王巧羽 Qiaoyu Wang

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Address: International School of Economics and Management, Capital University of Economics and Business, Beijing 100070, China

Email:qiaoyu.wang@cueb.edu.cn

Phone number:+86 18353697272

https://wqyinfo.com/


EMPLOYMENT

- Assistant Professor, International School of Economics and Management, Capital University of Economics and Business, September 2023 — Present.


EDUCATION

- Ph.D. in Economics, Texas A&M University, College Station, Texas, August 2023

- M.S. in Economics, Texas A&M University, College Station, Texas, May 2017

- B.S. in Mathematics, Southwestern University of Finance and Economics, Chengdu, China, 2015

- B.A. in Economics, Southwestern University of Finance and Economics, Chengdu, China, 2015


FIELDS OF INTEREST

- Econometrics, Applied Econometrics, Financial Econometrics


PUBLICATIONS

-“Boundary-adaptive kernel density estimation: the case of (near) uniform density” with Jeffrey S. Racine and Qi Li, Journal of Nonparametric Statistics (2023): 1-19 .

- “Multivariate Models of Commodity Future Markets: A Dynamic Copula Approach” with Sihong Chen, Qi Li and Yu Yvette Zhang, Empirical Economics 64, 3037–3057 (2023).

- “Oil Supply News Shock and Chinese Economy” with Dandan Liu and Karen Xueqing Yan, China Economic Review 73 (2022): 101796.


WORKING PAPER

- “A Nonparametric Bayesian Estimator of Copula Density with an Application to Option Pricing” with Ximing Wu


WORKS IN PROGRESS

- “Control interactive fixed effects with diversified projections” with Hongjun Li, Kunpeng Li and Qi Li

- “Panel Smooth Transition Regression Model with Interactive Fixed Effects” with Kunpeng Li and Qi Li

- “Human Capital Spillover, Migration, and Land Policy” with Xintong Yang and Qi Li


TEACHING

Instructor (Capital University of Economics and Business)

- Advanced Econometrics Fall 2023

Instructor (Texas A&M University)

- Economic Forecasting (ECMT 475, Undergraduate, Evaluation: 4.45/5) Spring 2020

Teaching Assistant/Recitation Instructor (Texas A&M University)

- Econometric I (Ph.D. Core Course) Fall 2021

- Math/Stat Camp (Ph.D.) Summer 2019, 2020

- Econometric Analysis of Financial Data (Master) Fall 2019, 2020, 2021, 2022

- Financial Econometrics (Master) Spring 2018, 2021, 2022

- Economic Forecasting (Master) Spring 2019

- Economic Analytics (Master) Fall 2017, 2018


OTHER RESEARCH EXPERIENCE

Research Assistant Oct 2016 - May 2017

- The Bush School of Government and Public Service, Texas A&M University


FELLOWSHIPS AND AWARDS

- Department of Economics Incentives for Excellence Scholarship, Texas A&M University Fall 2022

- Department of Economics Research Fellowship, Texas A&M University Spring 2020

- Department of Economics Graduate Assistantship, Texas A&M University 2017-Present

- Department of Economics MS Grad Scholarship, Texas A&M University 2015-2016


CONFERENCE PRESENTATION

- Texas Econometrics Camp Feb 2022


REFEREE EXPERIENCE

- China Economic Review, Economics Letters, Econometric Reviews


SKILLS

- Proficient in R, MATLAB, LATEX, STATA

- Languages: English (fluent), Chinese (native)