Chen Tong* and Zhuo Huang (2022). Good Volatility, Bad Volatility, and VIX Futures Pricing: Evidence from the Decomposition of VIX. The Journal of Derivatives, forthcoming.
Peter Reinhard Hansen, Zhuo Huang, Chen Tong* and Tianyi Wang (2022). Realized GARCH, CBOE VIX, and the Volatility Risk Premium. Journal of Financial Econometrics, forthcoming.
Chen Tong, Zhuo Huang and Tianyi Wang* (2022). Do VIX Futures Contribute to the Valuation of VIX Options?. Journal of Futures Markets, 42(9): 1644-1664.
Chen Tong, Peter Reinhard Hansen* and Zhuo Huang (2022). Option Pricing with State-Dependent Pricing Kernel. Journal of Futures Markets, 42(8): 1409-1433.
Chen Tong* and Zhuo Huang (2021). Pricing VIX Options with Realized Volatility. Journal of Futures Markets, 41(8): 1180-1200.
Zhuo Huang, Fang Liang and Chen Tong* (2021). The Predictive Power of Macroeconomic Uncertainty for Commodity Futures Volatility. International Review of Finance, 21(3): 989-1012.
Zhuo Huang, Chen Tong and Tianyi Wang* (2020). Which Volatility Model for Option Valuation in China? Empirical Evidence from SSE 50 ETF Options. Applied Economics, 52(17): 1866-1880.
Zhuo Huang, Chen Tong and Tianyi Wang* (2019). VIX Term Structure and VIX Futures Pricing with Realized Volatility. Journal of Futures Markets, 39(1): 72-93.
Zhuo Huang, Chen Tong, Han Qiu* and Yan Shen (2018). The Spillover of Macroeconomic Uncertainty between the U.S. and China. Economics Letters, 171, 123-127.
Zhuo Huang, Han Qiu*, Yan Shen and Chen Tong (2018). Measuring Financial Uncertainty in China: A Big Data Approach. Journal of Financial Research (in Chinese), 461(11): 30-46.
Dandan Zhang, Lixing Li* and Chen Tong (2018). Minimum Wage, Rural Migrants’ Unemployment and Crime: Evidence from China. China Economic Quarterly (in Chinese), 17(03): 1035-1054.
Zhuo Huang, Chen Tong and Fang Liang (2017). The Effects of Economic Uncertainty on Financial Markets: A Literature Survey. Financial Science (in Chinese), 02: 30-46.
