Jilong CHEN

Publisher:吴佳慧Time:2022-03-10 views:48

Jilong CHEN


2012 - 2016 University of Glasgow Ph.D.

2011 - 2012 University of Glasgow M.S.

2007 - 2011 Zhejiang Gongshang University B.A.

Teaching Experience:

2021- International Business School, Zhejiang Gongshang University Associate professor

2020 -2021 International Business School, Zhejiang Gongshang University Assistant professor

2017 - 2018 Jiangxi University of Finance and Economics lecturer

Research Interests:

Financial derivatives pricing and hedging, risk management, commodity, machine learning


1.Chen Jilong, Ewald Christian-Oliver, Ouyang Ruolan, Xie Yonghong, Sjur Westgaard.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,2021 (Accepted)SCI/SSCI

2.Chen, Jilong, Liao Xu, and Yang Zhao. Do ETF flows increase market efficiency? Evidence from China. Accounting & Finance 60.5, 2020: 4795-4819.SCI/SSCI

3.Xu Liao, Chen Jilong*., Zhang Xuan, Zhao Jing.  COVID‐19, public attention and the stock market. Accounting & Finance, 61.3, 2021: 4741-4756.SCI/SSCI

4.Chen Jilong, Ewald Christian-Oliver,Pricing commodity futures options in the Schwartz multi factor model with stochastic volatility: An asymptotic method, International Review of Financial Analysis, 2017,52:144–151. SCI/SSCI

5.Chen Jilong,Ewald Christian-Oliver,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, 2017,20.

6. Chen Jilong, Ewald Christian, Kutan Ali M.,Time-dependent volatility in futures contract options, Investment Analysts Journal, 2019,48 (1):30~41. SCI/SSCI