PUBLICATIONS
Journal Articles
1. Niu, H., and T. Liu, Forecasting the volatility of European Union allowance futures with macroeconomic variables using the GJR-GARCH-MIDAS model, Empirical Economics, 2024, forthcoming.
2. Niu, H., Debt capacity, liquidity, and risk management: Perspective from endogenous credit constraints (in Chinese), Journal of Systems and Management, 2023, 32(4): 839-852
3. Niu, H., Y. Xing, and Y. Zhao, Pricing vulnerable European options with dynamic correlation between market risk and credit risk, Journal of Management Science and Engineering, 2020, 5 (2): 125-145.
4. Niu, H., and M. Gu, Study on the optimal angel investment financing contracts with the moral hazard problem (in Chinese), Science Research Management, 2020, 41(3): 158-166.
5. Cao L., and H. Niu*, Green Credit and Total Factor Carbon Emission Performance—Evidence from Moderation-Based Mediating Effect Test, International Journal of Environmental Research and Public Health, 2022, 19, 6821: 1-19.
6. Niu, H., and W. Hua, An endogenous structural credit risk model incorporating with moral hazard and rollover risk. Economic Modelling, 2019, 78 (5): 47-59.
7. Niu, H., Optimal incentive contract of privately offered fund in a continuous-time principal-agent model (in Chinese), Journal of Systems and Management, 2017, 26 (3): 485-495.
8. Niu, H., Agency costs and the credit spread puzzle (in Chinese), Journal of Management and Sciences in China, 2016, 19 (8): 54-66.
9. Niu, H., and D. Wang, Pricing vulnerable options with correlated jump-diffusion processes depending on various states of the economy, Quantitative Finance, 2016, 16 (7): 1129-1145. (SSCI, Impact Factor: 0.75)
10. Niu, H., Pricing credit derivatives with jumps in interest rates (in Chinese), Journal of Management and Sciences in China, 2014, 17 (4): 71-85.
11. Niu, H., and D. Wang, Pricing vulnerable European options under a two-sided jump model via Laplace transforms (in Chinese), Science China Mathematics, 2015, 45 (2): 195-212.
12. Cao L., H. Niu*, and Y. Wang, Utility analysis of digital villages to empower balanced urban-rural development based on the three-stage DEA-Malmquist model, PLoS ONE, 2022, 17(8): e0270952.
13. Jin B., and H. Niu*, Traditional Bank Lending, Fintech, and SME Financing (in Chinese), Operations Research and Management Science, 2022, forthcoming.
14. Xing Y., W. Wang, X. Su, and H. Niu, Equilibrium valuation of currency options with stochastic volatility and systemic co-jumps, Journal of Industrial and Management Optimization, 2023, 19(3): 1869–1892.
15. Jiang L., H. Niu*, et al., Analysis on the mediating effect and regulating impact of carbon finance on quality-focused economy advancement, Frontiers in Environmental Science, 2023. 11: 1235382.
16. Jiang L., H. Niu*, et al., Dynamic Implied Risk Aversion Term Structure: An Empirical Analysis Based on Shanghai Stock Exchange 50 ETF Option, Mathematical Problems in Engineering, 2023, 9917375.
17. Jiang L., H. Niu*, et al., Can carbon finance promote high quality economic development: evidence from China, Heliyon, 2023, 9: e22698.
18. Jiang L., H. Niu*, et al., Can the digital economy promote the development of the energy economy? Evidence from China, Frontiers in Energy Research, 2023, 11: 1257794.
19. Xing, Y., Y. Xu, and H. Niu, Equilibrium valuation of currency options under a discontinuous model with co-jumps, Probability in the Engineering and Information Sciences, 2021, 35: 432-450.
20. Wang X., L. Zhang, Q. Cheng, S. Shi, and H. Niu, What drives risk in China’s soybean futures market? Evidence from a flexible GARCH-MIDAS model, Journal of Applied Economics, 2022, 25 (1): 454-475.
21. Niu, H., Bankruptcy and renegotiation: a complete dynamic debt model (in Chinese), Statistic and Decision, 2014, 4: 50-54.
22. Niu, H., Exploring the teaching methods of financial Engineering (in Chinese), Research of Finance and Education, 2014, 27 (2): 66-69.
23. Niu, H., and J. Geng, Almost periodic solutions for a class of higher-dimensional beam equations, Nonlinearity, 2007, 20 (11): 2499—2517.
24. Gu, M., H. Niu, and M. Miao, The research of angel investment at home and abroad: literature review and study trend (in Chinese), Finance Education Research, 2017, 30(4): 68-75.
25. Han, M., X. Song, H. Niu and S. Zhou, 2018, Pricing vulnerable options with market prices of common jump risks under regime-switching models, Discrete Dynamics in Nature and Society, Vol(2018), 1-15.
26. Han, M., X. Song, W. Wang, and H. Niu, Pricing equity-linked foreign exchange option under a regime-switching multi-scale jump-diffusion model, Dynamic Systems and Applications, 2018, 27(3)：475-493,
27. Yan, W., W. Zhang, and H. Niu, A study on the dynamic correlation of financial risk and heterogeneity of risk spillover (in Chinese), Finance and Trade Economics, 2017, 38(10): 67-81.
28. Niu, H., X. Li, and R. Yan, Study on personnel training system of financial engineering in financial and economic colleges under the background of Fintech (in Chinese), Journal of Shandong Agriculture and Engineering University, 2019, 36(9): 178-182.
29. Niu, H., R. Yan, and X. Li, Study on the optimization of curriculum system for financial engineering under the background of Fintech: based on the investigation of “Project 985” Universities (in Chinese), Finance Education Research, 2019, 32(5): 75-80.
30. Niu, H., Quasi-periodic solutions for a class of higher-dimensional Laplace equations, J. Nanjing Univ. Mathematical Biquarterly, 2007, 24 (2): 294-309.
31. Liu, W., H. Niu et al., Further study of the model of aneurysms of the circle of Willis (in Chinese), J. Jilin Univ. Sci., 2006, 44 (6): 863-868.
Conference Presentations
1. Pricing vulnerable options with correlated risk factors, 2018, 15th Chinese Finance Annual Conference (Guangzhou); FSERM’2018 (Xiamen).
2. A dynamic option pricing model with economic regime shifts, 2017 FMA Annual Conference. (Boston, U.S., Oct. 2017)
3. An endogenous structural credit risk model and its application in pricing derivatives with credit risk. 2016, INFORMS. (Nashville, U. S., Nov. 2016)
4. Internet finance and financing of small and medium enterprises (SMEs)——A theoretical model based on contract theory, 2016, Best Paper Awards in FSERM’2016.
5. Internet finance and financing of small and medium enterprises (SMEs)——A theoretical model based on contract theory, 2015, High-level Forum in Development of Internet Finance.
6. Niu, H., Agency problem and credit risk, 2014, Accepted Paper in 14th China Economy Annual.
7. Niu, H., and D. Wang, Vulnerable European options pricing for jump-diffusion processes under regime switching, 2013, Best Paper Awards in FSERM’2013 and Accepted Paper in CFRIC’2013.
8. Niu, H., The study on the interaction between agency problem and credit risk (in Chinese), 2013, Accepted Paper in FSERM’2013.
Projects
1. 2022 Fundamental Research Funds for the Central Universities, Grant. 2022ZDPYSK02 (Chair), China
2. 2018 Key Research Projects of Philosophy and Social Sciences in Jiangsu Universities, Grant. 2018SJZDI101 (Chair), China
3. 2018 NSFC Grant.71871120 (Chair), China
4. 2015 Jiangsu Key Laboratory of Financial Engineering (Grant. NSK2015-01)
5. 2015 NSFC Grant.71501099 (Chair), China
6. 2015 Natural Science Foundation for Youths of Jiangsu Province, Grant. BK20150725 (Chair), China
7. 2015 Jiangsu Universities Natural Science Research Project, Grant. 15KJB110011 (Chair), 2015.
