汤珂查看源代码讨论查看历史
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汤珂，男，清华大学社会科学学院经济学研究所教授、所长[1] ，中宣部四个一批人才， 国家杰出青年基金获得者[2]。
基本信息
人物说明----清华大学经济学研究所所长
民 族 ---- 汉族
国 籍 ---- 中国
职 业 ---- 教育科研工作者
主要成就----获得金融学博士学位
毕业院校----清华大学
人物经历
2000年7月毕业于清华大学，获得经济学和工程学士学位。
2002年7月毕业于清华大学，获得工程学硕士学位。
2004年4月毕业于美国加州大学伯克利分校，获得金融工程硕士学位。
2008年8月毕业于剑桥大学，获得金融学博士学位。
2008年9月至2009年9月中国人民大学汉青研究院讲师。
2009年9月至2013年9月中国人民大学汉青研究院副教授。
2013年10月2014年10月中国人民大学汉青研究院教授。
2014年11月清华大学社科学院经济学研究所 教授。
主讲课程
互联网金融创新。
金融经济学。
中国金融市场。
研究方向
资产定价。
大宗商品市场。
中国证券市场。
主要贡献
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，Commodity As Collateral, with Haoxiang Zhu (MIT),Review of Financial Studies, 2016, 29, 2110-2160.
3，A Tale of Two Premiums: The Role of Hedgers and Speculators in Commodity Futures Markets, with Wenjin Kang (SUFE) and Geert Rouwenhorst (Yale University),Journal of Finance, forthcoming.
4，Index Investment and the Financialization of Commodities with Wei Xiong (Princeton University),Financial Analyst Journal, 2012, 68, 54-74. (Google Scholar 1000+)
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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，商业银行竞争、效率及其关系研究--以韩国、中国台湾和中国大陆为例(与黄隽合作) ,《中国社会科学》并被《新华文摘》转载， 2008年。
会议入选文
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
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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。
中国金融年会， 成都，2009。
中国金融年会， 广州，2010。
审稿
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
获奖记录
国家杰出青年科学基金。
中组部青年拔尖人才支持计划[3] 。
教育部新世纪人才支持计划[4] 。
北京市第11届哲学社会科学优秀成果奖二等奖。
加州大学伯克利分校金融工程硕士最佳论文David Pyle奖。
参考来源
- ↑ 汤珂 ,清华大学, 2022-11-01
- ↑ 汤珂简历_清华大学社会科学学院经济所教授汤珂受邀参会演讲 ,活动家, 2021-05-12
- ↑ 清华大学汤珂教授学术讲座通知 ,搜狐, 2022-06-06
- ↑ 汤珂 ,清华大学, 2022-12-01