个人简介Personal Profile：
Dr. Ifran Khan（伊夫兰·汗博士），华北水利水电大学博士后研究员。2023年获中南财经政法大学经济学（金融学）博士学位，2019年获厦门大学金融学硕士学位。研究方向包括金融计量经济学、波动溢出效应、关联性网络以及数字资产与传统金融市场的交叉领域。目前已发表论文11篇，发表于 Finance Research Letters、International Review of Economics & Finance、Investment Analyst Journal 等JCR Q1区/顶级期刊。另有16篇论文处于不同阶段：多篇处于小修后复审阶段，多篇处于同行评审中，多篇已提交至国内外高水平期刊。担任多个国际期刊的审稿人。曾讲授计量经济学、数理经济学、统计学等课程。
个人代表性研究成果Representative research results of individuals：
1. Published Papers
(1) Khan, I., Faryal, M., Chui, C. M., & Yao, Q. (2026). Financial Shock Transmission in the Space Economy. Finance Research Letters, 110045. https://doi.org/10.1016/j.frl.2026.110045 (JCR Q1, SSCI 1区 Top)
(2) Khan, I., Gui, H., Li, B., Chui, C. M., & Faryal. (2026). Spillover and Connectedness Dynamics of Precious Metals, Cryptocurrencies and Green Assets under Climate Risk. International Review of Economics & Finance, 105119. https://doi.org/10.1016/j.iref.2026.105119 (JCR Q1, SSCI 1区 Top)
(3) Khan, I., Gui, H., Chui, C. M., Faryal, S., Hsiao, C. Y.-L., & Chen, Z. (2025). Bridging Finance and the Real Economy: Dynamic Volatility Transmission Between Leading Cryptocurrencies and Chinese Firms. International Review of Economics & Finance, 104688. https://doi.org/10.1016/j.iref.2025.104688 (JCR Q1, SSCI 1区 Top)
(4) Faryal, M., Tang, Y., Chui, C. M., & Khan, I. (2026). The rise of FinTech as a systemic risk transmitter: A time-frequency analysis of spillovers to energy and macroeconomic markets. International Review of Economics & Finance, 107, 105112. https://doi.org/10.1016/j.iref.2026.105112 (JCR Q1, SSCI 1区 Top)
(5) Khan, I., & Faryal, M. (2025). On the determinants of Bitcoin returns and volatility contagion between oil, gold and stocks: Evidence using wavelet coherence and DCC-GARCH approaches. African Review of Economics and Finance, 17(2), 233–250. https://african-review.com/view-paper.php?serial=2026020591357-654776 (JCR ESCI)
(6) Tang, Y., Faryal, M., & Khan, I. (2025). Time-varying volatility spillovers between strategic rare earth minerals, cryptocurrencies and macroeconomic uncertainty: A TVP-VAR and time-frequency analysis. Investment Analysts Journal. https://doi.org/10.1080/10293523.2025.2588094 (JCR Q2, SSCI 3区)
(7) Wang, N., & Khan, I. (2023). The Risk and Return Relation in Bitcoin Spot and Futures Intraday Returns. KASBIT Business Journal, 16(1). https://www.kasbitoric.com/index.php/kbj/article/view/331
(8) Khan, I., Nazir, M. I., Fareed, Z., Nazir, M. R., & Faryal, F. (2017). Impact of macroeconomic factors on development of Paki-stan. International Journal of Accounting and Economics Studies, 5(1), 63. https://doi.org/10.14419/ijaes.v5i1.7538
(9) Nazir, M. I., Nazir, M. R., Khan, I., & -, F. (2018). TMT Attention to Innovation of Organizations Influence the Organization Innovation Activities: Moderating Role of Corporate Governance. International Journal of Accounting and Financial Reporting, 8(1), 425. https://doi.org/10.5296/ijafr.v8i1.12907
(10) Nazir, M. I., Tabassam, R., Khan, I., & Nazir, M. R. (2018). Banking Sector Development, Inflation and Economic Growth in Asian Countries: A Panel Causality and Co-Integration Approach. International Journal of Accounting and Financial Reporting, 8(4), 384. https://doi.org/10.5296/ijafr.v8i4.14046
(11) Nazir, M. R., Nazir, M. I., Khan, I., & -, F. (2018). CEO Characteristics and Valuation of the Organization: A Quantile Regression Analysis. International Journal of Accounting and Financial Reporting, 8(1), 261. https://doi.org/10.5296/ijafr.v8i1.12824
2. Revision Submitted Papers
(1) Khan, I., Gui, H., Wang, W., & Faryal. (2026). Time-Varying Volatility Spillovers Between Cryptocurrencies and Commodities: TVP-VAR Evidence for Hedge Strategies and Financial Contagion. Humanities and Social Sciences Communications, (JCR Q1, SSCI 2区 Top).
(2) Faryal, Tang, Y., & Khan, I. (2026). The Persistent Copper Premium: A DCC-GARCH-R² Analysis of Network Spillovers in Energy Transition Finance. Investment Analyst Journal, (JCR Q2, SSCI 3区)
3. Under Review Papers
(1) Khan, I., Gui, H., Chui, C. M., Faryal, Hsiao, C. Y.-L., & Chen, Z. (2026). Tails of the Tiger: Time-Frequency Spillovers Between Digital Assets and Asian Sovereign Bonds Under Global Shocks. Finance Research Letters, (JCR Q1, SSCI 1区 Top)
(2) Khan, I., Chui, C. M., Faryal, Yao, Q., & Chen, Z. (2026). From Sentiment to Structure: Climate Risk Contagion across Green Assets, Carbon Markets, and Global Equities. Humanities and Social Sciences Communications, (JCR Q1, SSCI 2区 Top)
(3) Faryal, Tang, Y., Chui, C. M., & Khan, I. (2026). The Rising Power of Green Finance: A Frequency-Domain Analysis of Volatility Spillovers Across Commodities, Stocks, and Precious Metals. Emerging Markets Finance and Trade, (JCR Q1, SSCI Zone 3)
(4) Chui, C. M., Zhang, H., Khan, I., Hsiao, C. Y.-L., & Yao, Q. (2026). Quantile Connectedness between Rare Earth and Semiconductor Markets in the wake of Trade War: The role of Portfolio Implications. Applied Economics, (JCR Q2, SSCI 3区)
(5) Chui, C. M., Yang, H., Hsiao, C. Y.-L., & Khan, I. (2026). Extreme Return Connectedness among Gambling Tokens, Gambling ETFs, and other Assets: The role of Global Uncertainty Factors and Portfolio Implications. Applied Economics, (JCR Q2, SSCI 3区)
(6) Khan, I., Faryal, Li, S., & Sun, P. (2026). Dynamic Spillovers in Asia-Pacific Equities, Precious Metals, and Cryptocurrencies under Global Uncertainties. Finance Research Open.
4. Submitted Papers
(1) Khan, I., Gui, H., Chui, C. M., Faryal, & Yao, Q. (2026). Oil shocks, currency vulnerability, and financial resilience: A frequency-domain analysis of Norway and Sweden. International Review of Economics and Finance, (JCR Q1, SSCI 1区 Top)
(2) Khan, I., Wang, N., Chui, C. M., Faryal, & Chen, Z. (2026). Driver or driven? Return and volatility spillovers between RegTech and traditional finance: Evidence from DCC-GARCH-R2 decomposed connectedness. Finance Research Letters, (JCR Q1, SSCI 1区 Top).
(3) Khan, I., Faryal, Chui, C. M., Gui, H., & Raza, S. (2026). Volatility spillovers and systemic risk in the digital-energy nexus: Implications for transition finance and financial regulation. Energy Policy, (JCR Q1, SSCI 1区 Top)
(4) Khan, I., Gui, H., Chui, C. M., Wang, W., Faryal, Yao, Q., & Chen, Z. (2026). Optimizing Portfolio Hedging in the Critical Materials Nexus: A Network Approach to Operational and Supply Chain Risk. Annals of Operations Research, (JCR Q1, SSCI 3区)
(5) Khan, I., Gui, H., Chui, C. M., Hsiao, C. Y.-L., Faryal, & Chen, Z. (2026). Connectedness and Portfolio Implications in the Digital Finance Ecosystem: Evidence from Cryptocurrencies, FinTech, and Gold During Major Crises. Computational Economics, (JCR Q2, SSCI 3区)
(6) Chui, C.M., Yao, Q., Chen, P., & Khan, I. (2026). Infrastructure in the Sky: Volatility Spillovers and Portfolio Hedging in the Space Transportation Nexus. Finance Research Letters, (JCR Q1, SSCI 1区 Top)
(7) Tang, Y., Faryal, Chui, C. M., Khan, I., & Chen, Z. (2026). Contagion or Diversification? Time-Frequency Spillovers Across Leading OECD Equities, Green Bonds, and Clean Energy Markets. Investment Analyst Journal, (JCR Q2, SSCI 3区)
(8) Chui, C. M., Li, B., Khan, I., & Hsiao, C. Y.-L. (2026). Navigating Systemic Risk in the Digital Age: A DCC-GARCH-R² Analysis of Fourth Industrial Revolution Assets and Their Implications for Technology Governance. North American Journal of Economics and Finance, (JCR Q1, SSCI 2区).
其他Others：
Ad hoc reviewer for Financial Innovation, Computational Economics, and Environment, Development and Sustainability. Guest speaker at International Conference on Cross-border Tourism and International Economy and Trade (2023) at Longyan University. Participant in SCO Institute of Modern Agricultural Development research project. Recipient of Chinese Government Scholarship for PhD and Master's studies. Proficient in MATLAB, R-Studio, STATA, and SPSS.
