects and Volatility Impulse Responses between US and Asian Stock Markets, Korea and the World Economy 18권 2호

-강상훈,윤성민, 2017, Impact of the Global Financial Crisis on Volatility Spillover between U.S. and Asia-Pacific Stock Markets, Journal of The Korean Data Analysis Society 19권 3호

-강상훈,Ron McIver, 2016, Causes of Long Memory Property in the Highof Asia-Pacific Stock Markets, Journal of The Korean Data Analysis Society 18권 6호

-강상훈,고희운, 2016, 금융위기와 아시아 주식시장간의 비대칭적 변동성 전이효과 분석, 金融工學硏究 15권 3호

-강상훈,고희운, 2016, 아시아-퍼시픽 주식시장 수익률과 변동성 전이효과 분석, 재무관리연구 33권 2호

-강상훈,백영주, 2016, Markov-Switching 벡터자기회귀 국면전환 모형을 이용한 KOSPI 시장과 KRW 시장간의 상관관계 분석, 산업경제연구 29권 2호

-강상훈,고희운,윤성민, 2016, Dynamic Return and Volatility Spillovers in Five Asian CDS Markets, Journal of The Korean Data Analysis Society 18권 2호

-강상훈,윤성민, 2016, Time-Varying Volatility Spillover between Gold Futures and Singapore Stock Markets: Implication of the Portfolio Management, Journal of The Korean Data Analysis Society 18권 1호

-강상훈, 2016, The Role of Credit Default Swaps in the Korean Stock Market, Journal of The Korean Data Analysis Society 18권 1호

-강상훈,윤성민, 2016, The Impact of Structural Breaks on Volatility Linkages between Asian Stock and Oil Futures Markets, 선물연구 24권 1호

-강상훈,윤성민, 2015, Modelling and forecasting the dynamics of the long-memory volatility relationship between FX spot and futures markets, 금융지식연구 13권 3호

-강상훈,윤성민, 2015, Gold as Hedge or Safe Haven in Global Equity Markets, 金融工學硏究 14권 4호

-강상훈,노현승, 2015, 글로벌 금융위기가 아시아 주식 변동성 전이효과에 미치는 영향 분석, 金融工學硏究 14권 4호

-강상훈,윤성민, 2015, Volatility Transmission between Commodity and Stock Markets: Evidence from the Korean Stock Market, Journal of The Korean Data Analysis Society 17권 4A

-노현승,강상훈, 2015, ASEAN 주식시장에서의 변동성 장기기억 및 비대칭성 그리고 변동성 전이현상 분석, Journal of The Korean Data Analysis Society 17권 3호

-강상훈,윤성민, 2015, The Impacts of Sudden Changes on the Volatility Persistence in Global Volatility Index, Journal of The Korean Data Analysis Society 17권 2A

-노현승,강상훈, 2015, 미국과 아시아 주식시장 간의 변동성상관관계 분석: FIGARCH-DCC 모형, 국제지역연구 19권 1호

-강상훈,윤성민, 2014, The Impact of Sudden Changes on Long Memory Volatility Transmission between the Japanese and Korean Stock Markets, 재무관리연구 31권 3호

-최승욱,강상훈, 2014, 한국·중국·일본·미국 주식시장 간 동조화 현상: 글로벌 금융위기 전·후를 중심, 국제지역연구 18권 3호

-노현승,강상훈, 2014, 아시아 이머징 주식시장에서의 변동성 장기기억모형 예측력 분석, 金融工學硏究 13권 3호

-강상훈,윤성민, 2014, The Impact of Oil Price on Equity Sector Volatility in Korea, 산업경제연구 27권 4호

-강상훈,최기홍,윤성민, 2014, The Impact of Global Volatility on Asian Financial Markets, Journal of The Korean Data Analysis Society 16권 4호

-강상훈,윤성민, 2014, Intraday Price and Volatility Spillovers between Japanese and Korean Stock Markets, Korea and the World Economy 15권 2호

-강상훈,윤성민, 2014, 원유가격 충격이 미국과 BRICS 국가의 생산자물가지수에 미치는 영향 분석, Journal of The Korean Data Analysis Society 16권 3호

-강상훈,윤성민, 2014, Asymmetric Long Memory in Volatility Relationships between Oil and BRIC Stock Markets, 경제연구 32권 2호

-강상훈,윤성민, 2014, Analysis of the Intraday Volatility Spillover Effect between the KOSPI 200 Spot and Futures Markets using a FIGARCH-DCC Model, Journal of The Korean Data Analysis Society 16권 2호

-강상훈,윤성민, 2014, Effects of Trading Volume and Transaction Frequency on the Volatility of the Korean Bond Futures Market, 금융공학연구 13권 1호

-최승욱,강상훈, 2014, VAR-bivariate EGARCH모형을 이용한 이머징 아시아 주식시장의 동조화 현상 실증분석, 산업경제연구 27권 1호

-강상훈, 2014, 원유가격 충격이 한국 거시경제지표에 미치는 영향 분석, Journal of The Korean Data Analysis Society 16권 1호

-강상훈,윤성민, 2013, Return and Volatility Transmission Between Oil Prices and Emerging Asian Markets, Seoul Journal of Business 19권 2호

-강상훈,윤성민, 2013, Information Transmission of Volatility between WTI and Brent Crude Oil Markets, 자원환경경제연구 22권 4호

-강상훈,윤성민, 2013, Changes in Long Memory Feature and Informational Efficiency of Energy Commodity Markets, Journal of The Korean Data Analysis Society 15권 6A

-최기홍,강상훈,윤성민, 2013, Does Trading Volume Contain Information to Predict Stock Returns and Volatility? Domestic and Cross-Country Evidence in Asian Stock Markets, Journal of The Korean Data Analysis Society 15권 4호

-강상훈,김건범, 2013, APARCH모형을 이용한 국내 은행주가의 VaR 성과 검정, 금융지식연구 11권 2호

-김홍배,김명종,강상훈, 2013, The Sharia Stock, MGS, and Sukuk GII of Islam Finance, Journal of The Korean Data Analysis Society 15권 3호

-강상훈,윤성민, 2013, Revisited Return and Volatility Spillover Effect in Korea, Journal of The Korean Data Analysis Society 14권 1호

-강상훈,김민건, 2013, 아시아 시장에서의 환율과 주가간의 변동성 전이효과, 국제지역연구 - 국제지역학회 17권 1호

-강상훈,김민건, 2013, 시간가변 장기기억 특성 분석: KOSPI 주요 산업지수 중심으로, 금융공학연구 12권 1호

-강상훈,윤성민, 2013, The Impact of Sudden Changes on Volatility Persistence and Information Transmission in Chinese Stock Markets, 경제연구 31권 1호