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Title
Distinguished Professor and Chair
Name
Chia-Lin Chang ( 張嘉玲 )
Classification
Full-time
Academic Background
PhD (Economics), Université Catholique de Louvain, Belgium
Specialty
Industrial Organization, Empirical Finance, Energy Finance
E-Mail
changchialin@nchu.edu.tw
Tel
886-4-22840350 ext 309
 
 
Present Academic Positions :
Professor, Department of Applied Economics, National Chung Hsing University, Taichung, Taiwan, from 02/2012.
Professor, Department of Finance, National Chung Hsing University, Taichung, Taiwan, from 2/2012.
Editor, Taiwan Journal of Applied Economics (Department of Applied Economics, National Chung Hsing University, Taiwan) (TSSCI), from 08/2016.
Director, Agriculture Policy Research Center, College of Agriculture and Natural Resources, National Chung Hsing University, Taiwan, from 05/2017.
Elected Fellow, Modelling and Simulation Society of Australia and New Zealand, 2012.
Research Fellow, Complutense Institute of Economic Analysis (ICAE), Department of Quantitative Economics, Complutense University of Madrid (founded 1293), Spain, from 11/2011.
Distinguished Research Associate, Faculty of Economic and Financial Science, University of Johannesburg, South Africa, from 06/2014.
 
Course :
Undergraduate
 
2005 -             Principles of Statistics
2005 -             Principles of Econometric
2005-2007       Mathematics for Economics
2005-2006       Industrial Analysis for Taiwan

Graduate
2005-             International Economics
2005-             Advanced Microeconomics
2005-2007     Advanced Microeconomics 3A
2005-2007     Strategic Management Theory
2016~            Asia Economy

EMBA
2006-               International Economics
2009-               Management Economics
2007-2008      Industrial Economics and Development Strategy
 
 
Previous Academic Positions:
University Distinguished Professor, National Chung Hsing University, Taichung, Taiwan, from 8/2014 to 7/2016.
Fellowships Elected Fellow, Modelling and Simulation Society of Australia and New Zealand, 2012.
Executive Editor, Taiwan Journal of Applied Economics (Department of Applied Economics, National Chung Hsing University, Taiwan) (TSSCI), from 08/2009 to 07/2016.
Associate Professor, Department of Applied Economics, National Chung Hsing University, Taichung, Taiwan, from 2/2009 to 1/2012.
Associate Professor, Department of Finance, National Chung Hsing University, Taichung, Taiwan, from 10/2010 to 1/2012.
Assistant Professor, Department of Applied Economics, National Chung Hsing University, Taichung, Taiwan, from 8/2005 to 1/2009.
 
Honors and Awards:

Biennial Medal, Modelling and Simulation Society of Australia and New Zealand (MSSANZ), December, 2015.
Outstanding Reviewer Award for 2013-2015, Energy Economics (Elsevier), May 2015.
College Prize for Teacher appraisal, National Chung Hsing University, July 2014.
Best Paper Award, 2014 International Conference of Taiwan Finance Association, Taiwan, May, 2014
University Prize for Excellent Researcher (Top 10), May 2012
College Prize for Excellent Researcher (Top 3), August 2012
University Prize for Distingushed Teaching Award (Level 1), November 2012
College Prize for Excellent Supervisor, August 2008
University Prize for Best Supervisor, September 2008
 
 
Research Areas:
- Industrial organization
- Innovation strategies
- Science and technology policy
- Taiwan industry and economy
- Economic development in Asia
- International trade agreements
- Risk analysis and management
- Agricultural finance
- Tourism research
- Empirical finance
- Energy economics and finance
- Ranking international journals
 
Ph.D. Thesis:
Essays in the Economics Of Innovation: An Application to the Case of Taiwan , PhD dissertation, Department of Economics, Catholic University of Louvain, Louvain-la-Neuve, Belgium, June 2004, pp.189.
 
Book Publications:
Chang, C.-L.,M. McAleer and D. Slottje, “Modelling International Tourist Arrivals and Volatility: An Application to Taiwan", in D. Slottje (ed.), Quantifying Consumer Preferences, Contributions to Economic Analysis Series, Volume 288, Emerald Group Publishing, 2009, chapter 11, pp. 303-320.
 
Journal Publications:
1. Chang, C.-L. and S. Robin, 2006, “Doing R&D and/or Importing Technologies: The Critical Importance of Firm Size in Taiwan’s Manufacturing Industries”, Review of Industrial Organization (Springer), 2006, 29, pp. 253-278. [ISI impact factor: 0.767 (2017)] .

2. Chang, C.-L. and S. Robin, 2008, “Public Policy, Innovation and Total Factor Productivity: An Application to Taiwan’s Manufacturing Industry”, Mathematics and Computers in Simulation (Elsevier), 2008, 79, pp.352-367. [ISI impact factor: 1.476 (2017)].

3. Yang, Y.-L. and C.-L. Chang, 2008, “A Double Threshold GARCH Model of Stock Market and Currency Shocks on Stock Returns”, Mathematics and Computers in Simulation (Elsevier), 79, pp.458-474. [ISI impact factor: 1.476 (2017)].

4. 張嘉玲,2008,「新歐盟共同農業政策簡介-永續農業的展望」, 興大農業第 64期, p29-30,國立中興大學農業暨自然資源學院農業推廣中心編印。

5. Huang, B.-W., M.-G. Chen, C.-L. Chang and M. McAleer, 2009, “Modelling risk in agricultural finance: application to the poultry industry in Taiwan”, Mathematics and Computers in Simulation (Elsevier), 2009, 79, 1472-1487. [ISI impact factor: 1.476 (2017)].

6. Lim, C., C.-L. Chang and M. McAleer, 2009, “Forecasting H(M)otel Guest Nights in New Zealand”, International Journal of Hospitality Management (Elsevier), 28, pp.228-235. [ISI impact factor: 3.445 (2017)].

7. Chang, C.-L., S. Sriboonchitta and A. Wiboonpongse, 2009, “Modelling and Forecasting Tourism from East Asia to Thailand under Temporal and Spatial Aggregation”, Mathematics and Computers in Simulation (Elsevier), 2009, 79, 1730-1744. [ISI impact factor: 1.476 (2017)].

8. Chang, C.-L. and L. Oxley, 2009, “Industrial Agglomeration, Geographic Innovation and Total Factor Productivity: The Case of Taiwan”, Mathematics and Computers in Simulation (Elsevier), 2009, 79, 2787-2796. [ISI impact factor: 1.476 (2017)].

9. Kuo, H.-I, C.-L. Chang, B.-W. Huang, C.-C. Chen and M. McAleer, 2009, “Estimating the Impact of Avian Flu on International Tourism Demand Using Panel Data”, Tourism Economics (IP Publishing), 2009, 15(3), 501-511. [ISI impact factor: 0.942 (2017)].

10. Chang, C.-L., and M. McAleer, 2009, “Daily Tourist Arrivals, Exchange Rates and Volatility for Korea and Taiwan”, Korean Economic Review, 2009, 25, 241-267. [SJR impact factor 0.12(2017)].

11. Chang, C.-L., M. McAleer and R. Thansuchat, 2009, “Modelling Conditional Correlations for Risk Diversification in Crude Oil Markets”, Journal of Energy Markets (Risk.net), 2010, 2(4), 1-23.

12. McAleer M, B.-W. Huang, H.-I Kuo, C.-C. Chen and C.-L. Chang, 2010, “An Econometric Analysis of SARS and Avian Flu on International Tourist Arrivals to Asia”, Environmental Modelling and Software (Elsevier), 2010, 25, 100-106. [ISI impact factor: 4.277 (2017)].

13. Chang, C.-L., M. McAleer and R. Tansuchat, 2010, “Analyzing and Forecasting Volatility Spillovers, Asymmetries and Hedging in Major Oil Markets”, Energy Economics (Elsevier), 2010, 32, 1445-1455. [ISI impact factor: 3.910 (2017)].

14. Chang, C.-L., B.-W. Huang, M.-G. Chen and M. McAleer, 2011, “Modelling the Asymmetric Volatility in Hog Prices in Taiwan: The Impact of Joining the WTO”, Mathematics and Computers in Simulation (Elsevier), 81(7), 1491-1506. [ISI impact factor: 1.476 (2017)].

15. Chang, C.-L., T. Khamkaew, M. McAleer and R. Tansuchat, 2011, “Interdependence of International Tourism Demand and Volatility in Leading ASEAN Destinations”, Tourism Economics (IP Publishing), 2011, 17(3), 481-507. [ISI impact factor: 0.942 (2017)].

16. Chang, C._L., M. McAleer and L. Oxley, 2011, “What Makes a Great Journal Great in Economics? The Singer Not the Song”, Journal of Economic Surveys (Wiley), 2011, 25(2), 326-361. [ISI impact factor: 2.299 (2017)].

17. Chang, C._L., M. McAleer and L. Oxley, 2011, “What Makes a Great Journal Great in the Sciences? Which Came First, the Chicken or the Egg?”, Scientometrics (Spinger), 87(1), 17-40. [ISI impact factor: 2.173 (2017)]).

18. Chang, C._L., M. McAleer and L. Oxley, 2011, “Great Expectatrics; Great Papers, Great Journals, Great Econometrics”, Econometric Reviews (Taylor), 2017, 30(6), 583-619. [ISI impact factor: 1.218 (2017)

19. 郭芝延、 張嘉玲, 2011, “台商赴中國大陸投資策略之決定因素”, 貿易調查叢刊, 22(1), 105-144, 經濟部貿易調查委員會出版.

20. Chang, C.-L., M. McAleer and R. Tansuchat, 2011, “Crude Oil Hedging Strategies Using Dynamic Multivariate GARCH”, Energy Economics, (Elsevier), 2011, 33(5), 912-92. [ISI impact factor: 3.910 (2017)].

21. Chang, C.-L., P. H. Franses and M. Michael, 2011, “How accurate are government forecasts of economic fundamentals? The case of Taiwan”, International Journal of Forecasting (Elsevier), 2-11, 27(4), 1066-1075. [ISI impact factor: 2.186 (2017)].

22. Chang, C.-L., M. McAleer and L. Oxley, 2011, “How are Journal Impact, Prestige and Article Influence Related? An Application to Neuroscience”, Journal of Applied Statistics (Taylor&Francis), 2011, 38(11), 2563-2573. [ISI impact factor: 0.699 (2017)].

23.Chang, C.-L., T.-C. Huang and M.-G. Chen, 2011, “Price Stabilization in the Taiwan Hog and Broiler Industries: Evidence from a STAR Approach”, Mathematics and Computers in Simulation (Elsevier), 2011, 82(2), 213-219. [ISI impact factor: 1.476 (2017)].

24. Chang, C.-L., J.-A. Jimenez-Martin, M. McAleer and T. Perez-Amaral, 2011, “Risk management of risk under the Basel Accord: forecasting value-at-risk of VIX futures”, Managerial Finance (Emerald), 2011, 37(11), 1088-1106. Scopus CiteScore 0.48 (2017)].

25. Chang, C.-L. and M. McAleer, 2012, “Citations and Impact of ISI Tourism and Hospitality Journals”, Tourism Management Perspectives (Elsevier), 2012,  1(1), 2-8.

26. Chang, C.-L., T. Khamkaew and M. McAleer, 2012, “IV Estimation of a Panel Threshold Model of Tourism Specialization and Economic Development”, Tourism Economics (IP Publishing), 2012, 18(1), 5-14 (ISI). [ISI impact factor: 0.942 (2017)]

27. Chang, C.-L. and S. Robin, 2012, "Knowledge sourcing and firm performance in an industrializing economy: The case of Taiwan (1992-2003)”, Empirical Economics (Springer), 2012, 42(3), 947-986. [ISI impact factor: 0.974 (2017)].

28. Chang, C.-L. and M. McAleer, 2012, “Aggregation, Heterogeneous Autoregression and Volatility of Daily International Tourist Arrivals and Exchange Rates”, Japanese Economic Review (Wiley), 63(3), 397-419. [ISI impact factor: 0.26 (2017)].

29. Sari, R., S. M. Hammoudeh, C.-L, Chang, and M. McAleer, 2012, “Causality Between Market Liquidity and Depth for Energy and Grains”, Energy Economics (Elsevier), 34(5), 1683-1962. [ISI impact factor: 3.910 (2017)].

30. Chang, Chia-Lin, T. Khamkaew and M. McAleer, 2012, “Estimating Price Effects in an Almost Ideal Demand Model of Outbound Thai Tourism to East Asia”, Journal of Tourism Research & Hospitality (1:3.10.4172/2324-8807.1000103), 2012, 1(3), 1-16. [ISI impact factor: 0.46 (2017)].

31. Chang, Chia-Lin, M. McAleer, and C. Lim, 2012, “Modelling the Volatility in Short and Long Haul Japanese Tourist Arrivals to New Zealand and Taiwan”, International Journal of Tourism Sciences (Taylor & Francis), 2012, 12(1), 1-24. [ISI impact factor: 2.186 (2017)]

32. Chang, Chia-Lin, L.-H. Chen, S. M. Hammoudeh and M. McAleer, 2012, "Asymmetric Adjustments in the Ethanol and Grains Markets”, Energy Economics (Elsevier), 34(6), 1990-2002. [ISI impact factor: 3.910 (2017)]

33. Chang, Chia-Lin, P.H. Franses and M. McAleer, 2012, “Evaluating Individual and Mean Non-Replicable Forecasts”, Journal for Economic Forecasting (Institute for Economic Forecasting), 15(3), 22-43. [ISI impact factor: 2.186 (2017)].

34. Chang, Chia-Lin, M. McAleer and R. Tansuchat, 2012, “Modelling Long Memory Volatility in Agricultural Commodity Futures Returns”, Annals of Financial Economics (World Scientific), 7(2), 1-27. (Emerging Sources Citation, ESC)

35. Chang, C.-L., M. McAleer and R. Tansuchat, 2013, “Conditional Correlations and Volatility Spillovers Between Crude Oil and Stock Index Returns”, North American Journal of Economics and Finance (Elsevier), 2013, 25, 116-138. [ISI impact factor: 1.098 (2017)].

36. Chang, C.-L., J.-A. Jimenez-Martin, M. McAleer and T. Perez-Amaral, 2013, “The Rise and Fall of S&P Variance Futures”, North American Journal of Economics and Finance (Elsevier), 2013, 25, 151-167. [ISI impact factor: 1.098 (2017)].

37. Hsieh C.-R., Y.-M. Liu and C.-L. Chang, 2013, “Endogenous Technological Change in Medicine and Its Impact on Healthcare Costs: Evidence from the Pharmaceutical Market in Taiwan”, European Journal of Health Economics (Springer), 2013, 14(2), 287-295. [ISI impact factor: 2.601 (2017)].

38.Chang, C.-L. and M. McAleer, 2013, “Ranking Journal Quality by Harmonic Mean of Ranks: An Application to ISI Statistics & Probability”, Statistica Neerlandica (Wiley-Blackwell), 2013, 67(1), 27-53. [ISI impact factor: 0.465 (2017)].

39. Hammoudeh, S. M., T. Liu, C.-L. Chang, and M. McAleer, 2013, “Risk Spillovers in Oil-related CDS, Stock and Credit Markets”, Energy Economics (Elsevier), 36(1), 526-535. [ISI impact factor: 3.910 (2017)].

40. 張嘉玲、黃素滿, 2013, 「確認貧窮的類別:台灣低收入家戶的特性」, 社會科學論叢, 7卷1期, 1 – 46, 政治大學社會科學學院出版 [EconLit] .

41. Chang, C.-L. and M. McAleer, 2013, “What Do Experts Know About Forecasting Journal Quality? A Comparison with ISI Research Impact in Finance”, Annals of Financial Economics (World Scientific), 2013, 8(1), 1-30. (Emerging Sources Citation, ESC).

42. Chang, C.-L., S.-P. Chen and M. McAleer, 2013, “Globalization and Knowledge Spillover: International Direct Investment, Exports and Patents”, Economics of Innovation and New Technology (Taylor & Francis), 2013, 27(4), 329-352 [EconLit].

43. Chang, C.-L., B. de Bruijn, P.H. Franses and M. McAleer, 2013, “Analyzing Fixed-Event Forecast Revisions”, International Journal of Forecasting (Elsevier), 2013, 29, 622-627. [ISI impact factor: 2.186 (2017)].

44. Chang, C.-L., P. H. Franses and M. McAleer, 2013, “Are Forecast Updates Progressive?”, Mathematics and Computers in Simulation (Elsevier), 2013, 93, 9-18. [ISI impact factor: 1.476 (2017)].

45. Chang, C.-L., M. McAleer and L. Oxley, 2013, “Coercive Journal Self Citations, Impact Factor, Journal Influence and Article Influence”, Mathematics and Computers in Simulation (Elsevier), 2013, 93, 190-197. [ISI impact factor: 1.476 (2017)].

46. Chang, C.-L., D.E. Allen, M. McAleer and T. Perez-Amaral, 2013,“Risk Modelling and Management: An Overview”, Mathematics and Computers in Simulation (Elsevier) , 2013, 94, 159-163. [ISI impact factor: 1.476 (2017)].

47. Chang, C.-L., L.G. Serrano and J.-À. Jiménez-Martin, 2013, “Currency Hedging Strategies Using Dynamic Multivariate GARCH”, Mathematics and Computers in Simulation (Elsevier), 94, 164-182. [ISI impact factor: 1.476 (2017)].

48. Casarin, R., C.-L. Chang, J.-A. Jimenez-Martin, M. McAleer and T. Perez Amaral, 2013, “Risk Management of Risk under the Basel Accord: A Bayesian Approach to Forecasting Value-at-Risk of VIX Futures”, Mathematics and Computers in Simulation (Elsevier), 94, 183-204. [ISI impact factor: 1.476 (2017)].

49. Chang, C.-L. and M. McAleer, 2013, “Ranking Leading Econometrics Journals Using Citations Data from ISI and RePEc”, Econometrics (MDPI), 2013, 1(3), 217-235 [EconLit].

50. Chang, C.-L., D. E. Allen and M. McAleer, 2013, “Recent Developments in Financial Economics and Econometrics: An Overview”, North American Journal of Economics and Finance (Elsevier), 2013, 26, 217-226. [ISI impact factor: 1.098 (2017)].

51. Chang, C.-L., J.-C. Chang and Y.-W. Huang, 2013 “Dynamic Price Integration in the Global Gold Market”, North American Journal of Economics and Finance (Elsevier), 2013, 26, 227-235. [ISI impact factor: 1.098 (2017)].

52. Chang, C.-L., H.-K. Hsu and M. McAleer, 2013, “Is Small Beautiful? Size Effects of Volatility Spillovers for Firm Performance and Exchange Rates in Tourism”, North American Journal of Economics and Finance (Elsevier), 2013, 26, 519-534. [ISI impact factor: 1.098 (2017)]

53. Chang, C.-L., H.-K. Hsu and M. McAleer, 2014, “The Impact of China on Stock Returns and Volatility in the Taiwan Tourism Industry”, North American Journal of Economics and Finance (Elsevier), 2014, 29C, 381-401 (ISI). [ISI impact factor: 1.098 (2017)].

54. Chang, C.-L. and M. McAleer, 2014, “How Should Journal Quality be Ranked? An Application to Agricultural, Energy, Environmental and Resource Economics”, Journal of Reviews on Global Economics (Lifescience Global), 2014, 3, 33-47 [EconLit, Scopus].

55. Chang, C.-L. and M. McAleer, 2014, “Ranking Economics and Econometrics ISI Journals by Quality Weighted Citations”, Review of Economics (Lucius & Lucius), 2014, 65(1), 35-52 [EconLit].

56. Chang, C.-L. and M. McAleer, 2014, “Just How Good are the Top Three Journals in Finance? An Assessment Based on Quantity and Quality Citations”, Annals of Financial Economics (World Scientific), 2014, 9(1), 1-31 [EconLit].

57. Chang, C.-L., S.-Y. Hu and S.-T. Yu, , 2014, “Recent Developments in Quantitative Finance: An Overview”, Annals of Financial Economics (World Scientific), 2014, 9(2), 1-7 [EconLit].

58. Chang, C.-L. and Y.-P. Ke, 2014, “Testing Price Pressure, Information, Feedback Trading, and Smoothing Effects for Energy Exchange Traded Funds”, Annals of Financial Economics (World Scientific), 2014, 9(2), 1-26 [EconLit].

59. Chang, C.-L. and M. McAleer, 2015, “Bibliometric Rankings of Journals Based on the Thomson Reuters Citations Database”, Journal of Reviews on Global Economics (Lifescience Global), 2015, 4 120-125 [EconLit, Scopus].

60. Chang, C.-L. and M. McAleer, 2015, “Econometric Analysis of Financial Derivatives: An Overview”, Journal of Econometrics (Elsevier), 2015, 187(2), 403-407. [ISI impact factor: 1.632 (2017)].

61. Chang, C.-L., J.-A. Jiménez-Martín, E. Maasoumi, and T. Pérez-Amaral, 2015, “A Stochastic Dominance Approach to Financial Risk Management Strategies”, Journal of Econometrics (Elsevier), 2015, 187(2), 472-485. [ISI impact factor: 1.098 (2017)].

62. Chang, C.-L. and M. McAleer, 2015, “Editorial Note and Statement of Intent: Journal of Health & Medical Economics”, Journal of Health & Medical Economics (Insight Medical Publishing, iMEdPub), 2015, 1(1:1), 1-2.

63. Chang, C.-L. and M. McAleer, 2015, “Research Ideas for the Journal of Health & Medical Economics: Opinion”, Journal of Health & Medical Economics (Insight Medical Publishing, iMEdPub), 2015, 1(1:4), 1-2.

64. Chang, C.-L., W.-C. Chen and M. McAleer, 2015, “Survival Analysis of Hospitalized Very Low Birth Weight Infant Mortality in Taiwan”, Journal of Health & Medical Economics (Insight Medical Publishing, iMEdPub), 2015, 1(1:5), 1-14.

65. Chang, C.-L. and M. McAleer, 2015, “Quality Weighted Citations Versus Total Citations in the Sciences and Social Sciences”, Journal of Informatics and Data Mining (Insight Medical Publishing, iMEdPub), 2015, 1(1:3), 1-6.

66. Chang, C.-L., 2015, “Modelling a Latent Daily Tourism Financial Conditions Index”, International Review of Economics & Finance (Elsevier), 2015, 40C, 113-126. [ISI impact factor: 1.318 (2017)].

67. Chang, C.-L., E. Maasoumi and M. McAleer, 2016, “Robust Ranking of Journal Quality: An Application to Economics”, Econometric Reviews (Taylor & Francis), 2016, 35(1), 50-97. [ISI impact factor: 1.218 (2017)]

68. Chang, C.-L. and M. McAleer, 2016,  “Quality Weighted Citations Versus Total Citations in the Sciences and Social Sciences, with An Application to Finance and Accounting”, Managerial Finance  (Emerald), 2016, 42(4), 324-337 (with M. McAleer) [EconLit, ESCI and Scopus].
 
69. Chang, C.-L., M. McAleer, and W.-K. Wong, 2016,“Behavioural, Financial, and Health & Medical Economics: A Connection”, Journal of Health & Medical Economics (Insight Medical Publishing, iMEdPub), 2016, 2(1:1), 1-4.
 
70. Chang, C.-L., M. McAleer, and W.-K. Wong, 2016, “Management Science, Economics and Finance: A Connection”, International Journal of Economics and Management Sciences (Management Journals), 2016, 5(4), 358.
 
71. Chang, C.-L. and R. Sukharomana, 2017, “Demand for Narcotics in Thailand, with Policy Implications”, Journal of Reviews on Global Economics, 2017, 6, 279-284. [EconLit, Scopus].
 
72. Chang, C.-L., M. Asai and M. McAleer, 2017,“Realized Stochastic Volatility with General Asymmetry and Long Memory”, Journal of Econometrics (Elsevier), 2017, 199, 202-212. [ISI impact factor: 1.318 (2017)].

73. Chang, C.-L. and M. McAleer, 2017,“Recent Topical Research on Global, Energy, Health & Medical, and Tourism Economics, and Global Software: An Overview”, Journal of Reviews on Global Economics (Lifescience Global), 2017, 6, 218-224 [EconLit, Scopus].
 
74. Chang, C.-L. and M. McAleer, 2017,“A Simple Test for Causality in Volatility”, Econometrics (MDPI),2017, 5(1), 1-5, (with M. McAleer).
 
75. Chang, C.-L., M. McAleer, and  G.D. Zuo, 2017, “Volatility Spillovers and Causality of Carbon Emissions, Oil and Coal Spot and Futures for the EU and USA”, Sustainability (MDPI), 2017, 9(10:1789), 1-21. [ISI impact factor: 2.075 (2017)]
  
76. Chang, C.-L., M. McAleer, and W.-A. Wang, 2018, “Modelling Volatility Spillovers for Bio-ethanol, Sugarcane and Corn Spot and Futures Prices”, Renewable and Sustainable Energy Reviews (Elsevier), 2018, 81(1), 1002-1018. [ISI impact factor: 9.184 (2017)]
 
77. Chang, C.-L., M. McAleer, and C.-H. Wang, 2018, “An Econometric Analysis of ETF and ETF Futures in Financial and Energy Markets Using Generated Regressors”, International Journal of Financial Studies (MDPI), 2018, 6(1:2), 2018, 1-24. [ESCI and EconLit].
 
78. Allen, D., C.-L. Chang, M. McAleer and A. Singh, 2018, “A Cointegration Analysis of Agricultural, Energy and Bio-fuel Spot, and Futures Prices”, Applied Economics (Taylor&Francis), 2018, 50(7), 804-823. [ISI impact factor: 0.750 (2017)].
 
79. Chang, C.-L., M. McAleer and Y.-C. Wu, 2018, “A Statistical Analysis of Industrial Penetration and Internet Intensity in Taiwan”, Future Internet (MDPI, Open Access Journal), 10(3:31), 2018, 1-26. [Ei Compendex].
 
80. Chang, C.-L., M. McAleer and W.K. Wong, 2018, “Big Data, Computational Science, Economics, Finance, Marketing, Management, and Psychology: Connections”, Journal of Risk and Financial Management (MDPI, Open Access Journal), 2018, 11(1:15),1-29. (Emerging Sources Citation Index(ESCI) - Web of Science).
 
81. Chang, C.-L., M. McAleer and Y. Wang, 2018, “Testing Co-volatility Spillovers for Natural Gas Spot, Futures and ETF Spot Using Dynamic Conditional Covariances”, Energy (Elsevie), 2018, 151, 984-997. [ISI impact factor: 4.968 (2017)].
 
82. Chang, C.-L., M. McAleer and J.-T. Tang, 2018, “Joint and Cross-border Patents as Proxies for International Technology Diffusion”, the International Journal of Innovation and Technology Management (World Scientific), 2018, 15(02), 1-29. (Emerging Sources Citation Index(ESCI) - Web of Science).
 
83. Chang, C.-L., Y.-Y. Li and M. McAleer, 2018, “Volatility Spillovers Between Energy and Agricultural Markets: A Critical Appraisal of Theory and Practice”, Energies (MDPI, Open Access Journal), 2018, 11(6:1595), 1-19. [ISI impact factor: 2.262 (2017)].
 
84. Chang, C.-L., J. Ilomäki, H. Laurila, and M. McAleer, 2018, “Long Run Returns Predictability and Volatility with Moving Averages”, Risks (MDPI, Open Access Journal), 6(4:105), 2018, 1-18  [(Emerging Sources Citation Index(ESCI), Scopus].
 
85. Chang, C.-L., S.-H. Hsu and M. McAleer, 2018, "An event study analysis of political events, disasters and accidents for Chinese tourists to Taiwan”, Sustainability (MDPI, Open Access Journal), 2018, 10(11:4307), 1-77  [ISI impact factor: 2.075 (2017)].

86. Chang, C.-L., M. McAleer and D.-K. Nguyen, “US antidumping petitions and revealed comparative advantage of shrimp exporting countries”, to appear in Reviews in Aquaculture (Wiley)  [ISI impact factor: 7.139 (2017)].
 
87 Chang, C.-L., and M. McAleer, “The Fiction of full BEKK: Pricing Fossil Fuels and Carbon Emissions”, to appear in Finance Research Letters  [ISI impact factor: 1.085 (2017)].
 
88. Chang, C.-L., Te-Ke Mai and Michael McAleer, “Pricing Carbon Emissions in China”, to appear in Annals of Financial Economics (World Scientific).

89. Caporin, M. C.-L. Chang and M. McAleer, 2019, “Are the S&P 500 Index and Crude Oil, Natural Gas and Ethanol Futures Related for Intra-Day Data?”, International Review of Economics and Finance (Elsevier), 2019, 59, 50-70. [ISI impact factor: 1.318 (2017)].
 
 
Working Papers:
RePEc Author page: http://ideas.repec.org/f/pch286.html
 
Participation in Government Projects:
  • 2017-2018 “Granger Causality and Volatility Spillovers in Spot and Futures Prices of Carbon Emissions, Crude Oil, Coal and Green Energy ETFs”, Funded by the National Science Council, Taiwan (total value of NT$965,000).
  • 2017-2018 “An Analysis of Industry Supply Chain between Taiwan and ASEAN and South Asia”. Funded by the National Science Council, Taiwan (total value of NT$494,000).
  • 2016-2017 “Expected Shortfall or VaR in Basel III: A Stochastic Dominance Approach (total value of NT$970,000).
  • 2015-2016 “The Difference-in-differences Model as a Correction for Sample Selection Bias in Foreign Technology Purchases (total value of NT$881,000).
  • 2014-2015 “The Treatment Effect of Foreign Technology Purchase- Propensity Score Matching”, Funded by the National Science Council, Taiwan (total value of NT$831,940).
  • 2013-2014 “Industrial agglomeration and Internet penetration: Substitution or Complementary?”, Funded by the National Science Council, Taiwan (total value of NT$944,000).
  • 2012-2013 “International Knowledge Spillover: International Technology Cooperation, Foreign Direct Investment and Trade”, Funded by the National Science Council, Taiwan (total value of NT$870,000).
  • 2011-2012 “Vertical Disintegration, Agglomeration and Productivity”, Funded by the National Science Council, Taiwan” (total value of NT$657,000).
  • 2008-2009 “Temporal and Spatial Aggregation of Sustainable International Tourist Arrivals to Taiwan”, Funded by the National Science Council, Taiwan” (total value of NT$ 848,000).
  • 2007-2008 “Industrial Agglomeration, R&D Intensity and Technological Change”, Funded by the National Science Council, Taiwan (total value of NT$ 646,000).
  • 2007-2008 “Shortening the Gap Between Rural and Urban Regions: The Industrial Policy in the Main OECD Countries”, Funded by the Council for Economic Planning and Development, Taiwan (with Jong-Wen Wann, Chi-Chung Chen and Ta-Jung Lu and Cheng-Yih Hong).
  • 2006-2007 “The Impact of Taiwan’s Innovation Policy on Firm Productivity Growth in the 1990s”, Funded by the National Science Council, Taiwan (total value of NT$ 563,000).
 
 
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