Dr Hanyu Zhang
Postdoctoral Researcher

Hanyu Zhang has joined UCD Michael Smurfit Business School as a post-doctoral researcher in August 2017 and he currently works on modelling energy system volatility. Hanyu obtained his Ph.D. at the University of Reading, focusing on financial econometrics and market microstructure. He also holds a BSc in mathematical economics (2011) from the Central University of Finance and Economics (China) and an MSc in quantitative finance (2012) from the University of Reading.

Hanyu’s primary interest lies in the field of high-frequency econometrics, where he has been studying cleaning microstructure noise and modelling high-frequency volatility. His research topics also include risk management and portfolio analysis. During his Ph.D. study, Hanyu has won a GARP scholarship for the Advanced Risk and Portfolio Management Bootcamp in New York.

Associated ESIPP Work Packages