I am a Master of Banking and Finance candidate at Monash University (expected December 2026) and a certified Financial Risk Manager (FRM). Before Melbourne, I completed a BSc in Business Administration and Management at the University of Debrecen, Hungary, as a Stipendium Hungaricum scholar.

I am currently applying for PhD positions in empirical and quantitative finance for 2027 entry. The best way to reach me is by email at wxchen2001@gmail.com.

Research interests

My work applies machine learning and textual analysis to empirical asset pricing and risk measurement, with a focus on commodity futures — agricultural and energy — and on how climate and policy shocks propagate through markets. Recurring questions in my research include:

• How do trade-policy and tariff shocks transmit into futures-market volatility and asymmetry?
• Can alternative and unstructured information be priced, and under what conditions does it carry signal rather than noise?
• Where do local climate stresses enter global energy markets, and what does that imply for the social cost of carbon?

A secondary line of work extends into FinTech and information-disclosure design.

Published work

Chen, A.W. & Zhang, Z. (2026). Can Soybean Tariff Shocks Trigger Abnormal Asymmetric Phenomena in Futures Markets? Evidence from the 2025 U.S.–China Trade Friction. International Journal of Financial Studies, 14(1), 1–25.

Li, B., Chen, A.W. et al. (2026). Algorithmic Window Dressing: Disclosure Structure and Information Horizon Arbitrage. Finance Research Letters, 108, 110485.

Four further papers are under review or in progress — at the Journal of Futures Markets, SN Business & Economics, and Alternatives: Global, Local, Political, plus one targeting Energy Economics. Titles and drafts are on the publications page.

Background

I have worked as a data analyst at CATL in Debrecen, Hungary, on supplier-performance and procurement analytics, and as a financial risk intern at Bank of China International in Shenyang, where I built a Python backtesting framework for equity and futures strategies. I currently volunteer as a research assistant at Monash, supporting experimental data collection and reproducible analysis workflows in Python and R.

Contact

Email: wxchen2001@gmail.com

My full CV is here, and my publication record is indexed on ORCID.