报告题目：Risk Spillovers among Chinese Industries under Supply-side Shocks: Evidence based on the Production Network
报 告 人：荆中博 中央财经大学
报告时间：2023年12月27日(周三) 16:00-17:30
报告地点：中国科学院大学中关村校区教学楼S406
腾讯会议：816-5319-3902
内容摘要
Highly interconnected production network exists in one economy, and it is crucial to investigate how and why supply-side shocks spread across industries via the production network and cause systemic risks in the real sector. This paper designed a model to simulate the process of risk spillovers along the production network given supply-side shocks. We defined the systemic importance industry (SIIs) and systemic vulnerability industry (SVIs) according to the degree and direction of risk spillovers. Results reveal that, risk spillovers do exit among industries via the production network, leading to the systemic risk in the real sector. We also classified the important risk spillover paths of "SVIs→SIIs→SVIs" for risk regulations and preventions. Key factors of systemic importance (vulnerability) industries encompass input-output relationships and production network centrality. This paper provides a scientific basis to strengthen risk supervisions of the real sector based on the supply chain framework.
主讲人简介
荆中博，副教授，博士生导师。现为中央财经大学管理科学与工程学院副院长。2014年毕业于中国科学院大学，获管理学博士学位；2015年毕业于荷兰格罗宁根大学，获经济学博士学位。从事量化风险管理与决策分析、大数据与机器学习、银行与公司金融等方面研究。主持和参加国家自然科学基金重点、面上和青年项目，国家重点研发计划，北京市社科基金，中央财经大学青年科研创新团队，“青年英才”项目等，在Risk Analysis, JIFMIM, International Review of Financial Analysis, Accounting and Finance, 管理世界、管理科学学报、经济学（季刊）、世界经济等期刊发表论文40多篇，出版中英文专著3本。《投资学》国家一流本科课程授课教师、北京市课程思政教学名师、北京市高校优秀本科育人团队骨干成员。荣获中央财经大学“骋望”优秀科研奖、优秀教师等奖项。
