Yubo Tao

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Wolfgang Karl HärdleHumboldt-Universität zu Berlin, Ladislaus von Bortkiewicz Professor of StatisticsVerified email at hu-berlin.de
Ke Tang (汤珂）Tsinghua UniversityVerified email at tsinghua.edu.cn
Peter C. B. PhillipsYale UniversityVerified email at yale.edu
Lin PengBaruch CollegeVerified email at baruch.cuny.edu
Jun YuUniversity of MacauVerified email at um.edu.mo
Jun TuAssociate Professor of Finance, Singapore Management UniversityVerified email at smu.edu.sg
Kewei HouOhio State UniversityVerified email at osu.edu
Zhi DaUniversity of Notre DameVerified email at nd.edu
Liyan YangProfessor of Finance, Mitchelson/SIT Investment Associates Foundation Chair, University of TorontoVerified email at rotman.utoronto.ca
Yichong ZhangProfessor of Economics, School of Economics, Singapore Management UniversityVerified email at smu.edu.sg
Bohui Zhang (张博辉)The Chinese University of Hong Kong, ShenzhenVerified email at cuhk.edu.cn
Hunter NgBaruch College, City University of New York | Nanyang Technological UniversityVerified email at baruch.cuny.edu
Dexin ZhouBaruch CollegeVerified email at baruch.cuny.edu
Dashan HuangSingapore Management UniversityVerified email at smu.edu.sg
Grace Xing HuAssociate Professor of Finance, PBC School of Finance, Tsinghua UniversityVerified email at pbcsf.tsinghua.edu.cn
Amit GoyalSwiss Finance Institute at HEC at the University of LausanneVerified email at unil.ch
Tarun ChordiaProfessor of Finance, Emory UniversityVerified email at emory.edu
Liangjun SuC.V. Starr Chair Professor of Economics, School of Economics and Management, Tsinghua UniversityVerified email at sem.tsinghua.edu.cn

Yubo Tao

Assistant Professor of Economics, University of Macau

Verified email at umac.mo - Homepage

Empirical Asset Pricing Financial Econometrics Commodity Futures Network Analysis


Title Sort by citations Sort by year Sort by title	Cited by Cited by	Year
Financialization and Commodity Markets Serial Dependence Z Da, K Tang, Y Tao, L Yang Management Science 70 (4), 2122-2143, 2024	59	2024
A Time-Varying Network for Cryptocurrencies L Guo, WK Härdle, Y Tao Journal of Business & Economic Statistics 42 (2), 437-456, 2024	45*	2024
Political Uncertainty and Commodity Markets K Hou, K Tang, Y Tao, B Zhang Available at SSRN 5343999, 2025	43*	2025
Joint News, Attention Spillover, and Stock Returns L Guo, L Peng, Y Tao, J Tu Available at SSRN 2927561, 2025	30*	2025
Random Coefficient Continuous Systems: Testing for Extreme Sample Path Behaviour Y Tao, PCB Phillips, J Yu Journal of Econometrics 209 (2), 208-237, 2019	22	2019
Regression-Adjusted Estimation of Quantile Treatment Effects under Covariate-Adaptive Randomizations L Jiang, PCB Phillips, Y Tao, Y Zhang Journal of Econometrics 234 (2), 758-776, 2023	19	2023
Trend-based Forecast of Cryptocurrency Returns X Tan, Y Tao Economic Modelling 124, 106323, 2023	16	2023
Price Discovery and Trading in Modern Prediction Markets H Ng, L Peng, Y Tao, D Zhou Available at SSRN 5331995, 2026	5*	2026
Model Selection for Explosive Models Y Tao, J Yu Advances in Econometrics 41, 73-103, 2020	5	2020
Machine Learning-Based Modeling of Trading Volume and Volatility Y Tao University of Macau, Start-up Research Grant (No. SRG2022-00016-FSS), 2022		2022
Three Essays on Nonstationary Time-Series Analysis and Network Dynamics Y TAO Doctoral Dissertation, Singapore Management University, 2019		2019
Limit Theory for Moderate Deviation from Integrated GARCH Processes Y Tao Statistics and Probability Letters 150, 126-136, 2019		2019

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