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首頁 > 學程成員 > 經濟與行銷領域
學程成員
經濟與行銷領域
 
   
職稱
特聘教授
姓名
張嘉玲 ( Chia-Lin Chang )
類別
經濟與行銷領域
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、應用計量、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 教授
國立中興大學 財務金融學系 合聘教授
應用經濟論叢(TSSCI) 100 主編

 
 
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)
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), 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).
 
近期研究:
RePEc Author page: http://ideas.repec.org/f/pch286.html
 
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