Education Background

2012.09-2016.06 College of Finance and Statistics, Hunan University, major in Finance (Financial Engineering), bachelor degree in Economics.

2016.09-2019.06 College of Finance and Statistics, Hunan University, major in Finance, master degree in Economics.

2019.09-2023.06 College of Finance and Statistics, Hunan University, major in Applied Economics, Ph.D. in Economics.

Work Experience

2023.07- School of Economics, Guangxi University, Department of Finance, assistant professor.

Granted Projects

1. National Natural Science Foundation of China, Portfolio Selection and Tail Risk Management with Option-Implied Information (71971077), 2020.01-2023.12, finished, participation.

2. Hunan Provincial Natural Science Foundation of China, Portfolio Selection and Risk Management with Tail Events Clustering (2019JJ30001), 2019.01-2021.12, finished, participation.

Publications

The asterisk indicates the corresponding author

[1] Dongtao Pan, Yong Ma. Option Pricing with Cross-feedback between

Self-exciting Jumps and Stochastic Volatility. Journal of Management Science, 2022, 35(05): 127-143. (in Chinese) (CSSCI, FMS T1)

[2] Dongtao Pan, Yong Ma, Yuntao Liu. Price Discovery of Stock Index Futures in the Perspective of Jumps. Operations Research and Management Science, 2023, 32(12): 124-130. (in Chinese) (CSSCI-E)

[3] Yong Ma, Dongtao Pan, Zhaoxiang Zeng. The Cross Excitement between the Jumps and Slumps of US Index and Crude Oil Price. The Theory and Practice of Finance and Economics, 2018, 39(06): 29-35. (CSSCI)

[4] Xinlei Hao, Yong Ma, Dongtao Pan*. Geopolitical Risk and the Predictability of Spillovers between Exchange, Commodity and Stock Markets. Journal of Multinational Financial Management, 2024, 73:100843. (SSCI, JCR Q2)

[5] Yong Ma, Dongtao Pan, Tianyang Wang*. Exchange Options under Clustered Jump Dynamics. Quantitative Finance, 2020, 20(6): 949-967. (SSCI, JCR Q3, ABS 3)

[6] Yong Ma, Dongtao Pan, Keshab Shrestha, Weidong Xu*. Pricing and Hedging Foreign Equity Options under Hawkes Jump - Diffusion Processes. Physica A: Statistical Mechanics and Its Applications, 2020, 537:122645. (SCI, JCR Q2)

Honors and Awards

1. Excellence Hongru Scholarship of Hunan University

2. Presidential Scholarship for Doctoral Student of Hunan University

3. Outstanding postgraduate student awarded by Financial Education Fund of Hunan University

4. Outstanding graduate student of Hunan University

5. Excellent master’s thesis of Hunan province

Teaching Courses

International Finance (for undergraduate)