代表英文成果：
1.The Road to Negative Futures Prices Is Paved with Financialization, with Yiqing Ge (Tsinghua University), Wenjin Kang (University of Macau), Hongjun Yan (DePaul University) and Liyan Yang (University of Toronto), Management Science, forthcoming.
2.AlphaPortfolio: Goal-Oriented Investment Management Through Deep Reinforcement Learning, with Lin Cong (Cornell University) and Jingyuan Wang (BUAA), Journal of Financial Economics, forthcoming.
3.Crypto Value, Factor Pricing, and Market Segmentation, with Lin Cong (Cornell University), Andrew Karolyi (Cornell University), and Weiyi Zhao (Zhongnan University of Economics and Law), Management Science, 2026, online.
4.Statistical Tests for Replacing Human Decision Makers with Algorithms, with Kai Feng (Tsinghua University), Han Hong (Stanford University) and Jingyuan Wang (BUAA) Management Science, 2025, 3, 8995-9868. (ESI高被引论文)
5.Leverage is a Double-Edged Sword, with Avanidhar Subrahmanyam (UCLA), Jingyuan Wang (Beihang University) and Xuewei Yang (Nanjing University), Journal of Finance, 2024, 79, 1579-1634. (ESI高被引论文)
6.Financialization and Commodity Markets Serial Dependence, with Zhi Da (Notre Dame University), Yubo Tao (University of Macau) and Liyan Yang (Toronto University), Management Science, 2024, 70, 2023-2704.
7.Crypto Wash Trading, with Lin William Cong (Cornell University), Xi Li (University of Newcastle) and Yang Yang (University of Bristol), Management Science, 2023, 69, 6417-7150.
8.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, 2020,75, 377-417.
9.Commodity as Collateral, with Haoxiang Zhu (MIT), Review of Financial Studies, 2016, 29, 2110-2160.
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.Index Investment and the Financialization of Commodities, with Wei Xiong (Princeton University), Financial Analyst Journal, 2012, 68, 54-74. (ESI 高被引论文, Google Scholar 2200+)
12.Commodity Investing, with K. Geert Rouwenhorst (Yale University), Annual Review of Financial Economics, 2012, 4, 447–467.
其他英文成果：
13.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.
14.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.
15.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.
16.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.
17.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.
18.Time-varying Long Run Mean of Commodity Prices and the Modelling of Futures Term Structure, Quantitative Finance, 2012, 12, 781-790.
19.Determinants of Oil Futures Prices and Convenience Yields, with Michael Dempster (Cambridge University) and Elena Medova (Cambridge University), Quantitative Finance, 2012,12,1795-1809.
20.The Determinants of Homebuilder Stock Price Exposure to Lumber: Production Cost versus Housing Demand, with Peng Liu (Cornell University) and Xiaomeng Lu (Cornell University), Journal of Housing Economics, 2012, 21, 211-222.
21.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.
22.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.
23.Are Chinese Warrants Derivatives? Evidence from Connections to their Underlying Stocks, with Changyun Wang (Renmin University of China), Quantitative Finance, 2013, 13, 1225-1240.
24.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.
25.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.
26.China’s Imported Inflation and Global Commodity Prices, with Changyun Wang (Renmin University of China) and Shiyi Wang (Renmin University of China), Emerging Market Finance and Trade, 2014, 50, 162–177.
27.Latent Jump Diffusion Factor Estimation for Commodity Futures, with Michael Dempster (Cambridge University) and Elena Medova (Cambridge University), Journal of Commodity Markets, 2018, 9, 35-54.
28.Commodity Prices and GDP Growth, with Yiqing Ge (Tsinghua University), International Review of Financial Analysis, 2020,5, 101512.
29.Gender and Herding, with Jie Michael Guo (Durham University), YaodongLiu (Durham University), and Zhigang Zheng (Renmin University of China), Journal of Empirical Finance, 2021, 64, 379-400.
30.Do Corporate Managers Believe in Luck? Evidence of the Chinese Zodiac Effect, with Jiarong Li (Durham University), Jie Michael Guo (Durham University), Nan Hu (Glasgow University), International Review of Financial Analysis, 2021, 101861
31.Deep Sequence Modeling: Development and Applications in Asset Pricing, with Lin William Cong (Cornell University), Jingyuan Wang (BUAA) and Yang Zhang (BUAA), The Journal of Financial Data Science, 2021, 3, 28-42.
32.Impact of Temperature and Relative Humidity on the Transmission of COVID-19: A Modelling Study in China and the United States, with Jingyuan Wang, Kai Feng(BUAA), Xin Lin (BUAA), Weifeng Lv (BUAA), Kun Chen (University of Connecticut), Fei Wang (Cornell University), BMJ Open, 2021, 11, e043863 (ESI 高被引论文， Google Scholar 900+)
33.Can the E-commercialization improve residents’ income? --Evidence from “Taobao Counties” in China, with Qiaoqin Xiong(Tsinghua University) and Fengyu Zhang(Tsinghua University), International Review of Economics and Finance, 2022, 3, 540-553.
34.Online Prices and Inflation during the Nationwide COVID-19 Quarantine Period: Evidence from 107 Chinese Websites, with Tingfeng Jiang (UIBE), Taoxiong Liu (Tsinghua University) and Jiaqing Zeng (Tsinghua University), Finance Research Letters, 2022, 49, 103166.
35.Experience of the COVID-19 pandemic in Wuhan leads to a lasting increase in social distancing, with Edoardo Gallo (Cambridge University), Darija Barak (Cambridge University), Ke Rong (Tsinghua University), and Wei Du (Anhui University of Finance and Economics), Scientific Reports, 2022,12, 18457.
36.Assortative Mating on Blood Type: Evidence from One Million Chinese Pregnancies, with Yao Hou (Tsinghua University), Jingyuan Wang (BUAA), Danxia Xie (Tsinghua University), Hanzhe Zhang (Michgan State University), Proceedings of the National Academy of Sciences (PNAS), 2022, 51, e22096431
37.Financialization of Commodity Markets Ten Years Later, with Wenjin Kang (Macau University) and Ningli Wang(Tsinghua), Journal of Commodity Markets, 2023, 30, 100313.
38.Macroeconomic Effects of CBDC Negative Interest Policy in an Open Economy: A Comparison of Quantity and Price Rules, with Qiuling Hua (Jilin University) and Tingfeng Jiang (UIBE), International Review of Economics and Finance, 2025, 104119.
39.Contagion, Migration, and Misallocation in a Pandemic, with Qing Chang (Tsinghua), Danxia Xie (Tsinghua) and Longtian Zhang (CUFE), Journal of Health Economics, forthcoming.
40.Maximum AUC and MRC Estimation, with Kai Feng (Tsinghua), Han Hong (Stanford), Jessie Li (UC Santa Cruz) and Jingyuan Wang (Beihang University), Journal of Business & Economic Statistics, forthcoming.
