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職稱
特聘教授兼系主任
姓名
張嘉玲 ( Chia-Lin Chang )
類別
專任教師
學歷
比利時新魯汶大學經濟學博士
專長
產業經濟, 財務經濟, 能源金融
電子郵件
changchialin@nchu.edu.tw
連絡電話
886-4-22840350 ext 309
 
 
現職:
國立中興大學 應用經濟學系 特聘教授兼系主任
國立中興大學 財務金融學系 合聘教授
應用經濟論叢(TSSCI) 主編
國立中興大學農資院農業政策研究中心主任

 
 
開授課程:
經濟學
統計學(全英文授課)
亞洲經濟(全英文授課)
國際經濟學
進階個體經濟學
計量經濟學
管理經濟學
 
經歷:
國立中興大學 特聘教授II (2014/08 - 2016/07)
國立中興大學 財務金融學系合聘 副教授 (2010/10 - 2012/01)
國立中興大學 應用經濟學系 副教授 (2009/02 -2012/01)
國立中興大學 應用經濟學系 助理教授 (2006/08 -2009/01)
應用經濟論叢 (TSSCI) 86期, 87期、88期、89期、90期、 91期、 92期、93期、94期、95期、 96期、97期、98期、99期之執行編輯 (2009/08-2016/07)
應用經濟論叢(TSSCI) 100 期、101期、102期、103期主編
Modelling and Simulation Society of Australia and New Zealand Fellows (FMSSANZ), elected 2012.
 
 
獲獎紀錄:
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.
2014年台灣財務金融學會年會暨國際研討會最佳論文獎
102年度中興大學農資院教師評鑑優良獎
101年度中興大學教學特優 I 獎
100年度中興大學研究績優獎
100年度中興大學農資院研究績優獎
Early Career Research Excellence Award, Modelling and Simulation Society of Australia and New
Zealand (MSSANZ), July 2009.
96年度中興大學農資院優良導師獎 96年度中興大學特優導師獎
 
 
研究領域:
-產業經濟
-財務經濟
-應用計量
-能源金融
 
博士論文:
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.
 
專書:
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.
 
期刊論文:
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)].
 
近期研究:
RePEc Author page: http://ideas.repec.org/f/pch286.html
 
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