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  • JUFE Undergraduate Thesis Accepted by Domestic Authoritative Journal

  • Date:2021-09-07 11:15:38 Click: Source:
  • You Xin, an undergraduate of JUFE recently published a paper entitled Are Commodity Futures Good Risk Hedging Instruments under Extreme Shocks : Empirical Evidence from the COVID-19 in the 3rd issue of the Economic Review,  an authoritative economic journal in China. The latest compound impact factor of Economic Review is 4.479, which is classified by JUFE as domestic authoritative journal of economics.

    This paper discusses the impact of an outbreak in early 2020 on futures market Based on the daily data of 58 commodity futures in China's commodity futures market, this paper studies the impact of pandemic severity on commodity futures price risk from the perspective of investors with hedging purpose and non-hedging purpose. In addition, it tested and compared the changes in the average return and Sharpe ratio of various hedging portfolios after being impacted by the pandemic. 

     After graduation, You Xin participated in the eighth session of Graduate Student Voluntary Teaching Program and completed one-year volunteer service in Xiaojin County, Sichuan Province. Now she is admitted as a postgraduate student to  the School of Finance.