I am Yuxin (Vivian) Zhou, a senior Ph.D. candidate in Quantitative Finance at Université de Lyon & EMLYON business school, affiliated with the AIM Quant Center and Coactis Research Lab. I am fortunate to be supervised by Prof. Guillaume Coqueret, the head of AIM Quant Center, EMLYON business school.

My research focuses on Sustainability, Energy Risk, Financial Market, Geopolitics and Political Finance, integrating quantitative finance, econometrics, especially panel data analysis to address complex financial phenomena. I am particularly interested in the impact of sustainability or energy consumption on asset prices during big political events.

You could find my CV here.

Thesis (Working in Progress)

Title: Sustainability, Commodites and Geopolitics.

In my thesis, I define the sustainability of commodities through its carbon and water footprints. I study the diversification benefits brought by green commodities to the current stock-bond green portfolios.

I also explore the role of ESG during geopolitical events like Ukraine-Russia conflict.

In the last chapter, I study the differences in corporate sustainability among enterprises under state jurisdictions controlled by different political parties.

Education

I enjoy experiencing different cultures. Hence, I pursued my degree and extra trainings in various countries.

Degrees

PhD in Finance, Université de Lyon & EMLYON business school, Sep 2022 - Present;

Master II in Economics and Finance, Ca’ Foscari University of Venice, Nov 2021 - Dec 2022;

Master of Science in Finance, EMLYON business school, Sep 2019 - Jul 2021;

Master in Quantitative Finance, Fudan University (QS 36th), Sep 2019 - Jul 2021;

Bachelor in Financial Management, Xiamen University, Sep 2015 - Jun 2019.

Extra Trainings

Vrije University Summer School, Statistical Methods for Causal Inference, Jul 2024;

Harvard Business School Doctoral Courses, Financial Economics of Climate and Sustainability, Feb 2024 - Apr 2024;

Ludwig Maximilian University of Munich Summer School, Machine Learning and Data Analytics, Jul 2023 - Aug 2023.