معرفی
Daxuan Cheng serves as an Academic Casual and Professional Casual at Macquarie Business School, holding dual appointments in the Department of Applied Finance and Department of Actuarial Studies and Business Analytics at Macquarie University. As a Doctor of Philosophy candidate, he maintains active research and teaching roles within the business school ecosystem.
His research centers on geopolitical risk dynamics in commodity markets, with specific expertise in risk premium quantification and futures market behavior. Key investigation areas include:
- Geopolitical risk premium measurement in commodity derivatives
- Hedging strategy optimization under geopolitical tension
- Beta risk assessment in volatile markets
- Cross-market risk transmission mechanisms
Cheng's recent publications demonstrate consistent focus on geopolitical risk manifestations in commodity futures, showing particular attention to energy derivatives and market efficiency. His work bridges theoretical econometrics with practical trading implications.
Notable scientific engagement includes media coverage in major outlets like BP's analysis of production cuts signaling energy crises and investment rationale for commodities. His research has garnered significant attention with 32 Scopus citations and 181 Pure downloads.
As an academic contributor, Cheng advises on market risk interpretation through both scholarly publications and industry-facing commentary, maintaining active supervision of research initiatives while pursuing doctoral studies.
