陈季龙，副研究员，博士，浙江工商大学国际商学院讲师。
研究方向：金融工程
近5年科研成果：
[1]欧阳若澜,肖晓侠,陈季龙 & 谢咏红.(2021).基于三因子模型的沪铜期货定价研究. 系统管理学报(02),264-273. doi:CNKI:SUN:XTGL.0.2021-02-006.
[2] Chen J., Xu L., Xu h.(2022) The impact of COVID-19 on commodity options market: Evidence from China. Economic Modelling, 2022.
[3] Xu, L., Chen J., Xu h.(2022) Market sentiment to COVID-19 and the Chinese stock market. Accounting & Finance.
[4]Chen, J., Ewald, C., Ouyang, R., Westgaard, S., & Xiao, X. (2021). Pricing commodity futures and determining risk premia in a three factor model with stochastic volatility: the case of Brent crude oil. Annals of Operations Research, 1-18.
[5]Xu, L., Chen, J., Zhang, X., & Zhao, J. (2020). COVID‐19, public attention and the stock market. Accounting & Finance.
[6]Chen, J., Xu, L., & Zhao, Y. (2020). Do ETF flows increase market efficiency? Evidence from China. Accounting & Finance, 60(5), 4795-4819.
[7]Chen, J., Ewald, C., & Kutan, A. M. (2019). Time-dependent volatility in futures contract options. Investment Analysts Journal, 48(1), 30-41.
[8]Chen, J., & Ewald, C. O. (2017). Pricing commodity futures options in the Schwartz multi factor model with stochastic volatility: An asymptotic method. International Review of Financial Analysis, 52, 144-151.
[9]Chen, J., & Ewald, C. (2017). On the Performance of the Comonotonicity Approach for Pricing Asian Options in Some Benchmark Models from Equities and Commodities. Review of Pacific Basin Financial Markets and Policies, 20(01), 1750005.
研究课题：
2023年度国家自然科学基金青年项目：基于自组织神经网络的大宗商品市场风险预测及其应用研究（72201243）
2020年度浙江省自然科学基金探索项目：基于模糊厌恶的农产品期权定价模型的研究（LQ20G010003）