Collaborate with me | Arthur W. Chen · Finance Researcher (Commodity Futures, Climate Risk, Machine Learning)

Research

Four questions.
One agenda.

I apply machine learning and textual analysis to how climate and policy risk move through commodity markets.

Empirical asset pricing

How information, attention and policy news get priced in futures markets.

Commodity futures

Agricultural and energy futures in China and the United States: volatility, asymmetry and spillovers.

Climate & policy risk

How tariff shocks and regional climate stress transmit to global markets, from soybeans to natural gas.

Machine learning in finance

Volatility forecasting, causal machine learning and machine-readable disclosure.

Collaboration network

Seven regions.
One research agenda.

Co-authors and research partners connected from my base in Melbourne.

Mainland ChinaHong KongAustraliaNew ZealandUnited StatesUnited KingdomPoland

Publications

Published.

Peer-reviewed articles. * denotes corresponding author.

2026

Algorithmic Window Dressing? Section-Level Machine Readability around Russell Reconstitution

Finance Research Letters [SSCI, JCR Q1, ABDC A, ABS 3]

Li, B.*, Chen, A.W., Guo, R. & Lou, S.

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Published

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 [ESCI, JCR Q2]

Chen, A.W. & Zhang, Z.*

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Published

2026

When Does Precision Pay? Asymmetric Loss and the Economic Value of Machine-Learning-based Volatility Forecasts

International Review of Economics & Finance [SSCI, JCR Q1, ABDC A, ABS 3] — under review

Chen, A.W., Yuan, G.* & Hou, Y.(G.)

Under review

2026

Trade Policy Shocks, Exchange Rate Fluctuations, and Agricultural Financial Risk Spillover: Evidence from Soybean Markets in China and the United States

SN Business & Economics — revised and resubmitted

Chen, A.W.*

R&R

2026

Signals in the Noise: A Machine-Learning Approach to Pricing Alternative Information Shocks in Chinese Agricultural Futures

Journal of Futures Markets [SSCI, JCR Q2, ABDC A, ABS 3] — under review

Chen, A.W., Chen, X. & Zhu, Z.*

Under review

2026

Securitizing the Green Transition: Battery Supply Chains, Economic Security, and the Costs of Deglobalization

Alternatives: Global, Local, Political [SSCI, JCR Q2, ABDC A] — under review

Chen, A.W.*

Under review

2026

Local Attention Matters: Evidence from Regional Climate Stress and Spillovers to Global Natural Gas Volatility

Energy Economics [SSCI, JCR Q1, ABDC A*, ABS 3] — under review

Chen, A.W., Yuan, G., Goodell, J.W.* & Hou, Y.(G.)

Under review

Background

Education.

Master · 2025 – 2026

Master of Banking and Finance

Monash University, Melbourne

3.67GPA / 4.00

82.33WAM · High Distinction

Bachelor · 2021 – 2025

BSc Business Administration and Management

University of Debrecen, Hungary

4.21GPA / 5.00

7 / 76Class rank · top 10%

Working experience.

Research VolunteerMonash University, Melbourne2026 – Present

Data AnalystCATL, Debrecen, Hungary2024

Financial Risk InternBank of China (International), Shenyang2023

Research projects.

Campus Electrification Decision-SupportMonash Net Zero Initiative2026 – Present

The Impact of “Common Prosperity” on China’s EconomyWith Prof. Y. Xing, Liaoning University2022 – 2023

Collaborative Training ModelLiaoning Province education research project2022

Business projects

Beyond research.

Short-form video · TikTok

English-language video editing.

0K+

Followers on TikTok.

@ielts9.99999

AI · Cloud · Content

AI cloud trending-content business.

AI × Trends

Cloud-hosted AI tools that track trending topics and turn attention into traffic.

Where climate meets markets.

Four questions.
One agenda.

Empirical asset pricing

Commodity futures

Climate & policy risk

Machine learning in finance

Seven regions.
One research agenda.

Published.

Algorithmic Window Dressing? Section-Level Machine Readability around Russell Reconstitution

Can Soybean Tariff Shocks Trigger Abnormal Asymmetric Phenomena in Futures Markets? Evidence from the 2025 U.S.–China Trade Friction

When Does Precision Pay? Asymmetric Loss and the Economic Value of Machine-Learning-based Volatility Forecasts

Trade Policy Shocks, Exchange Rate Fluctuations, and Agricultural Financial Risk Spillover: Evidence from Soybean Markets in China and the United States

Signals in the Noise: A Machine-Learning Approach to Pricing Alternative Information Shocks in Chinese Agricultural Futures

Securitizing the Green Transition: Battery Supply Chains, Economic Security, and the Costs of Deglobalization

Local Attention Matters: Evidence from Regional Climate Stress and Spillovers to Global Natural Gas Volatility

Education.

Master of Banking and Finance

BSc Business Administration and Management

Working experience.

Research projects.

Beyond research.

English-language video editing.

AI cloud trending-content business.

Let’s work
together.

Four questions.One agenda.

Empirical asset pricing

Commodity futures

Climate & policy risk

Machine learning in finance

Seven regions.One research agenda.

Published.

Algorithmic Window Dressing? Section-Level Machine Readability around Russell Reconstitution

Can Soybean Tariff Shocks Trigger Abnormal Asymmetric Phenomena in Futures Markets? Evidence from the 2025 U.S.–China Trade Friction

When Does Precision Pay? Asymmetric Loss and the Economic Value of Machine-Learning-based Volatility Forecasts

Trade Policy Shocks, Exchange Rate Fluctuations, and Agricultural Financial Risk Spillover: Evidence from Soybean Markets in China and the United States

Signals in the Noise: A Machine-Learning Approach to Pricing Alternative Information Shocks in Chinese Agricultural Futures

Securitizing the Green Transition: Battery Supply Chains, Economic Security, and the Costs of Deglobalization

Local Attention Matters: Evidence from Regional Climate Stress and Spillovers to Global Natural Gas Volatility

Education.

Master of Banking and Finance

BSc Business Administration and Management

Working experience.

Research projects.

Beyond research.

English-language video editing.

AI cloud trending-content business.

Let’s worktogether.

Four questions.
One agenda.

Seven regions.
One research agenda.

Let’s work
together.