湯珂

教育背景

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

工作經歷

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月至今 中國人民大學漢青研究院教授2014年11月至今 清華大學社科學院經濟學研究所 教授

兼職

審稿Managing Editor, Quantitative FinanceJournal of FinanceManagement ScienceJournal of Banking and FinanceJournal of Applied EconometricsJournal of Empirical FinanceQuantitative FinanceEuropean Financial ManagementInternational Review of FinanceEnergy, International Review of Economics and Finance

講授課程

網際網路金融創新金融經濟學中國金融市場

教學成果

國家傑出青年科學基金中組部青年拔尖人才支持計畫教育部新世紀人才支持計畫中國人民大學明德青年學者

榮譽

國家傑出青年科學基金中組部青年拔尖人才支持計畫教育部新世紀人才支持計畫北京市第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

科研方向

資產定價大宗商品市場中國證券市場

主要論文

1. Long Term Spread Option Valuation and Hedging with Michael Dempster (Cambridge University) and Elena Medova (Cambridge University), Journal of Banking and Finance, 2008, 32, 2530-2540.2. 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, 1675-1687.3. 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, 639-652.4. The Stochastic Behavior of Commodity Prices with Heteroskedasticity in the Convenience Yield with Peng Liu (Cornell University), Journal of Empirical Finance, 2011, 18, 211-224.5. Time-varying Long Run Mean of Commodity Prices and the Modelling of Futures Term Structure, Quantitative Finance, 2012, 12, 781-790.6. Determinants of Oil Futures Prices and Convenience Yields with Michael Dempster (Cambridge University) and Elena Medova (Cambridge University), Quantitative Finance, 2012,12,1795-1809.7. Commodity Investing with K. Geert Rouwenhorst (Yale University), Annual Review of Financial Economics, 2012, 4, 447–467.8. 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, 211-222.9. Index Investment and the Financialization of Commodities with Wei Xiong (Princeton University), Financial Analyst Journal, 2012, 68, 54-74.10. 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, 1324-1362.11. 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, forthcoming.12. 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, 47-60.13. 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, 228-246.14. Are Chinese Warrants Derivatives? Evidence from Connections to their Underlying Stocks with Changyun Wang (Renmin University of China), Quantitative Finance, forthcoming15. 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, forthcoming16. 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, 2013,13,613-626.17. 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, forthcoming.18. 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。

會議入選文

European Financial Management Association Annual Meeting, Milan, Italy, 2009Austrian Banking and Finance Conference Annual Meeting, Sydney, Australia, 2009Financial Management Association Annual Meeting, Reno, USA, 2009European Financial Management Association, Asian symposium, Beijing, China, 2010Asian Finance Association Annual Meeting, Hong Kong, 2010Financial Management Association, Asian Symposium, Singapore, 2010NBER annual summer institute, Capital Markets and the Economy Workshop, Cambridge, MA, USA, 2010World Econometrics Congress, Shanghai, China, 2010Austrian Banking and Finance Conference Annual Meeting, Sydney, Australia, 2010NBER Asset Pricing Program Meeting, San Francisco, CA, USA, 2010Workshop on Food Security and Food Price Volatility, Paris, France, 2010American Finance Association, Denver, USA 2011OECD-FAO Technical Meeting on Commodity Futures, Paris, France, 2011Global Commodity Forum, United Nation Conference on Trade and Development (UNCTAD), Geneva, Switzerland, 2011European 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

湯珂歷年演唱過的歌曲

• 2014-03-31歌曲：快樂的小丑
• 2016-03-07歌曲：鏡子
• 2016-08-04歌曲：銅
• 2016-12-21歌曲：光流
• 2017-03-31歌曲：光

湯珂歷年專輯

• 2017年推出專輯：《光》
• 2016年推出專輯：《光流》
• 2016年推出專輯：《鏡子》