2022 6th International Conference on

Economics, Finance and Management Science

May 26-28, 2022
Suzhou, China

Important Dates

  • Submission Deadline Extended: May 9, 2022
  • Notification: 20-40 days after the submission
  • Publication: 15-20 days after the final edition
  • Conference Dates: May 26-28, 2022
The conference accepts English and Chinese articles.

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Keynote Speakers

The information about the Keynote Speakers of ICEFMS2022 are as follows, which will be updated regularly.

Dr. Huifen Wang, Professor
Department of Business Administration, Jinan University, Guangzhou, China

Biography: Dr. Huifen Wang, graduated from the Renmin University of China, is a professor at the School of Management of Jinan University and deputy director of ERP research center of Jinan University. Her research interests include enterprise management, management science and engineering. In recent years, she is mainly engaged in the research of symbolic system and symbolic value of information system. Besides, she has published dozens of papers in domestic and foreign journals and presided over a number of national and provincial key topics.

Topic: Six-Flow Matching Model: A Comprehensive Tool for Business Transformation Practice

Abstract: Digital transformation has always been a hot topic in the field of information systems and strategic management. Although various theories have been used in the study of enterprise digital transformation, there is still a lack of a method that can open the black box of digital transformation and its internal mechanism. Based on Bourdieu's micro-practice logic, this study introduces the six-flow matching theory to describe various activities within an enterprise as information flow, material flow, capital flow, power flow, responsibility flow and interest flow, and compare these flows with the flow of information. I Ching hexagrams are combined to obtain dynamic tools to capture the internal mechanism of the digital transformation of enterprises. By combining this theory with Western management philosophy and Eastern I Ching hexagrams, this study will illustrate the logic of hexagram changes to readers through the presentation of a case, and is expected to contribute to the research and practice of enterprise digital transformation.

Dr. Hengguo Zhang, Associate Researcher
Center for Economic Research, Shandong University, Jinan, China

Biography: Dr. Hengguo Zhang received the B.S. and M.S. degrees from Sun Yat-sen University and a Ph.D. degree from the Ocean University of China. He was a postdoctoral at Fudan University. Since 2019, he has been a teacher at Shandong University. He has published nearly 10 SSCI and SCI papers in internationally renowned journals. The research direction is the intersection of big data and economics and finance.

Topic: News-driven Price Discovery: Theory and Evidence

Abstract: As early as 2005, China participated in the European and global carbon markets by developing certified emission reduction (CER) and voluntary emission reduction (VER) projects as a seller of emission reductions from carbon. This paper proposes a news-driven dynamic microstructure pricing model about the carbon emission market, in which the price response to news and liquidity changes with each transaction. When homogenous or closely connected assets are traded in multiple markets, different transaction prices can be seen as sharing the same news-driven components, and there may be a cointegration relationship. Using the GARCH-BEKK model, the volatility spillover is estimated, and a dynamic volatility network is constructed. Connectivity analysis shows that the spatial connection of volatility spillover is time-varying, with multiple obvious superposition phenomena. The factor analysis method is used to obtain the central comprehensive index of price contagion intensity and price acceptance intensity. In general, the futures market has a greater influence than the carbon emission market, and the carbon emission market is more sensitive to volatility than are other markets. Finally, using a spatial vector autoregressive model to analyze the impulse response of carbon news to the carbon emission market, it is found that during the pilot phase of the carbon emission market, carbon news can increase the market transaction price and trading volume. In other stages, carbon news increases the transaction price but reduces the trading volume.

Dr. Hui An, Professor
School of Economics and Management, Dalian University of Technology, Dalian, China

Biography: Dr. Hui An is a professor at the School of Economics and Management, Dalian University of Technology, and also a doctoral tutor. She is currently a member of the 13th National People's Congress of Liaoning Province, a member of the 11th Central Committee of the Democratic Construction Association, a deputy chairman of the 14th Dalian Municipal Committee of the Democratic Construction Association, and had been a visiting scholar at the London School of Economics (LSE) and Fordham University in the United States. Her main research fields are financial crisis theory and financial risk management. She has published more than 10 Works and 100 academic papers in core journals both in English and Chinese journals. She has presided over and participated in more than 30 national and ministerial-level projects. The research achievements have received more than 10 provincial awards and 30 central and provincial and municipal leadership approvals. She is honored as the leading talent project of philosophy and social sciences in the "Yingliao Talent Project" of Liaoning Province and the Liaoning Province Ten Million Talent Project.

Topic: The Study of the Impact of the Global Financial Cycle on China's Cross-Border Capital Flows

Abstract: My speech focuses on my new paper which is about the Global Financial Crisis and China’s Cross-border capital flow. Based on the quarterly data of the G7 and the BRICS countries from 2000 to 2020, this paper selects variables according to the classic classical global financial cycle( GFC) theory to construct a dynamic factor model to measure the global financial cycle, and identify the finding based on the perspective of core countries’ monetary policy conversion. Then, this paper selects variables based on the push-pull framework of capital flows, and uses the MSVAR model to analyze the nonlinear impact of GFC on China's gross cross-border capital flows, as well as the heterogeneity between gross capital inflows and outflows. The results show that the transformation of the monetary policy of the core countries leads to the global financial cycle. When the conventional monetary policy is transformed into the unconventional, the global financial cycle is in an expansion period, and when the unconventional is transformed into the conventional, the GFC begins a contraction period. In general, the GFC has a positive impact on China's gross capital flows, but the impact is heterogeneous: the impact of the contraction period is greater than that of the expansion period, and the impact on the gross capital inflows is greater than the impact on the gross capital outflows.

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