Chia-Lin Chang-Marketing, National Chung Hsing

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STAFF

Interdisciplinary Agriculture

Title	Distinguished Professor and Vice President for International Affairs
Name	Chia-Lin Chang ( 張嘉玲 )
Classification	Interdisciplinary Agriculture
Academic Background	PhD (Economics), Université Catholique de Louvain, Belgium
Specialty	Industrial Organization,Empirical Finance, Energy Finance, Applied Econometrics
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 2/2012.
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.
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), vol. 29, pp. 253-278 (ISI).
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), vol.79, pp.352-367 (ISI).
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).
4. 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), 79, 1472-1487 (ISI).
5. 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).
6. 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), 79, 1730-1744.
7. 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), 79, 2787-2796 (ISI).
8. 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), 15(3), 501-511 (ISI).
9. 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 (ISI).
10. Chang, C.-L., M. McAleer and R. Thansuchat, 2009, “Modelling Conditional Correlations for Risk Diversification in Crude Oil Markets”, Journal of Energy Markets, 2(4), 1-23.
11. 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), 25, 100-106 (ISI).
12. Chang, C.-L., M. McAleer and R. Tansuchat, 2010, “Analyzing and Forecasting Volatility Spillovers, Asymmetries and Hedging in Major Oil Markets”, Energy Economics (Elsevier), 32, 1445-1455 (ISI).
13. 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).
14. 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), 17(3), 481-507 (ISI).
15. 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), 25(2), 326-361 (ISI).
16. 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).
17. Chang, C._L., M. McAleer and L. Oxley, 2011, “Great Expectatrics; Great Papers, Great Journals, Great Econometrics”, Econometric Reviews (Taylor), 30(6), 583-619 (ISI).
18. Kuo, C.-Y. and C.-L. Chang, 2011, “The Determinants of Investment Strategies of Taiwan-Funded Enterprises Heading for China-Taking Listed and Over-the-Counter Companies for Examples”, Journal of Trade Remedy, (The International Trade Commission Ministry of Economic Affairs), 22(1), 105-144 [In Chinese].
19. Chang, C.-L., M. McAleer and R. Tansuchat, 2011, “Crude Oil Hedging Strategies Using Dynamic Multivariate GARCH”, Energy Economics , (Elsevier), 33(5), 912-923 (ISI).
20. 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), 27(4), 1066-1075 (ISI).
21. 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), 38(11), 2563-2573 (ISI).
22.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), 82(2), 213-219 (ISI).
23. 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), 37(11), 1088-1106.
24. Chang, C.-L. and M. McAleer, 2012, “Citations and Impact of ISI Tourism and Hospitality Journals”, Tourism Management Perspectives (Elsevier), 1(1), 2-8.
25. 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), 18(1), 5-14 (ISI).
26. 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), 42(3), 947-986 (ISI).
27. 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).
28. 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).
29. 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), 1(3), 1-16.
30. 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 (Tourism Sciences Society of Korea), 12(1), 1-24.
31. 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).
32. 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).
33. 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.
34. 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), 25, 116-138 (ISI).
35. 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), 25, 151-167 (ISI).
36. 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), 14(2), 287-295 (ISI).
37.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), 67(1), 27-53 (ISI).
38. 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).
39. Chang, C.-L. and S.-M. Huang, 2013, “Identifying the Poor: Characteristics of Low-Income Households in Taiwan”, Review of Social Science (College of Social Science, National Chengchi University), 7(1), 1-46 [EconLit] (in Chinese).
40. 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.
41. 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].
42. 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 (with) (ISI).
43. 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).
44. 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).
45. 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).
46. 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).
47. 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).
48. 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].
49. 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).
50. 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).
51. 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).
52. 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).
53. 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].
54. 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].
55. 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].56. 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].
57. 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), 9(2), 1-26 [EconLit].
58. 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), 4 120-125 [EconLit].
59. Chang, C.-L. and M. McAleer, 2015, “Econometric Analysis of Financial Derivatives: An Overview”, Journal of Econometrics (Elsevier), 187(2), 403-407 (ISI).
60. 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), 187(2), 472-485 (ISI).
61. 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.
62. 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.
63. Chang, C.-L., W.-C. Chen and M. McAleer, “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.
64. 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.
65. Chang, C.-L., 2015, “Modelling a Latent Daily Tourism Financial Conditions Index”, International Review of Economics & Finance (Elsevier), 40C, 113-126. (ISI).
66. Chang, C.-L., E. Maasoumi and M. McAleer, 2016, “Robust Ranking of Journal Quality: An Application to Economics”, Econometric Reviews (Taylor & Francis), 35(1), 50-97 (ISI).
67. Chang, C.-L., M. McAleer and W.-K. Wong, 2016, “Informatics, Data Mining, Econometrics and Financial Economics: A Connection”, Journal of Informatics and Data Mining (Insight Medical Publishing, iMEdPub), 2016, 1(1:7), 1-5.
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, 42(4), 324-337 (Emerald).

Working Papers：

RePEc Author page: http://ideas.repec.org/f/pch286.html

Participation in Government Projects：

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).