駱興國，男，漢族，1980年9月出生，浙江建德人，2004年11月加入中國共產黨，2010年9月參加工作，教授、博士生導師。
現任浙江大學經濟學院金融學系副系主任。
基本介紹
人物經歷,社會任職,學術交流,研究方向,科研項目,代表論文,
人物經歷
本科、碩士，數學，浙江大學數學系； 博士，金融學，香港大學經濟金融學院。
2017年10月，任浙江大學經濟學院金融學系副系主任。
社會任職
浙江大學經濟學院(CEC)、浙江大學金融研究院(AFR)、浙江大學工程師學院數字金融分院(SDF)，浙江大學“求是青年學者”，浙江省151人才工程培養人員。
近年來擔任Management Science等10多種SSCI/SCI學術期刊的匿名審稿人和國家自然科學基金面上項目函評專家，目前擔任衍生品領域國際知名SSCI期刊Journal of Futures Markets編委。
擔任10餘種國際知名金融學SSCI期刊的匿名審稿人：
1. Management Science
2. Journal of Futures Markets
3. Pacific-Basin Finance Journal
4. Quantitative Finance
5. Energy Economics
6. International Reivew of Economics and Finance
7. North American Journal of Economics and Finance
8. Finance Research Letters
9. Economic Modelling
10. World Economy
11. International Review of Finance
12. Emerging Markets Finance and Trade
13. Journal of Banking and Finance
14. Accounting and Finance
15. Applied Economics Letters
16. Financial Innovation
學術交流
2020.12, The 9th International Conference on Futures and Other Derivatives, Session Organizer & Chair
2020.11, 18th International Symposium and Financial System Engineering and Risk Management (FSERM), Session Chair, Invited Talk
2019.10, 第十六屆中國金融學年會，會議主辦方主要成員，負責理事論壇、分會場等
2019.10, The 8th International Conference on Futures and Other Derivatives, Organizer & Co-Chair
2019.10, 17th International Symposium and Financial System Engineering and Risk Management (FSERM), Best paper, Session Chair
2018.12, The 2018 China International Risk Forum (CIRF), Presentation, Discussion and Session Chair
2018.11, Fourth Annual Volatility Institute Conference at NYU Shanghai (VINS), Presentation and Discussion
2018.10, The 7th International Conference on Futures and Other Derivatives (ICFOD), Presentation, Session Chair
2018.10, 16th International Symposium and Financial System Engineering and Risk Management (FSERM), Presentation, Session Chair
2018.07, The 16th China International Conference in Finance (CICF), Discussion
2017.11, Third Annual Volatility Institute Conference at NYU Shanghai (VINS), Discussion and Poster Session
2017.11, The 6th International Conference on Futures and Other Derivatives (ICFOD), Session Chair, Presentation, Discussion
2017.10, 第十四屆中國金融學年會，報告論文和評論論文
2017.10, The 15th FSERM, Session Chair, Presentation; Best paper award
2017.07, The 15th China International Conference in Finance (CICF), Co-organizer, Discussion
2016.12, The 5th ICFOD, Presentation, Discussion; 中國（深圳）國際期貨大會
2016.11, Second Annual Volatility Institute Conference at NYU Shanghai (VINS), Discussion
2016.08, The 14th FSERM, Presentation; Best paper award
2016.07, The 14th China International Conference in Finance (CICF), Discussion
2016.05, First China Derivatives Markets Conference, Program Committee Member, Presentation, Discussion
2015.12, 中國科協第297次青年科學家論壇，做有關國際能源衍生品發展對中國市場影響的邀請報告。
2015.11, First Annual Volatility Institute Conference at NYU Shanghai (VINS), Presentation, Discussion
2015.08, The 13th FSERM, Presentation; Best paper award
2014.10, Third International Conference on Futures and Other Derivatives (ICFOD), Presentation
研究方向
衍生品，波動率（VIX）期貨期權，量化高頻交易，金融工程，綠色能源金融，ABS，信用風險，人民幣匯率和數字普惠金融等，涉及中國大陸、香港和美國的債券、股票、期貨、期權、可轉債和VIX衍生品等金融市場。
科研項目
1. 國家自科面上項目，主持人，2018-21；
2. 國家自科青年項目，主持人，2014-16；
3. 浙江省“錢江人才計畫”，主持人，2013-15；
4. HKU Small Project Funding, Principal Investigator, 2012
代表論文
1. Expected stock returns and forward variance,Journal of Financial Markets, 2017.
2. The dynamic correlations between the G7 economies and China: Evidence from both realized and implied volatilities,Journal of Futures Markets,2017.
3. Stochastic volatility vs. jump diffusions: Evidence from the Chinese convertible bond market,International Reivew of Economics and Finance,2017. （封面首篇）
4. The information content of implied volatility and jumps in forecasting volatility: Evidence from the Shanghai gold futures market,Finance Research Letters, 2016.
5. Predicting volatility of the Shanghai silver futures market: What is the role of the U.S. options market?,Finance Research Letters, 2015
6. Sell in May and Go Away: Evidence from China,Finance Research Letters,2014
7. Is Warrant Really a Derivative? Evidence from the Chinese Warrant Market,Journal of Financial Markets, 2013
8.The Term Structure of VIX,Journal of Futures Markets, 2012 （封面首篇）
9. Forecasting the Term Structure of Chinese Treasury Yields,Pacific-Basin Finance Journal, 2012 （封面首篇）
10. The Dynamics of Long Forward Rate Term Structures,Journal of Futures Markets,2010
