Ke Tang
English, Chinese
Beijing
Tsinghua University
Social Science
  • 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
  • 2008/10-2014/10 - Renmin University of China - Assistant Professor, Associate Professor, Professor
  • 2014/11-Present - Tsinghua University - Professor
  • 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
Commodity Markets
Financial Technology
Digital Economy
  • 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
Commodity Markets: Commodities Trading Futures Options Pricing Hedging Speculation Market Dynamics Financialization Collateral Financial Technology: Fintech Blockchain Cryptocurrencies Digital Assets Ai Machine Learning Financial Engineering Innovation Investment Risk Management Digital Economy: Digital Markets E-Commerce Data Economy Online Platforms Digital Transformation Economic Impact Policy Regulation Technology Adoption Market Analysis

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