![cv-photo-nobg[1]](https://fba.um.edu.mo/wp-content/uploads/2024/07/cv-photo-nobg1.png)
Publications
- Selected Publications
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- Random Coefficient Continuous Systems: Testing for Extreme Sample Path Behaviour
Journal of Econometrics, 2019, vol. 209 (2), 208-237 (with Peter C. B. Phillips and Jun Yu)
DOI: https://doi.org/10.1016/j.jeconom.2019.01.002 - Financialization and Commodity Markets Serial Dependence
Management Science, 2022, forthcoming (with Zhi Da, Ke Tang, and Liyan Yang) - Regression-Adjusted Estimation of Quantile Treatment Effects under Covariate-Adaptive Randomizations
Journal of Econometrics, 2022, forthcoming (with Liang Jiang, Peter C. B. Phillips, Yichong Zhang)
DOI: https://doi.org/10.1016/j.jeconom.2022.08.010 - A Time-Varying Network for Cryptocurrencies
Journal of Business & Economic Statistics, 2022, forthcoming (with Li Guo and Wolfgang K. Härdle)
DOI: https://doi.org/10.1080/07350015.2022.2146695
- Random Coefficient Continuous Systems: Testing for Extreme Sample Path Behaviour
![wangye](https://fba.um.edu.mo/wp-content/uploads/2024/08/wangye.jpg)
Publications
- Selected Publications
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- Blockchain Private Pools and Price Discovery.
AEA Papers and Proceedings, 2023, 113: 253–56. (with Agostino Capponi and Ruizhe Jia)
DOI: https://doi.org/10.1257/pandp.20231030 - Rethinking Metaverse Tourism: A Taxonomy and an Agenda for Future Research (Article of the Year)
Journal of Hospitality & Tourism Research, 2023. (with Fiona Xi Yang)
DOI: https://doi.org/10.1177/10963480231163509 - Do Private Transaction Pools Mitigate Frontrunning Risk?
Proceedings of the 19th Conference On Web And InterNet Economics, WINE 2023: 681-681. (with Agostino Capponi and Ruizhe Jia)
DOI: https://doi.org/10.1007/978-3-031-48974-7
- Blockchain Private Pools and Price Discovery.