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学者姓名：唐勇
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本文基于 2013-2021年我国 298个地级市面板数据,采用数据包络模型测算地区数据要素市场化指标,并结合渐进双重差分模型,实证探究数据交易所设立对数据要素市场化的影响与机制.研究发现:设立数据交易所显著提高了所在城市的数据要素市场化水平;异质性分析表明,2017 年前设立的、处于省会城市的以及较为活跃的数据交易所更能促进数据要素市场化;机制分析表明,优化产业结构和促进科技人才集聚是数据交易所提高数据要素市场化的重要渠道.
Keyword ：
产业结构升级 产业结构升级 数据交易所 数据交易所 数据要素市场化 数据要素市场化 科技人才集聚 科技人才集聚
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| GB/T 7714 | 朱康 , 唐勇 , 刘恬恺 . 数据要素市场化进程研究 [J]. | 现代金融研究 , 2025 , 30 (2) : 49-60 . |
| MLA | 朱康 等. "数据要素市场化进程研究" . | 现代金融研究 30 . 2 (2025) : 49-60 . |
| APA | 朱康 , 唐勇 , 刘恬恺 . 数据要素市场化进程研究 . | 现代金融研究 , 2025 , 30 (2) , 49-60 . |
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The circular economy (CE) has acquired significant interest for its potential to contribute to sustainable development (SD). The present study utilizes empirical methodology, specifically panel data analysis, to examine the distinct effects and outcomes of the circular economy and its associated factors within a unified framework. The focus is on the G20 countries from 2008 to 2021. We evaluated the influence of various CE value sources (renewable energy consumption, composting rate, repair services availability, recycling rate) and a factor-analysis-derived measure of the CE on economic, environmental, and social aspects of SD. The objective was to assess the distinct effects and outcomes of CE and its components in a unified framework-the analysis utilized panel data from G20 countries from 2008 to 2021. Our findings show a substantial influence of CE in achieving SD, with positive implications for the economy, environment, and society. However, the impact of each CE value source on the SD dimensions shows variation. While renewable energy consumption (RENEC) and composting rate (CR) lessen environmental impact, recycling rate (RR) shows no significant effect, and repair services availability (RSA) increases the Ecological Footprint (EFP). Notably, RSA is the sole CE component, showing a positive economic impact at the national level. Additionally, RENEC, RSA, and RR contribute to reducing the inflation rate (INFR). Policymakers should undertake detailed impact assessments to develop effective, tailored strategies based on each country's unique goals. The findings of this study have important policy implications, particularly in terms of emphasizing targeted strategies for implementing CE practices to achieve sustainable development.
Keyword ：
Circular economy Circular economy Ecological footprint Ecological footprint G20 economies G20 economies Inflation rate Inflation rate Renewable energy consumption Renewable energy consumption
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| GB/T 7714 | Cai, Zhanpeng , Tang, Yong , Lin, Juanjuan . Exploring the impact of circular economy practices on ecological footprint, inflation rate, and renewable energy consumption: evidence from G20 economies [J]. | ENVIRONMENTAL SCIENCE AND POLLUTION RESEARCH , 2024 . |
| MLA | Cai, Zhanpeng 等. "Exploring the impact of circular economy practices on ecological footprint, inflation rate, and renewable energy consumption: evidence from G20 economies" . | ENVIRONMENTAL SCIENCE AND POLLUTION RESEARCH (2024) . |
| APA | Cai, Zhanpeng , Tang, Yong , Lin, Juanjuan . Exploring the impact of circular economy practices on ecological footprint, inflation rate, and renewable energy consumption: evidence from G20 economies . | ENVIRONMENTAL SCIENCE AND POLLUTION RESEARCH , 2024 . |
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随着数据规模的不断扩大,数据质量问题不断涌现.数据质量究竟如何评估才能合理体现数据实际适用情况,适应数据要素市场化需要,为数据资产定价、估值提供合适的评估方法.本文从应用场景出发,构建数据质量指标体系,根据指标累计权重剔除低影响的指标.在简单比率法的基础上,构建异质偏好效用函数对不同维度的数据质量进行评估,并采用组合赋权法确定权重,计算综合评估得分.最后以我国碳试点市场公布的交易数据为例进行实证分析,结合CNN-LSTM模型估计数据效用,降低评估过程中的主观性.研究结果表明,在数据应用过程中,数据使用者对不同维度的数据质量问题具有不同的容忍度,即存在异质风险偏好.该方法能够有效反馈数据真实适用程度,为数据资产价值评估提供依据.本文立足于数据可用性,结合效用提出非线性的数据质量评估方法,以期为数据质量评估提供新思路.
Keyword ：
CNN-LSTM CNN-LSTM 效用函数 效用函数 数据质量 数据质量 组合赋权 组合赋权 综合评估 综合评估
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| GB/T 7714 | 唐勇 , 李东鹏 , 林娟娟 . 基于效用的数据质量综合评估方法探讨 [J]. | 财会月刊 , 2024 , 45 (16) : 110-116 . |
| MLA | 唐勇 等. "基于效用的数据质量综合评估方法探讨" . | 财会月刊 45 . 16 (2024) : 110-116 . |
| APA | 唐勇 , 李东鹏 , 林娟娟 . 基于效用的数据质量综合评估方法探讨 . | 财会月刊 , 2024 , 45 (16) , 110-116 . |
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The stock market serves as a macroeconomic indicator, and stock price forecasting aids investors in analysing market trends and industry dynamics. Several deep learning network models have been proposed and extensively applied for stock price prediction and trading scenarios in recent times. Although numerous studies have indicated a significant correlation between market sentiment and stock prices, the majority of stock price predictions rely solely on historical indicator data, with minimal effort to incorporate sentiment analysis into stock price forecasting. Additionally, many deep learning models struggle with handling the long-distance dependencies of large datasets. This can cause them to overlook unexpected stock price fluctuations that may arise from long-term market sentiment, making it challenging to effectively utilise long-term market sentiment information. To address the aforementioned issues, this investigation suggests implementing a new technique called Long-term Sentiment Change Enhanced Temporal Analysis (LEET) which effectively incorporates long-term market sentiment and enhances the precision of stock price forecasts. The LEET method proposes two market sentiment index estimation methods: Exponential Weighted Sentiment Analysis (EWSA) and Weighted Average Sentiment Analysis (WASA). These methods are utilized to extract the market sentiment index. Additionally, the study proposes a Transformer architecture based on ProbAttention with rotational position encoding for enhanced positional information capture of long-term emotions. The LEET methodology underwent validation using the Standard & Poor's 500 (SP500) and FTSE 100 indices. These indices accurately reflect the state of the US and UK equity markets, respectively. The experimental results obtained from a genuine dataset demonstrate that this method is superior to the majority of deep learning network architectures when it comes to predicting stock prices.
Keyword ：
Attention networks Attention networks Deep learning Deep learning Sentiment analysis Sentiment analysis Stock market prediction Stock market prediction Time series forecast Time series forecast
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| GB/T 7714 | Liao, Honglin , Huang, Jiacheng , Tang, Yong . LEET: stock market forecast with long-term emotional change enhanced temporal model [J]. | PEERJ COMPUTER SCIENCE , 2024 , 10 . |
| MLA | Liao, Honglin 等. "LEET: stock market forecast with long-term emotional change enhanced temporal model" . | PEERJ COMPUTER SCIENCE 10 (2024) . |
| APA | Liao, Honglin , Huang, Jiacheng , Tang, Yong . LEET: stock market forecast with long-term emotional change enhanced temporal model . | PEERJ COMPUTER SCIENCE , 2024 , 10 . |
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A novel network with Wavelet denoising-GARCHSK and Mixed CoVaR method is proposed to construct full-sample and dynamic networks for investigating the risk spillover effects across international crude oil and Chinese stock sectors before and after the COVID-19 outbreak. The empirical results denote that the total bidirectional oil-sector risk spillover effects increase rapidly after the COVID-19 outbreak. Interestingly, sectors shift from net risk receivers to net risk contributors in the oil-sector risk transfer effects during the pandemic period. Second, unlike the pre-COVID-19 period, Shanghai crude (SC) replaces Brent as the largest oil risk transmitter to stocks during the COVID-19 period. Third, there are notable sectoral features in the oil-sector risk spillovers, which differ across different periods. After the burst, Energy has an incredibly weak connection with crude oil, while the sectors, which oil products are input for, become close with crude oil. Far more surprising is that the petroleum-independent sectors have increasing closer risk transfer effects with crude, even becoming the largest risk contributors to oil, after that. Finally, the oil-sector relationships during the same period are time-varying but stable. This paper provides policymakers and investors with new method and insight into the oil-sector relationships.
Keyword ：
COVID-19 COVID-19 Crude oil Crude oil network with Wavelet denoising-GARCHSK and mixed CoVaR network with Wavelet denoising-GARCHSK and mixed CoVaR risk spillovers risk spillovers stock sectors stock sectors
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| GB/T 7714 | Zhu, Pengfei , Tang, Yong , Lu, Tuantuan . How Connected is Crude Oil to Stock Sectors Before and After the COVID-19 Outbreak? Evidence from a Novel Network Method [J]. | FLUCTUATION AND NOISE LETTERS , 2023 , 22 (03) . |
| MLA | Zhu, Pengfei 等. "How Connected is Crude Oil to Stock Sectors Before and After the COVID-19 Outbreak? Evidence from a Novel Network Method" . | FLUCTUATION AND NOISE LETTERS 22 . 03 (2023) . |
| APA | Zhu, Pengfei , Tang, Yong , Lu, Tuantuan . How Connected is Crude Oil to Stock Sectors Before and After the COVID-19 Outbreak? Evidence from a Novel Network Method . | FLUCTUATION AND NOISE LETTERS , 2023 , 22 (03) . |
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The price-volume nexus is essential for understanding and discriminating the structure of the carbon market. The current research investigates the price-volume dependences in the European carbon market and Chinese national carbon markets through fractal methods. The results demonstrate that prices have close connections with volumes at multi-time scales in both markets, and that the price-volume correlation coefficient series in the Chinese carbon market have more intense volatility, implying that it is more difficult for Chinese investors to reach consensus on prices at different time scales than European investors. In addition, there are bidirectional price-volume transmissions in both markets. Interestingly, in most cases, the influence from volume to price is much more apparent than that from price to volume in both markets, indicating that volume acts a more important role in the price-volume transmission. Finally, the European price-volume dependence has lower risk and higher efficiency than the Chinese price-volume dependence, which is due to the fact that the European market is more mature than the Chinese market. This study has both theoretical and practical applications for policymakers and investors to make optimum decisions relating to policy formation and risk management in the carbon market.
Keyword ：
correlation coefficient correlation coefficient European and Chinese carbon markets European and Chinese carbon markets fractal methods fractal methods price-volume dependence price-volume dependence risk and efficiency risk and efficiency transmission direction transmission direction
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| GB/T 7714 | Zhu, Pengfei , Wei, Yu , Lu, Tuantuan et al. The Price-Volume Dependences in the European and Chinese Carbon Markets: New Evidence from the Fractal Analysis [J]. | FLUCTUATION AND NOISE LETTERS , 2023 , 22 (05) . |
| MLA | Zhu, Pengfei et al. "The Price-Volume Dependences in the European and Chinese Carbon Markets: New Evidence from the Fractal Analysis" . | FLUCTUATION AND NOISE LETTERS 22 . 05 (2023) . |
| APA | Zhu, Pengfei , Wei, Yu , Lu, Tuantuan , Tang, Yong , Zhang, Chenyu . The Price-Volume Dependences in the European and Chinese Carbon Markets: New Evidence from the Fractal Analysis . | FLUCTUATION AND NOISE LETTERS , 2023 , 22 (05) . |
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数字经济发展如何影响企业投资是当前数字经济赋能微观企业融合发展的重要议题.以2015—2020年A股非金融类上市公司为样本,实证分析数字经济发展对企业投资行为的影响,并考察管理层薪酬攀比的调节效应.研究发现,数字经济发展促进了企业的金融投资而抑制了企业的实业投资;管理层薪酬攀比会增强这种作用,且这种作用在非国有企业和融资约束程度较低的企业更加显著.进一步的中介机制研究发现,数字经济发展通过提升管理层的盈余预测促进金融投资和抑制实业投资.结论为深入研究数字经济的微观效应提供了经验证据,也为我国企业管理层薪酬定位以及防范"脱实向虚"风险给予理论指导和政策建议.
Keyword ：
投资行为 投资行为 数字经济 数字经济 盈余预测 盈余预测 薪酬攀比 薪酬攀比
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| GB/T 7714 | 唐勇 , 朱康 . 数字经济、薪酬攀比与企业投资行为 [J]. | 会计之友 , 2023 , (4) : 72-79 . |
| MLA | 唐勇 et al. "数字经济、薪酬攀比与企业投资行为" . | 会计之友 4 (2023) : 72-79 . |
| APA | 唐勇 , 朱康 . 数字经济、薪酬攀比与企业投资行为 . | 会计之友 , 2023 , (4) , 72-79 . |
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在防范化解金融风险的背景下,企业短贷长投问题受到广泛关注.基于"沪深港通"这一准自然实验,以2010—2021年我国A股上市公司为样本,采用多期双重差分模型,实证研究资本市场开放对企业投融资期限错配的影响.研究发现,资本市场开放抑制了企业短贷长投问题,缓解了企业投融资期限错配程度.中介机制分析表明,"沪深港通"通过缓解融资约束、提升分析师关注和提高市场流动性能够抑制企业短贷长投问题.进一步研究发现,当样本企业是非国有企业、董事长和总经理两职分离以及机构持股比例较高时,"沪深港通"抑制企业投融资期限错配的效果更好.研究结论为理解企业短贷长投提供了新的研究视角,对于防范化解金融风险具有实践意义;同时丰富了资本市场开放在微观领域的经济效果研究,为进一步推进资本市场纵深发展提供了经验证据.
Keyword ：
投融资期限错配 投融资期限错配 沪深港通 沪深港通 短贷长投 短贷长投 资本市场开放 资本市场开放
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| GB/T 7714 | 朱康 , 唐勇 . 资本市场开放对企业投融资期限错配的影响研究 ——基于"沪深港通"样本的多期双重差分分析 [J]. | 金融理论与实践 , 2023 , (2) : 87-96 . |
| MLA | 朱康 et al. "资本市场开放对企业投融资期限错配的影响研究 ——基于"沪深港通"样本的多期双重差分分析" . | 金融理论与实践 2 (2023) : 87-96 . |
| APA | 朱康 , 唐勇 . 资本市场开放对企业投融资期限错配的影响研究 ——基于"沪深港通"样本的多期双重差分分析 . | 金融理论与实践 , 2023 , (2) , 87-96 . |
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理论分析发现,资本市场定价偏离其内在价值会影响企业劳动投资效率,但在影响方向上存在促进还是抑制的不确定性.基此,利用2007-2019年中国A股非金融上市公司数据研究发现:实证结果支持了效率促进假说,资本市场错误估值每增加一个标准差,企业劳动投资效率将提高4.51％;机制检验表明,股价信息性和股权融资成本是两条促进作用渠道,前者表明管理者可以从股价中学习新的信息进而提高劳动投资决策效率,后者表明股价通过影响企业融资成本而提高劳动投资效率;资本市场错误估值既会抑制劳动过度投资,又会抑制劳动投资不足,对企业劳动投资效率的异质性影响表现为在股价高估、融资约束高和低壳溢价促进效应更显著.
Keyword ：
劳动投资效率 劳动投资效率 股价信息性 股价信息性 股价融资效应 股价融资效应 资本市场定价 资本市场定价 错误估值 错误估值
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| GB/T 7714 | 于然海 , 黄志刚 , 季国民 et al. 资本市场定价对企业劳动投资效率的影响研究 [J]. | 亚太经济 , 2023 , (5) : 33-46 . |
| MLA | 于然海 et al. "资本市场定价对企业劳动投资效率的影响研究" . | 亚太经济 5 (2023) : 33-46 . |
| APA | 于然海 , 黄志刚 , 季国民 , 唐勇 . 资本市场定价对企业劳动投资效率的影响研究 . | 亚太经济 , 2023 , (5) , 33-46 . |
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Oil and gold are considered as the most vigor influencer for any economy. In this research volatility spillover networking among the oil (energy), gold, and Asian leading emerging stock markets are constructed by the coalescence of two approaches BEKK-GARCH and complex networking. The data consists of the daily return of sixteen Asian countries' stock markets, an index of the Asia Pacific, and future prices of oil and gold contracts for the period of 01-01-2010 to 31-05-2020. It covers all the recent shocks of the current decade to study the impact of these crises. The data is further divided into four sub-periods as well for this research. The results of our total period detect that commodities of oil and gold receive more volatility spillover than transfer it to stock indices of Asia Pacific countries. Moreover, it is also observed that, as compared to oil, gold had more strong significant spillover linkages. Among all Asian economies, the Chinese stock markets had more influence on the price movement of oil and gold. Whereas, India had more significant correlations with other neighboring stock indices. The results of this research not only provide the facts about the interconnection of oil, gold, and Asian Pacific countries in the current scenarios but also give very useful directions for future researchers, investors, and hedgers, as well as for policymakers interested in the Asian region.
Keyword ：
BEKK-GARCH BEKK-GARCH Energy (oil) Energy (oil) Networking Networking Oil prices Oil prices Stock market Stock market Volatility Volatility
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| GB/T 7714 | Ashfaq, Saleha , Tang, Yong , Maqbool, Rashid . Insights of energy and its trade networking impacts on sustainable economic development [J]. | ENERGY , 2022 , 265 . |
| MLA | Ashfaq, Saleha et al. "Insights of energy and its trade networking impacts on sustainable economic development" . | ENERGY 265 (2022) . |
| APA | Ashfaq, Saleha , Tang, Yong , Maqbool, Rashid . Insights of energy and its trade networking impacts on sustainable economic development . | ENERGY , 2022 , 265 . |
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