Qiujie (Angie) Zheng

Transcription

1 Qiujie (Angie) Zheng University of Alaska Anchorage, College of Business and Public Policy 3211 Providence Drive, Anchorage, AK Phone: (907) , qzheng3@uaa.alaska.edu Education PhD in Economics, Washington State University 12/2010 MS in Statistics, Washington State University MA in International Finance, Nankai University, China 6/2006 BA in Finance, N ankai University, China 6/2004 Research Interests Production Supply, Consumer Choice and Demand, Risk Analysis, Industrial Organization Teaching Interests Econometrics, Business Statistics, Mathematical Economics, Linear Programming Academic Experiences Assistant Professor, University of Alaska Anchorage, Anchorage, AK 8/ present Term Assistant Professor, University of Alaska Anchorage, Anchorage, AK 8/2012-5/2014 Courses taught: BA273 Introduction to Statistics for Business and Economics ECON312 Econometrics for Business and Economics ECON390 Introduction to Mathematical Methods in Economics Research Assistant, Washington State University, Pullman, WA 8/2006-5/2010 Estimated bivariate crop yield distribution using nonparametric methods based on farm-level yield data, simulated bivariate yield distribution, calculated crop insurance premiwns, provided implications for producers and policy-makers about insurance coverage, contract design and subsidy levels. Examined biofuel feedstock supply equations and elasticities under price and quantity risks, used the results to draw important decision-making implications to guide Washington policy makers concerning incentives that could facilitate development of a biofuel industry in the state. Analyzed conswner apple variety choices using microeconomic survey ACNielsen Homescan data, identified important factors that affect consumers' variety choices, estimate demand elasticities for different varieties of apples, share implications of the study with apple breeders for their breeding prioritization of apple traits that are valued by consumers. Participated in state project of Biofuel Economics and Policy for Washington State, provided input

2 to chapter of feedstock availability and economic potential analysis, gained firm knowledge base for energy economics and policy analysis. Participated in project of Washington Statewide Freight Simulation Model, building transportation freight models and writing summary reports. Research Assistant, Nankai University, Tianjin, China 7/2004-6/2006 Applied factor analysis methods to estimate Banking Cross-border Mergers & Acquisitions performance using data from BvD BankScope database. Participated in national project ofanalysis ofstability ofthe International Financial Market, responsible for analyzing macro economies and financial markets of different countries and writing background chapter. Participated in national project of The Political Economy Analysis ofthe United States Trade Policy toward China, responsible for organizing international trade datasets and models, and writing book chapter covering the U.S. trade policy trends and motivations after World War II. Industrial Experiences Sr. Risk Analyst, JPMorgan Chase & Co., Columbus, OH 6/2010-7/2012 Develop credit loss net flow model and forecast loss for noncredit impaired and credit impaired home equity and home loan portfolios including millions of customer accounts nationwide. Build various generalized linear models to identify meaningful relationships between macroeconomic variables and delinquency flows at product and segment levels using SAS software packages including SASlBase, SAS/Macro and SAS/SQL etc., analyze model performance, and conduct model diagnostics and back-testing. Aggregate MSA and State level HPI and labor market data to create macro-economic variable inputs for loss forecasting model construction. Create monthly loss forecasting model reports including economic conditions and housing market trends to support senior management's decision making. Financial Consultant Intern, China Minsheng Banking Corp., Beijing, China /2006 Assisted in providing consulting services to customers with diversified backgrounds on residential mortgage loans application and payment, and studied individual default, delinquent or prepayment cases to understand meaningful characteristics of behavior of customers at risk. Advised customers on personal investment portfolio strategies and promoted new financial products and services. Journalist Intern, Financial News, Beijing, China /2005 Interviewed financial industry professionals, working with media groups, to publish articles on financial topics such as commercial banks strategy changes, risk analysis and management under 2

3 Basel II accord, RMB Exchange Rate Reform, etc. Financial Analyst Intern, Bank of China, Beijing, China 7/2003-8/2003 Received training in processing commercial loan applications, investigated company's accounting statements, reviewed balance sheet and income statement, analyzed company's financial position and operation results. Publications and Working Papers Zheng, Q. and H. H. Wang "The Market Power of Chinese Wine Industry." Working paper. Zheng, Q., H. H. Wang, and Q. Shi "Estimating Bivariate Yield Distributions and Crop Insurance Using Nonparametric Methods." Applied Economics 46 (18): Zheng, Q., and C. R. Shumway "Washington Biofuel Feedstock Crop Supply under Output Price and Quantity Uncertainty." Energy Policy 48: Zheng, Q., and S. Zhang "Constructing the Efficient Operational Risk Management System in Commercial Banks (in Chinese)." Academic Forum. October. Chen, Y., and Q. Zheng "Banks' New Services on Personal Finance Management (in Chinese)." Financial News. August 10 th. Chen, Y., and Q. Zheng "Reasons for Slower Growth Rate in Personal Consumption-purposed Loans during 2005 Summer (in Chinese)." Financial News. August 5 th. Zheng, Q "New RMB Exchange Rate Regime's Influence on the Banks' Ability to Manage Risk and Set Price (in Chinese)." Financial News. August 4th. Sun, L., Z. Zhang, L. Xie, and Q. Zheng "Responses from Banks after RMB Exchange Rate Regime Reform (in Chinese)." Financial News. July 25 th. Chen, Y., and Q. Zheng "Strategic Changes in Commercial Banks (in Chinese)." Financial News. July 21 tho Zheng, Q "Operational Risk Management in Commercial Banks (in Chinese)." Financial News. July 18 th. Conference Papers Zheng, Q. and H. H. Wang "Attribute Preference of Duck Products: From Restaurant Consumer and Manager's Perspectives in China." The Chinese Economists Society (CES) Annual Conference. Guangzhou, China. Johnson, P. and Q. Zheng "Trading in Networks: a Classroom Experiment." The Chinese Economists Society (CES) Annual Conference. Guangzhou, China. Zheng, Q. and H. H. Wang "The Market Power of Chinese Wine Industry." The Chinese Economists Society (CES) North America Conference. West Lafayette, n\[. Zheng, Q. and H. H. Wang "The Market Power of Chinese Wine Industry." The Chinese Economists Society (CES) Annual Conference. Chengdu, China. Lu, Y. and Q. Zheng "A Simple P-value Adjustment for Group Sequential Test." Southwest 3

4 Decision Science Institute (SWDSI) meeting. Albuquerque, NM. Zheng, Q., V. McCracken and M. Taylor "Consumers Apple Variety Choices Based on National Household-level Data." Applied Agricultural Economics Association (AAEA) meeting. Denver, CO. Zheng, Q., and M. Taylor "Which Factors Influence Consumer's Apple Purchase Choice?" Washington State Horticultural Association meeting. Wenatchee, W A. Zheng, Q., and C. R. Shumway "Washington Biofuel Feedstock Supply under Price Uncertainty." Western Agricultural Economics Association (WAEA) meeting. Orlando, FL. Zheng, Q., and 1. Yoder "Market Power over Blended Motor Fuel Inputs: Biodiesel vs. Renewable Diesel in Washington State." WAEA meeting. Big Sky, MT. Grants, Awards and Honors "Washington Biofuel Feedstock Crop Supply under Output Price and Quantity Uncertainty" featured by Renewable Energy Global Innovations. (2012) AAEA Foundation Travel Grant (2008, 2009) WAEA Graduate Student Travel Scholarship (2008) National Agricultural Biotechnology Council 20 th Meeting Student Travel Scholarship (2008) Nankai University Excellent Master Thesis First Prize (2006) Nankai University Excellent Students Awards (2001, 2002, 2003, 2005) Leadership and Membership Member of Chinese Economists Society 12/ present President of Graduate Student Association, School of Economic Sciences, Washington State University /20 10 Executive Assistant to President of Chinese Economists Society 7/2007-6/2008 Member of Agricultural & Applied Economics Association (AAEA) 4/2008-4/2010 Member of Western Agricultural Economics Association (WAEA) 4/2008-4/2009 Editor ofnankai Economics Papers 9/2004-6/2006 College, University and Community Services Member of CBPP Experiential Learning Committee 8/2012-5/2013 Coordinated Alaska business familiarization trip of a group of foreign EMBA students organized by Anchorage Economic Development Corporation (AEDC) 8/2012-8/2013 Drafted CBPP Study Abroad Program Initiatives 5/2013-6/2013 Coordinated keynote speech of Professor Siwei Cheng at UAA 1 8/2013 Member of CBPP International Partnerships Committee 8/2013-5/2014 I Professor Cheng is former Vice-Chairman of the Standing Committee for the National People's Congress of China. 4

5 Member of CBPP International Business Programs Committee 8/2013-5/2014 Coordinate institutional partnership between CBPP and Institute of State Economy, Nankai University 8/ present Coordinated visit ofuaa delegation in China for joint program agreement signing 5/2014-6/2014 Technical Skills SAS (Certified Base and Advanced Programmer), STAT A, GAUSS, SHAZAM, MATHEMA TICA, SPSS, EVIEWS, MICROSOFT EXCEL 5