湯珂

2000年7月畢業於清華大學，獲得經濟學和工程學士學位。

2002年7月畢業於清華大學，獲得工程學碩士學位。

2004年4月畢業於美國加州大學伯克利分校，獲得金融工程碩士學位。

2008年8月畢業於劍橋大學，獲得金融學博士學位。

2008年9月至2009年9月中國人民大學漢青研究院講師。

2009年9月至2013年9月中國人民大學漢青研究院副教授。

2013年10月2014年10月中國人民大學漢青研究院教授。

2014年11月清華大學社科學院經濟學研究所 教授。

學術兼職

副主編, Quantitative Finance (impact factor: 1.5)

副主編, Journal of Commodity Markets (impact factor: 2.3)

網際網路金融創新。

金融經濟學。

中國金融市場。

資產定價。

大宗商品市場。

中國證券市場。

1.Economic Linkages, Relative Scarcity, and Commodity Futures Returns with Jaime Casassus (Pontificia Universidad Catolica de Chile) and Peng Liu (Cornell University) ,Review of Financial Studies, 2013, 26, 1324-1362.

2.Review of Financial Studies

3.Journal of Finance

4.Financial Analyst Journal

5.Commodity Investing with K. Geert Rouwenhorst (Yale University), Annual Review of Financial Economics, 2012, 4, 447–467. (Review Article)

6.Long Term Spread Option Valuation and Hedging with Michael Dempster (Cambridge University) and Elena Medova (Cambridge University), Journal of Banking and Finance, 2008, 32, 2530-2540.

7.No-arbitrage Conditions for Storable Commodities and the Modelling of Futures Term Structures with Peng Liu (Cornell University), Journal of Banking and Finance, 2010, 34, 1675-1687.

8.Estimating exponential affine models with correlated measurement errors: Applications to fixed income and commodities with Michael Dempster (Cambridge University), Journal of Banking and Finance, 2011, 35, 639-652.

9.The Stochastic Behavior of Commodity Prices with Heteroskedasticity in the Convenience Yield with Peng Liu (Cornell University), Journal of Empirical Finance, 2011, 18, 211-224.

10.Time-varying Long Run Mean of Commodity Prices and the Modelling of Futures Term Structure, Quantitative Finance, 2012, 12, 781-790.

11.Determinants of Oil Futures Prices and Convenience Yields with Michael Dempster (Cambridge University) and Elena Medova (Cambridge University), Quantitative Finance, 2012,12,1795-1809.

12.The Determinants of Homebuilder Stock Price Exposure to Lumber: Production Cost versus Housing Demandwith Peng Liu (Cornell University) and Xiaomeng Lu (Cornell University), Journal of Housing Economics, 2012, 21, 211-222.

13.Maximal Affine Models for Multiple Commodities: A Note with Jaime Casassus (Pontificia Universidad Catolica de Chile) and Peng Liu (Cornell University), Journal of Futures Markets, 2015, 35, 75-86.

14.Corporate Governance and Firm Liquidity: Evidence from the Chinese Stock Market with Changyun Wang (Renmin University of China), Emerging Market Finance and Trade, 2011, 47, 47-60.

15.Size and Performance of Chinese Mutual Funds: The Role of Economy of Scale and Liquidity with Wenjun Wang (Renmin University of China) and Rong Xu (Renmin University of China), Pacific-Basin Finance Journal, 2012, 20, 228-246.

16.Are Chinese Warrants Derivatives? Evidence from Connections to their Underlying Stocks with Changyun Wang (Renmin University of China), Quantitative Finance, 2013, 13, 1225-1240.

17.China’s Imported Inflation and Global Commodity Priceswith Changyun Wang (Renmin University of China) and Shiyi Wang (Renmin University of China), Emerging Market Finance and Trade, 2014, 50, 162–177.

18.Cross-Market Soybean Futures Price Discovery: Does the Dalian Commodity Exchange Affect the Chicago Board of Trade? with Liyan Han (Beihang University) and Rong Liang (Renmin University of China) Quantitative Finance, 2013,13,613-626.

19.Institutional Asset Pricing with Heterogeneous Beliefs with Zhigang Qiu (Renmin University of China), Shiyang Huang (London School of Economics) and Qi Shang (Renmin University of China), Journal of Banking and Finance, 2013, 37, 4107-4119.

20.商業銀行競爭、效率及其關係研究--以韓國、中國台灣和中國大陸為例(與黃雋合作) ,《中國社會科學》並被《新華文摘》轉載， 2008年。

European Financial Management Association Annual Meeting, Milan, Italy, 2009。

Austrian Banking and Finance Conference Annual Meeting, Sydney, Australia, 2009。

Financial Management Association Annual Meeting, Reno, USA, 2009

European Financial Management Association, Asian symposium, Beijing, China, 2010

Asian Finance Association Annual Meeting, Hong Kong, 2010。

Financial Management Association, Asian Symposium, Singapore, 2010。

NBER annual summer institute, Capital Markets and the Economy Workshop, Cambridge, MA, USA, 2010。

World Econometrics Congress, Shanghai, China, 2010。

Austrian Banking and Finance Conference Annual Meeting, Sydney, Australia, 2010。

NBER Asset Pricing Program Meeting, San Francisco, CA, USA, 2010。

Workshop on Food Security and Food Price Volatility, Paris, France, 2010。

American Finance Association, Denver, USA 2011。。

OECD-FAO Technical Meeting on Commodity Futures, Paris, France, 2011。

Global Commodity Forum, United Nation Conference on Trade and Development (UNCTAD), Geneva, Switzerland, 2011。

European Financial Management Association, Asian symposium, Beijing, China, 2011。

中國金融年會，成都，2009。

中國金融年會，廣州，2010。

Managing Editor, Quantitative Finance

Journal of Finance

Management Science

Journal of Banking and Finance

Journal of Applied Econometrics

Journal of Empirical Finance

Quantitative Finance

European Financial Management

International Review of Finance

Energy, International Review of Economics and Finance

國家傑出青年科學基金。

中組部青年拔尖人才支持計劃。

教育部新世紀人才支持計劃。

北京市第11屆哲學社會科學優秀成果獎二等獎。

加州大學伯克利分校金融工程碩士最佳論文David Pyle獎。