Areas of Focus
- Commodity Markets
- Financial Technology
- Digital Economy
Work Experience
- 2008/10-2014/10 - Renmin University of China - Assistant Professor, Associate Professor, Professor
- 2014/11-Present - Tsinghua University - Professor
Academic Background & Achievements
- 2000 - Bachelor's in Engineering and Economics: Tsinghua University
- 2002 - Master's in Engineering: Tsinghua University
- 2004 - Master's in Financial Engineering: University of California, Berkeley
- 2008 - PhD in Finance: University of Cambridge
- 2020-2023 - Elsevier Highly Cited Chinese Scholar
Publications
- Leverage is a Double-Edged Sword, Avanidhar Subrahmanyam, Jingyuan Wang, Xuewei Yang, 2024
- Financialization and Commodity Markets Serial Dependence, Zhi Da, Yubo Tao, Liyan Yang, 2024
- Crypto Wash Trading, Lin William Cong, Xi Li, Yang Yang, 2023
- A Tale of Two Premiums: The Role of Hedgers and Speculators in Commodity Futures Markets, Wenjin Kang, Geert Rouwenhorst, 2020
- Commodity as Collateral, Haoxiang Zhu, 2016
- Economic Linkages, Relative Scarcity, and Commodity Futures Returns, Jaime Casassus, Peng Liu, 2013
- Index Investment and the Financialization of Commodities, Wei Xiong, 2012
- Commodity Investing, K. Geert Rouwenhorst, 2012
- Long Term Spread Option Valuation and Hedging, Michael Dempster, Elena Medova, 2008
- No-arbitrage Conditions for Storable Commodities and the Modelling of Futures Term Structures, Peng Liu, 2010
- Estimating exponential affine models with correlated measurement errors: Applications to fixed income and commodities, Michael Dempster, 2011
- Institutional Asset Pricing, with Heterogeneous Beliefs, Zhigang Qiu, Shiyang Huang, Qi Shang, 2013
- The Stochastic Behavior of Commodity Prices with Heteroskedasticity in the Convenience Yield, Peng Liu, 2011
- Time-varying Long Run Mean of Commodity Prices and the Modelling of Futures Term Structure, Not mentioned, 2012
- Determinants of Oil Futures Prices and Convenience Yields, Michael Dempster, Elena Medova, 2012
- The Determinants of Homebuilder Stock Price Exposure to Lumber: Production Cost versus Housing Demand, Peng Liu, Xiaomeng Lu, 2012
- Maximal Affine Models for Multiple Commodities: A Note, Jaime Casassus, Peng Liu, 2015
- Size and Performance of Chinese Mutual Funds: The Role of Economy of Scale and Liquidity, Wenjun Wang, Rong Xu, 2012
- Are Chinese Warrants Derivatives? Evidence from Connections to their Underlying Stocks, Changyun Wang, 2013
- Cross-Market Soybean Futures Price Discovery: Does the Dalian Commodity Exchange Affect the Chicago Board of Trade?, Liyan Han, Rong Liang, 2013
- Corporate Governance and Firm Liquidity: Evidence from the Chinese Stock Market, Changyun Wang, 2011
- China’s Imported Inflation and Global Commodity Prices, Changyun Wang, Shiyi Wang, 2014
- Latent Jump Diffusion Factor Estimation for Commodity Futures, Michael Dempster, Elena Medova, 2018
- Commodity Prices and GDP Growth, Yiqing Ge, 2020
- Gender and Herding, Jie Michael Guo, Yaodong Liu, Zhigang Zheng, 2021
- Do Corporate Managers Believe in Luck? Evidence of the Chinese Zodiac Effect, Jiarong Li, Jie Michael Guo, Nan Hu, 2021
- Deep Sequence Modeling: Development and Applications in Asset Pricing, Lin William Cong, Jingyuan Wang, Yang Zhang, 2021
- Impact of Temperature and Relative Humidity on the Transmission of COVID-19: A Modelling Study in China and the United States, Jingyuan Wang, Kai Feng, Xin Lin, Weifeng Lv, Kun Chen, Fei Wang, 2021
- Can the E-commercialization improve residents’ income? --Evidence from “Taobao Counties” in China, Qiaoqin Xiong, Fengyu Zhang, 2022
- Online Prices and Inflation during the Nationwide COVID-19 Quarantine Period: Evidence from 107 Chinese Websites, Tingfeng Jiang, Taoxiong Liu, Jiaqing Zeng, 2022
- Experience of the COVID-19 pandemic in Wuhan leads to a lasting increase in social distancing, Edoardo Gallo, Darija Barak, Ke Rong, Wei Du, 2022
- Assortative Mating on Blood Type: Evidence from One Million Chinese Pregnancies, Yao Hou, Jingyuan Wang, Danxia Xie, Hanzhe Zhang, 2022
- Financialization of Commodity Markets Ten Years Later, Wenjin Kang, Ningli Wang, 2023
- GPT's idea of stock factors, Yuhan Cheng
- 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, 黄隽, 2008
- 中国商品期货投资属性研究, 钟腾, 2016
- 一种基于在线大数据的高频CPI指数的设计及应用, 刘涛雄, 姜婷凤, 仉力, 2019
- 基于在线大数据的中国商品价格粘性研究, 姜婷凤, 刘涛雄, 2020
- 非权益众筹的亲社会动机及支持行为研究, 姜婷凤, 2020
- 调整期货交易规则可以降低投资者杠杆吗？, 王静远, 葛逸清, 邓雅琳, 2021
- 数据要素的界权、交易和定价研究进展, 熊巧琴, 2021
- 中国南北方上市公司表现差异及形成机制研究, 何致衡, 康文津, 2023
- 第三方数字平台能否帮助中小微企业提升经营收益？——来自百万商户大数据的证据, 熊巧琴, 张丰羽
- 基于在线大数据的通货膨胀“现时”预测, 姜婷凤, 刘涛雄, 2022
- 中国大宗商品期货市场定价机制研究, 冯玉林, 康文津, 2022
- 高频全量企业大数据视角下的创业、集聚与制度协同研究, Not mentioned, 2023
- 保证金调整与期货价格波动, 汪宁丽
- 人民币国际化及其影响因素研究：基于汇率联动视角, 徐扬, 谢丹夏, 2023
- 数字时代的算法滥用及其规制研究, 张丰羽, 2023
- 企业数据资产化：会计确认与价值评估, 罗枚, 李金璞, 2023
Awards
- 2004 - David Pyle Award for Best Master's Thesis in Financial Engineering, UC Berkeley
- 2010 - New Century Talent Support Program, Ministry of Education
- 2010 - Second Prize in Philosophy and Social Sciences, Beijing
- 2012 - National Youth Talent Program
- 2013 - National Outstanding Youth Science Fund
- 2017 - Second Prize in Philosophy and Social Sciences, Beijing
- 2020 - National Talent Program Leading Talent
