IDEAS home Printed from https://ideas.repec.org/d/aechutw.html

Publications

by members of

National Chung-Hsing University → Department of Applied Economics

These are publications listed in RePEc written by members of the above institution who are registered with the RePEc Author Service. Thus this compiles the works all those currently affiliated with this institution, not those affilated at the time of publication. List of registered members. Register yourself. Citation analysis. Find also a compilation of publications from alumni here.

This page is updated in the first days of each month.

| Working papers | Journal articles | Chapters |

Working papers

2025

  1. Nobuya FUKUGAWA & Kuo-I CHANG, 2025, "Science Parks in Taiwan and Their Value-adding Contributions," Discussion papers, Research Institute of Economy, Trade and Industry (RIETI), number 25005, Jan.

2024

  1. Yu-Ann Wang & Chia-Lin Chang, 2024, "Portfolio selection from risk transfer mechanisms in a time of crisis for renewable energy markets," KIER Working Papers, Kyoto University, Institute of Economic Research, number 1108, Sep.

2020

  1. Chang, Kuo-I & Hayakawa, Kazunobu & Laksanapanyakul, Nuttawut & Narjoko, Dionisius & Pyun, Ju Hyun & Quimba, Francis, 2020, "Determinants of regional trade agreement utilization : evidence from multiple import countries in Asia," IDE Discussion Papers, Institute of Developing Economies, Japan External Trade Organization(JETRO), number 792, Jun.

2019

  1. Chang, C-L. & Ilomäki, J. & Laurila, H. & McAleer, M.J., 2019, "Central Bank Intervention, Bubbles and Risk in Walrasian Financial Markets," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2019-07, Feb.
  2. Chia-Lin Chang & Michael McAleer & Wing-Keung Wong, 2019, "Editorial Statement of Intent for Advances in Decision Sciences (ADS): 22nd Anniversary Special Issue in 2018," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2019-03, Mar.

2018

  1. Chang, C-L. & Hsu, S.-H. & McAleer, M.J., 2018, "An Event Study of Chinese Tourists to Taiwan," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number 2018-003/III, Jan.
  2. Chang, C-L. & McAleer, M.J. & Wu, Y-C., 2018, "A Statistical Analysis of Industrial Penetration and Internet Intensity in Taiwan," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2018-04, Jan.
  3. Chang, C-L. & Mai, T.K. & McAleer, M.J., 2018, "Pricing Carbon Emissions in China," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2018-05, Jan.
  4. Chang, C-L. & McAleer, M.J. & Wong, W.-K., 2018, "Management Information, Decision Sciences, and Financial Economics : a connection," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number 2018-004/III, Jan.
  5. Chang, C-L. & McAleer, M.J. & Wong, W.-K., 2018, "Decision Sciences, Economics, Finance, Business, Computing, and Big Data: Connections," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number 18-024/III, Mar.
  6. Chang, C-L. & Mai, T.K. & McAleer, M.J., 2018, "Establishing National Carbon Emission Prices for China," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number 18-028/III, Mar.
  7. Chang, C-L. & Hsu, S.-H. & McAleer, M.J., 2018, "Risk Spillovers in Returns for Chinese and International Tourists to Taiwan," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number 18-031/III, Mar.
  8. Chang, C-L. & McAleer, M.J. & Wang, Y-A., 2018, "Latent Volatility Granger Causality and Spillovers in Renewable Energy and Crude Oil ETFs," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number TI 2018-052/III, May.
  9. Chang, C-L. & Hsu, S.-H. & McAleer, M.J., 2018, "Asymmetric Risk Impacts of Chinese Tourists to Taiwan," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2018-18, May.
  10. Chang, C-L. & Hsieh, T-L. & McAleer, M.J., 2018, "Connecting VIX and Stock Index ETF with VAR and Diagonal BEKK," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2018-37, Sep.
  11. Asai, M. & Chang, C-L. & McAleer, M.J. & Pauwels, L., 2018, "Asymptotic Theory for Rotated Multivariate GARCH Models," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2018-38, Oct.
  12. Chang, C-L. & Ilomäki, J. & Laurila, H. & McAleer, M.J., 2018, "Long Run Returns Predictability and Volatility with Moving Averages," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2018-39, Sep.
  13. Chang, C-L. & McAleer, M.J. & Wong, W.-K., 2018, "Editorial Statement of Intent for Advances in Decision Sciences (ADS): 22nd Anniversary Special Issue in 2018," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2018-40, Sep.
  14. Chang, C-L. & McAleer, M.J. & Wong, W.-K., 2018, "Research Ideas for Advances in Decision Sciences (ADS): 22nd Anniversary Special Issue in 2018," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2018-41, Sep.
  15. Chang, C-L. & Ilomäki, J. & Laurila, H. & McAleer, M.J., 2018, "Market Timing with Moving Averages for Fossil Fuel and Renewable Energy Stocks," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2018-44, Sep.
  16. Chang, C-L. & McAleer, M.J. & Wong, W.-K., 2018, "Big Data, Computational Science, Economics, Finance, Marketing, Management, and Psychology: Connections," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2018-08, Jan.
  17. Chia-Lin Chang & Michael McAleer, 2018, "The Fiction of Full BEKK: Pricing Fossil Fuels and Carbon Emissions," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 17-015/III, Mar.
  18. Silvia Garcia Mandico & Pilar (P.) Garcia-Gomez & Anne (A.C.) Gielen & Owen (O.A.) O'Donnell, 2018, "Earnings responses to disability benefit cuts," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 18-023/V, Mar.

2017

  1. Asai, M. & Chang, C-L. & McAleer, M.J., 2017, "Realized Stochastic Volatility with General Asymmetry and Long Memory," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number TI 2017-038/III, Apr.
  2. Chang, C-L. & McAleer, M.J., 2017, "Recent Topical Research on Global, Energy, Health & Medical, and Tourism Economics, and Global Software," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number TI 2017 -046/III, May.
  3. Chang, C-L. & McAleer, M.J. & Zuo, G., 2017, "Volatility Spillovers and Causality of Carbon Emissions, Oil and Coal Spot and Futures for the EU and USA," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2017-14, May.
  4. Chang, C-L. & McAleer, M.J., 2017, "The Correct Regularity Condition and Interpretation of Asymmetry in EGARCH," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2017-17, Jun.
  5. Chaipornkaew, P. & Prexawanprasut, T. & Chang, C-L. & McAleer, M.J., 2017, "A Generalized Email Classification System for Workflow Analysis," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number TI 2017-066/III, Jul.
  6. Chang, C-L. & Hsu, H-K. & McAleer, M.J., 2017, "A Tourism Financial Conditions Index for Tourism Finance," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number TI 2017-071/III, Aug.
  7. Chang, C-L. & McAleer, M.J., 2017, "The Fiction of Full BEKK," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number TI 2017-015/III, Jan.
  8. Chang, C-L. & Hsieh, T-L. & McAleer, M.J., 2017, "Connecting VIX and Stock Index ETF," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number 2016-010/III, Jan.
  9. Sukharomana, Renu & Chang, Chia-Lin, 2017, "Demand for Narcotics in Thailand, with Policy Implications," MPRA Paper, University Library of Munich, Germany, number 79081, May.

2016

  1. Chang, C-L. & McAleer, M.J. & Nguyen, D.K., 2016, "US Antidumping Petitions and Revealed Comparative Advantage of Shrimp Exporting Countries," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2016-47, Oct.
  2. Caporin, M. & Chang, C-L. & McAleer, M.J., 2016, "Are the S&P 500 Index and Crude Oil, Natural Gas and Ethanol Futures Related for Intra-Day Data?," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2016-02, Feb.
  3. Chang, C-L. & Hsieh, T-L. & McAleer, M.J., 2016, "How are VIX and Stock Index ETF Related?," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2016-07, Feb.
  4. Chang, C-L. & McAleer, M.J. & Wang, Y-A., 2016, "Modelling Volatility Spillovers for Bio-ethanol, Sugarcane and Corn," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2016-15, Mar.
  5. Chang, C-L. & McAleer, M.J. & Wu, Y-C., 2016, "Industrial Penetration and Internet Intensity," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2016-23, Apr.
  6. Allen, D.E. & Chang, C-L. & McAleer, M.J. & Singh, A.K., 2016, "A Cointegration Analysis of Agricultural, Energy and Bio-Fuel Spot and Futures Prices," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2016-24, Jul.
  7. Chang, C-L. & McAleer, M.J. & Wong, W.-K., 2016, "Management Science, Economics and Finance: A Connection," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2016-26, May.
  8. Chang, C-L. & Liu, C-P. & McAleer, M.J., 2016, "Volatility Spillovers for Spot, Futures, and ETF Prices in Energy and Agriculture," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2016-28, Jun.
  9. Chang, C-L. & McAleer, M.J. & Wang, Y., 2016, "Testing Co-Volatility Spillovers for Natural Gas Spot, Futures and ETF Spot using Dynamic Conditional Covariances," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2016-29, Jun.
  10. Chang, C-L. & McAleer, M.J. & Tian, J., 2016, "Modelling and Testing Volatility Spillovers in Oil and Financial Markets for USA, UK and China," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2016-30, Jun.
  11. Chang, C-L. & McAleer, M.J. & Wang, C-H., 2016, "An Econometric Analysis of ETF and ETF Futures in Financial and Energy Markets Using Generated Regressors," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2016-31, Jun.
  12. Chang, C-L. & McAleer, M.J., 2016, "A Simple Test for Causality in Volatility," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2016-40, Nov.
  13. Asai, M. & Chang, C-L. & McAleer, M.J., 2016, "Realized Matrix-Exponential Stochastic Volatility with Asymmetry, Long Memory and Spillovers," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2016-41, Sep.
  14. Chang, C-L. & McAleer, M.J. & Tang, J-T., 2016, "Joint and Cross-border Patents as Proxies for International Technology Diffusion," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2016-44, Dec.
  15. Chang, C-L. & McAleer, M.J. & Wang, Y-A., 2016, "Modelling Volatility Spillovers for Bio-ethanol, Sugarcane and Corn Spot and Futures Prices," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2016-45, Dec.

2015

  1. Chang, C-L. & McAleer, M.J., 2015, "Quality Weighted Citations Versus Total Citations in the Sciences and Social Sciences, with an Application to Finance and Accounting," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2015-05, Jan.
  2. Chang, C-L. & Jiménez-Martín, J.A. & McAleer, M.J. & Pérez-Amaral, T., 2015, "A Stochastic Dominance Approach to the Basel III Dilemma: Expected Shortfall or VaR?," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2015-14, May.
  3. Chang, C-L. & Li, Y. & McAleer, M.J., 2015, "Volatility Spillovers Between Energy and Agricultural Markets: A Critical Appraisal of Theory and Practice," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2015-18, Jun.
  4. Chang, C-L. & McAleer, M.J. & Wu, Y-C., 2015, "Industrial Agglomeration and Use of the Internet," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2015-24, Aug.
  5. Chang, C-L. & McAleer, M.J., 2015, "Research Ideas for the Journal of Health & Medical Economics: Opinion," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2015-25, Sep.
  6. Chang, C-L. & McAleer, M.J. & Wong, W.-K., 2015, "Behavioural, Financial, and Health & Medical Economics: A Connection," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2015-27, Sep.
  7. Chang, C-L. & McAleer, M.J. & Wong, W.-K., 2015, "Informatics, Data Mining, Econometrics and Financial Economics: A Connection," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2015-34, Nov.
  8. Chang, C-L. & Jiménez-Martín, J.A. & Maasoumi, E. & McAleer, M.J., 2015, "Choosing Expected Shortfall over VaR in Basel III Using Stochastic Dominance," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2015-38, Dec.
  9. Chia-Lin Chang & Michael McAleer, 2015, "Bibliometric Rankings of Journals based on the Thomson Reuters Citations Database," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 15-044/III, Mar.
  10. Michalis Drouvelis & Joep Sonnemans, 2015, "The Endowment Effect in Games," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 15-114/I, Oct.

2014

  1. Chia-Lin Chang & Michael McAleer, 2014, "Ranking Leading Econometrics Journals Using Citations Data from ISI and RePEc," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 14/01, Jan.
  2. Chia-Lin Chang & Hui-Kuang Hsu & Michael McAleer, 2014, "A Tourism Conditions Index," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 14/03, Jan.
  3. Chia-Lin Chang & Michael McAleer, 2014, "Ranking Economics and Econometrics ISI Journals by Quality Weighted Citations," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 14/07, Feb.
  4. Chia-Lin Chang & Michael McAleer, 2014, "Quality Weighted Citations Versus Total Citations in the Sciences and Social Sciences," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 14/08, Feb.
  5. Chia-Lin Chang & Hui-Kuang Hsu & Michael McAleer, 2014, "A Tourism Financial Conditions Index," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 14/13, May.
  6. Chia-Lin Chang & Michael McAleer, 2014, "Just How Good are the Top Three Journals in Finance? An Assessment Based on Quantity and Quality Citations," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 14/14, May.
  7. Chia-Lin Chang & Wei-Chen Chen & Michael McAleer, 2014, "Survival Analysis of Very Low Birth Weight Infant Mortality in Taiwan," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 14/15, Jun.
  8. Chia-Lin Chang & Michael McAleer, 2014, "Econometric Analysis of Financial Derivatives: An Overview," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 14/29, Dec.
  9. Chang, C-L. & McAleer, M.J., 2014, "Econometric Analysis of Financial Derivatives," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2015-02, Dec.
  10. Chang, Chia-Lin, 2014, "Modelling a Latent Daily Tourism Financial Conditions Index," MPRA Paper, University Library of Munich, Germany, number 54887, Mar.
  11. Chang, Chia-Lin & Ke, Yu-Pei, 2014, "Testing Price Pressure, Information, Feedback Trading, and Smoothing Effects for Energy Exchange Traded Funds," MPRA Paper, University Library of Munich, Germany, number 57625, Jul.
  12. Chang, Chia-Lin & Hu, Shing-Yang & Yu, Shih-Ti, 2014, "Recent Developments in Quantitative Finance: An Overview," MPRA Paper, University Library of Munich, Germany, number 58307, Sep.
  13. Chia-Lin Chang & Juan-Ángel Jiménez-Martín & Esfandiar Maasoumi & Teodosio Pérez Amaral, 2014, "A Stochastic Dominance Approach to Financial Risk Management Strategies," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2014-08, revised Apr 2014.

2013

  1. Chia-Lin Chang & Hui-Kuang Hsu & Michael McAleer, 2013, "Is Small Beautiful? Size Effects of Volatility Spillovers for Firm Performance and Exchange Rates in Tourism," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 13/04, Jan.
  2. Chia-Lin Chang & David Allen & Michael McAleer, 2013, "Recent Developments in Financial Economics and Econometrics: An Overview," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 13/06, Jan.
  3. Ping-Yu Chen & Chia-Lin Chang & Chi-Chung Chen & Michael McAleer, 2013, "Modeling the Effects of Oil Prices on Global Fertilizer Prices and Volatility," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 13/07, Jan.
  4. Chia-Lin Chang & Michael McAleer, 2013, "What Do Experts Know About Forecasting Journal Quality? A Comparison with ISI Research Impact in Finance," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 13/10, Feb.
  5. Chia-Lin Chang & Michael McAleer & Les Oxley, 2013, "Coercive Journal Self-citations, Impact Factor, Journal Influence and Article Influence," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 13/12, Mar.
  6. Chia-Lin Chang & David E. Allen & Michael McAleer & Teodosio Perez Amaral, 2013, "Risk Modeling and Management: An Overview," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 13/22, Jun.
  7. Michael McAleer & Chia-Lin Chang & Ju-Ting Tang, 2013, "International Technology Diffusion of Joint and Cross-border Patents," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 13/24, Jul.
  8. Chia-Lin Chang & Hui-Kuang Hsu & Michael McAleer, 2013, "The Impact of China on Stock Returns and Volatility in the Taiwan Tourism Industry," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 13/27, Aug.
  9. Chang, Chia-Lin & Hsu, Hui-Kuang, 2013, "Modelling Volatility Size Effects for Firm Performance: The Impact of Chinese Tourists to Taiwan," MPRA Paper, University Library of Munich, Germany, number 45691, Mar.

2012

  1. Chang, Kuo-I & Hayakawa, Kazunobu, 2012, "Selection and utilization of the early harvest list : evidence from the Free Trade Agreement between China and Taiwan," IDE Discussion Papers, Institute of Developing Economies, Japan External Trade Organization(JETRO), number 365, Aug.
  2. Chia-Lin Chang & Michael McAleer, 2012, "What do Experts Know About Ranking Journal Quality? A Comparison with ISI Research Impact in Finance," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 12/02, Jan.
  3. Chia-Lin Chang & Esfandiar Maasoumi & Michael McAleer, 2012, "Robust Ranking of Journal Quality: An Application to Economics," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 12/05, Mar.
  4. Chia-Lin Chang & Michael McAleer & Roengchai Tansuchat, 2012, "Modelling Long Memory Volatility in Agricultural Commodity Futures Returns," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 12/09, May.
  5. Chia-Lin Chang & Michael McAleer, 2012, "Ranking Journal Quality by Harmonic Mean of Ranks: An Application to ISI Statistics & Probability," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 12/11, May.
  6. Chia-Lin Chang & Michael McAleer & Les Oxley, 2012, "Journal Impact Factor, Eigenfactor, Journal Influence and Article Influence," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 12/13, Jun.
  7. Chia-Lin Chang & Stéphane Robin, 2012, "Knowledge sourcing and firm performance in an industrializing economy: the case of Taiwan (1992–2003)," Post-Print, HAL, number hal-03692178, Jun, DOI: 10.1007/s00181-011-0449-0.
  8. Chang, Chia-Lin & Chang, Jui-Chuan Della & Huang, Yi-Wei, 2012, "Dynamic Price Integration in the Global Gold Market," MPRA Paper, University Library of Munich, Germany, number 41627, Sep.

2011

  1. Kuo-I CHANG & Kazunobu HAYAKAWA & Toshiyuki MATSUURA, 2011, "Location Choice of Multinational Enterprises in China: Comparison between Japan and Taiwan," Working Papers, Economic Research Institute for ASEAN and East Asia (ERIA), number DP-2011-01, Feb.
  2. Chia-Lin Chang & Michael McAleer & Les Oxley, 2011, "How are Journal Impact, Prestige and Article Influence Related? An Application to Neuroscience," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 11/06, Jan.
  3. Chia-Lin Chang & Juan-Ángel Jiménez-Martín & Michael McAleer & Teodosio Pérez-Amaral, 2011, "Risk Management of Risk under the Basel Accord: Forecasting Value-at-Risk of VIX Futures," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 11/12, Feb.
  4. Ramazan Sari & Shawkat Hammoudeh & Chia-Lin Chang & Michael McAleer, 2011, "Causality Between Market Liquidity and Depth for Energy and Grains," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 11/15, Apr.
  5. Chia-Lin Chang & Philip Hans Franses & Michael McAleer, 2011, "Evaluating Individual and Mean Non-Replicable Forecasts," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 11/16, Apr.
  6. Shawkat Hammoudeh & Tengdong Liu & Chia-Lin Chang & Michael McAleer, 2011, "Risk Spillovers in Oil-Related CDS, Stock and Credit Markets," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 11/17, Apr.
  7. Shawkat Hammoudeh & Soodabeh Sarafrazi & Chia-Lin Chang & Michael McAleer, 2011, "The Dynamics of Energy-Grain Prices with Open Interest," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 11/24, May.
  8. Philip Hans Franses & Chia-Lin Chang & Michael McAleer, 2011, "Analyzing Fixed-event Forecast Revisions," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 11/25, Jun.
  9. Roberto Casarin & Chia-Lin Chang & Juan-Ángel Jiménez-Martín & Michael McAleer & Teodosio Pérez Amaral, 2011, "Risk Management of Risk Under the Basel Accord: A Bayesian Approach to Forecasting Value-at-Risk of VIX Futures," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 11/26, Jul.
  10. Chia-Lin Chang & Michael McAleer, 2011, "Citations and Impact of ISI Tourism and Hospitality Journals," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 11/27, Jul.
  11. Chia-Lin Chang & Juan-Ángel Jiménez-Martín & Michael McAleer & Teodosio Pérez Amaral, 2011, "The Rise and Fall of S&P500 Variance Futures," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 11/32, Nov.
  12. Chia-Lin Chang & Michael McAleer, 2011, "How Should Journal Quality be Ranked? An Application to Agricultural, Energy, Environmental and Resource Economics," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 11/43, Dec.
  13. Hsieh, Chee-Ruey & Liu, Ya-Ming & Chang, Chia-Lin, 2011, "Endogenous technological change in medicine and its impact on healthcare costs: evidence from the pharmaceutical market in Taiwan," MPRA Paper, University Library of Munich, Germany, number 35147, Nov.
  14. Chen, Ping-Yu & Chen, Chi-Chung & Chang, Chia-Lin, 2011, "Multiple Threshold Effects for Temperature and Mortality," MPRA Paper, University Library of Munich, Germany, number 35521, Nov.
  15. Chia-Lin Chang & Lydia González-Serrano & Juan-Ángel Jiménez-Martín, 2011, "Currency Hedging Strategies Using Dynamic Multivariate GARCH," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2011-33.

2010

  1. Chia-Lin Chang & Michael McAleer, 2010, "Aggregation, Heterogeneous Autoregression and Volatility of Daily International Tourist Arrivals and Exchange Rates," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 10/02, Feb.
  2. Roengchai Tansuchat & Chia-Lin Chang & Michael McAleer, 2010, "Crude Oil Hedging Strategies Using Dynamic Multivariate GARCH," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 10/03, Jan.
  3. Roengchai Tansuchat & Chia-Lin Chang & Michael McAleer, 2010, "Conditional Correlations and Volatility Spillovers Between Crude Oil and Stock Index Returns," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 10/04, Jan.
  4. Chia-Lin Chang & Thanchanok Khamkaew & Michael McAleer, 2010, "Estimating Price Effects in an Almost Ideal Demand Model of Outbound Thai Tourism to East Asia," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 10/11, Apr.
  5. Chia-Lin Chang & Philip Hans Franses & Michael McAleer, 2010, "Are Forecast Updates Progressive?," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 10/12, Apr.
  6. Chia-Lin Chang & Thanchanok Khamkaew & Michael McAleer, 2010, "IV Estimation of a Panel Threshold Model of Tourism Specialization and Economic Development," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 10/13, Apr.
  7. Chia-Lin Chang & Philip Hans Franses & Michael McAleer, 2010, "How Accurate are Government Forecasts of Economic Fundamentals? The Case of Taiwan," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 10/16, Apr.
  8. Chia-Lin Chang & Michael McAleer & Roengchai Tansuchat, 2010, "Analyzing and Forecasting Volatility Spillovers, Asymmetries and Hedging in Major Oil Markets," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 10/19, Apr.
  9. Chia-Lin Chang & Thanchanok Khamkaew & Michael McAleer & Roengchai Tansuchat, 2010, "Interdependence of International Tourism Demand and Volatility in Leading ASEAN Destinations," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 10/27, May.
  10. Chia-Lin Chang & Philip Hans Franses & Michael McAleer, 2010, "Combining Non-Replicable Forecasts," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 10/35, May.
  11. Chia-Lin Chang & Michael McAleer & Les Oxley, 2010, "Great Expectatrics: Great Papers, Great Journals, Great Econometrics," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 10/36, May.
  12. Chia-Lin Chang & Thanchanok Khamkaew & Michael McAleer & Roengchai Tansuchat, 2010, "Modelling Conditional Correlations in the Volatility of Asian Rubber Spot and Futures Returns," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 10/38, Jan.
  13. Chia-Lin Chang & Biing-Wen Huang & Meng-Gu Chen & Michael McAleer, 2010, "Modelling the Asymmetric Volatility in Hog Prices in Taiwan: The Impact of Joining the WTO," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 10/39, May.
  14. Chia-Lin Chang & Michael McAleer & Christine Lim, 2010, "Modelling the Volatility in Short and Long Haul Japanese Tourist Arrivals to New Zealand and Taiwan," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 10/40, Jun.
  15. Chia-Lin Chang & Michael McAleer & Les Oxley, 2010, "What Makes a Great Journal Great in Economics? The Singer Not the Song," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 10/43, Jul.
  16. Chia-Lin Chang & Michael McAleer & Les Oxley, 2010, "Article Influence Score = 5YIF divided by 2," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 10/44, Jul.
  17. Ping-Yu Chen & Chia-Lin Chang & Chi-Chung Chen & Michael McAleer, 2010, "Modeling the Volatility in Global Fertilizer Prices," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 10/46, Jul.
  18. Chia-Lin Chang & Michael McAleer & Les Oxley, 2010, "How does Zinfluence Affect Article Influence?," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 10/47, Aug.
  19. Chia-Lin Chang & Sung-Po Chen & Michael McAleer, 2010, "Globalization and Knowledge Spillover: International Direct Investment, Exports and Patents," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 10/54, Aug.
  20. Ping-Yu Chen & Chia-Lin Chang & Chi-Chung Chen & Michael McAleer, 2010, "Modeling the Effect of Oil Price on Global Fertilizer Prices," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 10/55, Sep.
  21. Chia-Lin Chang & Michael McAleer & Les Oxley, 2010, "Journal Impact Factor Versus Eigenfactor and Article Influence," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 10/67, Nov.
  22. Chia-Lin Chang & Philip Hans Franses & Michael McAleer, 2010, "Evaluating Combined Non-Replicable Forecasts," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 10/74, Dec.
  23. Chia-Lin Chang & Philip Hans Franses & Michael McAleer & Les Oxley, 2010, "What Makes a Great Journal Great in the Sciences? Which Came First, the Chicken or the Egg?," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 10/75, Dec.
  24. Chia-Lin Chang & Li-Hsueh Chen & Shawkat Hammoudeh & Michael McAleer, 2010, "Asymmetric Adjustments in the Ethanol and Grains Markets," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 10/78, Dec.
  25. Chang, C-L. & McAleer, M.J. & Tansuchat, R., 2010, "Analyzing and Forecasting Volatility Spillovers and Asymmetries in Major Crude Oil Spot, Forward and Futures Markets," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2010-14, Mar.
  26. Chang, C-L. & Huang, B-W. & Chen, M-G., 2010, "Modelling the Asymmetric Volatility in Hog Prices in Taiwan," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2010-46, Jul.
  27. Hwang, Tsorng-Chyi & Chen, Meng-Gu & Chang, Chia-Lin, 2010, "Price Stabilization in the Taiwan Hog and Broiler Industries: Evidence from a STAR Approach," MPRA Paper, University Library of Munich, Germany, number 15552, Dec.
  28. Chen, Ping-Yu & Chang, Chia-Lin & Chen, Chi-Chung, 2010, "Estimating the Impacts of Climate Change on Mortality in OECD Countries," MPRA Paper, University Library of Munich, Germany, number 27915, Dec.

2009

  1. Chia-Lin Chang & Michael McAleer & Roengchai Tansuchat, 2009, "Volatility Spillovers Between Crude Oil Futures Returns and Oil Company Stocks Return," CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo, number CARF-F-157, Aug.
  2. Chia-Lin Chang & Michael McAleer & Roengchai Tansuchat, 2009, "Modelling Conditional Correlations for Risk Diversification in Crude Oil Markets," CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo, number CARF-F-162, Aug.
  3. Chia-Lin Chang & Michael McAleer & Roengchai Tansuchat, 2009, "Forecasting Volatility and Spillovers in Crude Oil Spot, Forward and Futures Markets," CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo, number CARF-F-163, Aug.
  4. Chia-Lin Chang & Thanchanok Khamkaew & Michael McAleer, 2009, "A Panel Threshold Model of Tourism Specialization and Economic Development," CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo, number CARF-F-188, Oct.
  5. Chia-Lin Chang & Michael McAleer, 2009, "Daily Tourist Arrivals, Exchange Rates and Volatility for Korea and Taiwan," CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo, number CARF-F-192, Nov.
  6. Chang, C-L. & Franses, Ph.H.B.F. & McAleer, M.J., 2009, "How Accurate are Government Forecast of Economic Fundamentals?," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2009-09, Jul.
  7. Chia-Lin Chang & Michael McAleer & Dan Slottje, 2009, "Modelling International Tourist Arrivals and Volatility: An Application to Taiwan," "Marco Fanno" Working Papers, Dipartimento di Scienze Economiche "Marco Fanno", number 0097, Feb.
  8. Chang, C. & Liao, G. & Yu, X. & Ni, Z., 2009, "Information from Relationship Lending : Evidence from China," Discussion Paper, Tilburg University, Center for Economic Research, number 2009-39 S.
  9. Chia-Lin Chang & Michael McAleer & Christine Lim, 2009, "Modelling Short and Long Haul Volatility in Japanese Tourist Arrivals to New Zealand and Taiwan," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-647, Aug.

2008

  1. Hayakawa, Kazunobu & Chang, Kuo-I, 2008, "Border Barriers in Agricultural Trade and the Impact of their Elimination: Evidence from East Asia," IDE Discussion Papers, Institute of Developing Economies, Japan External Trade Organization(JETRO), number 160, Jun.
  2. Chia-Lin Chang & Les Oxley, 2008, "Industrial Agglomeration, Geographic Innovation and Total Factor Productivity: The Case of Taiwan," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 08/14, Jul.
  3. McAleer, M.J. & Huang, B-W. & Kuo, H-I. & Chen, C-C. & Chang, C-L., 2008, "An econometric analysis of SARS and Avian flu on international tourist arrivals to Asia," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2008-21, Nov.
  4. Chialin Chang & Stéphane Robin, 2008, "Doing R&D And/Or Importing Technologies : The Critical Importance of Firm Size in Taiwan's Manufacturing Industries," Post-Print, HAL, number hal-00279186, DOI: 10.1007/s11151-006-911.
  5. Chia-Lin Chang & Stéphane Robin, 2008, "Public policy, innovation and total factor productivity : An application to Taiwan's manufacturing industry," Post-Print, HAL, number hal-03691878, Dec, DOI: 10.1016/j.matcom.2008.01.005.

2006

  1. Chia-Lin CHANG & Stéphane ROBIN, 2006, "Knowledge sourcing and firm performance in an industrializing economy: the case of Taiwan in the 1990s," Working Papers of BETA, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg, number 2006-33.
  2. Chia-Lin CHANG & Stéphane ROBIN, 2006, "Using the Asymptotically Ideal Model to estimate the impact of knowledge on labour productivity: An application to Taiwan in the 1990s," Working Papers of BETA, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg, number 2006-34.

2004

  1. Chia Lin, CHANG & Stephane, ROBIN, 2004, "Doing R&D and Importing Technology : an Empirical Investigation on Taiwan’s manufacturing firms," LIDAM Discussion Papers IRES, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES), number 2004006, Mar.
  2. Chia Lin, CHANG & Stephane, ROBIN, 2004, "Innovation Strategy and Total Factor Productivity Growth : Micro Evidence from Taiwanese Manufacturing Firms," LIDAM Discussion Papers IRES, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES), number 2004007, Mar.

Undated

  1. Chia-Lin Chang & Michael McAleer & Ju-Ting Tang, undated, "International Technology Diffusion of Joint and Cross-border Patents (Revised version)," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2015-06, revised May 2015.
  2. Víctor M. Adame-García & Fernando Fernández-Rodríguez & Simón Sosvilla-Rivero, undated, "Portfolios in the Ibex 35 index: Alternative methods to the traditional framework, a comparative with the naive diversification in a pre- and post- crisis context," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2015-07, revised Jun 2015.
  3. Liu, Wan Yu, undated, "Optimal Pricing of the Carbon Trading Market Based on a Demand-Supply Model," 2016 Annual Meeting, July 31-August 2, Boston, Massachusetts, Agricultural and Applied Economics Association, number 235461, DOI: 10.22004/ag.econ.235461.
  4. Liu, Wan Yu, undated, "A Study on the Forest Thinning Planning Problem Considering Carbon Sequestration and Emission," 2016 Annual Meeting, July 31-August 2, Boston, Massachusetts, Agricultural and Applied Economics Association, number 235463, DOI: 10.22004/ag.econ.235463.

Journal articles

2025

  1. Lin, Chun-Cheng & Zhang, Shi-Yu & Chou, Yu-Lun & Liu, Wan-Yu, 2025, "Energy management scheduling of a smart factory with carbon capture and storage, carbon emission quota cap-and-trade, and green energy trading," Energy, Elsevier, volume 333, issue C, DOI: 10.1016/j.energy.2025.137231.
  2. Liu, Wan-Yu & Yen, Chin-Chun & Lee, Rachel S.K. & Lin, Chun-Cheng, 2025, "Navigating crowds: Reconsidering visitor recreational experience and crowding preference for a forest park in Taiwan," Forest Policy and Economics, Elsevier, volume 178, issue C, DOI: 10.1016/j.forpol.2025.103540.
  3. Lin, Chun-Cheng & Shen, Hong-Yu & Peng, Yi-Chun & Liu, Wan-Yu, 2025, "Residential energy considering renewable portfolio standards and tradable green certificates," Renewable and Sustainable Energy Reviews, Elsevier, volume 207, issue C, DOI: 10.1016/j.rser.2024.114981.
  4. Huang, Y. & Liu, W. & Yong, J.Y. & Zhang, X.J. & Wu, C. & Jiang, L., 2025, "Environmental tradeoff on integrated carbon capture and in-situ methanation technology," Renewable and Sustainable Energy Reviews, Elsevier, volume 208, issue C, DOI: 10.1016/j.rser.2024.115029.

2024

  1. Ning Chen & Chia-Lin Chang, 2024, "Technical efficiency of biosecurity and animal welfare in the Taiwan egg industry," Applied Economics, Taylor & Francis Journals, volume 56, issue 53, pages 6730-6749, November, DOI: 10.1080/00036846.2023.2276079.
  2. Wondim, A. & Chang, C-L, 2024, "The Impact of Globalization on Economic Growth: Insights from Sub-Saharan Africa (1971-2019)," African Journal of Food, Agriculture, Nutrition and Development (AJFAND), African Journal of Food, Agriculture, Nutrition and Development (AJFAND), volume 24, issue 7, July, DOI: 10.22004/ag.econ.348028.
  3. Chia-Lin Chang & Jukka Ilomäki & Hannu Laurila, 2024, "Has the EU Emissions Trading System Worked Properly?," Energies, MDPI, volume 17, issue 15, pages 1-15, July.
  4. Liu, W. & Ji, Y. & Huang, Y. & Zhang, X.J. & Wang, T. & Fang, M.X. & Jiang, L., 2024, "Adsorption-based post-combustion carbon capture assisted by synergetic heating and cooling," Renewable and Sustainable Energy Reviews, Elsevier, volume 191, issue C, DOI: 10.1016/j.rser.2023.114141.
  5. Hong Wen Yu & S. Y. Simon Wang & Wan Yu Liu, 2024, "Estimating wildfire potential in Taiwan under different climate change scenarios," Climatic Change, Springer, volume 177, issue 1, pages 1-26, January, DOI: 10.1007/s10584-023-03669-z.

2023

  1. Chia-Lin Chang & Yu-Hui Wang & Kuo-I Chang, 2023, "Revival Duration and Determinants of ASEAN Machinery Trade During COVID-19 Pandemic and the Global Financial Crisis," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 59, issue 4, pages 1089-1103, March, DOI: 10.1080/1540496X.2022.2128751.
  2. Chun-Fu Hsu & Yun-Ju Chen & Kuo-I Chang, 2023, "Modeling Import Demand for Fishery Products in Japan: A Dynamic AIDS Approach," Marine Resource Economics, University of Chicago Press, volume 38, issue 2, pages 135-151, DOI: 10.1086/723729.
  3. Hsieh, Ching-Hua & Lin, Hsing-Wei & Liu, Wan-Yu, 2023, "Assessing the ecosystem services provided by conventional and organic farmlands: A better outcome for organic farmlands?," Ecosystem Services, Elsevier, volume 60, issue C, DOI: 10.1016/j.ecoser.2023.101514.
  4. Liu, Wan-Yu & Tsao, Chen & Lin, Chun-Cheng, 2023, "Tourists' preference for colors of forest landscapes and its implications for forest landscape planning policies," Forest Policy and Economics, Elsevier, volume 147, issue C, DOI: 10.1016/j.forpol.2022.102887.
  5. Binod Pokharel & Shankar Sharma & Jacob Stuivenvolt-Allen & Shih-Yu Simon Wang & Matthew LaPlante & Robert R. Gillies & Sujan Khanal & Michael Wehner & Alan Rhoades & Kalpana Hamal & Benjamin Hatchett, 2023, "Amplified drought trends in Nepal increase the potential for Himalayan wildfires," Climatic Change, Springer, volume 176, issue 2, pages 1-21, February, DOI: 10.1007/s10584-023-03495-3.

2022

  1. Chi, Pei-Yu & Lee, Kuei-Chun & Chang, Kuo-I, 2022, "Causal effect of tourist visa exemption schemes on international tourist arrivals," Economic Analysis and Policy, Elsevier, volume 75, issue C, pages 427-449, DOI: 10.1016/j.eap.2022.06.003.
  2. Asai, Manabu & Chang, Chia-Lin & McAleer, Michael, 2022, "Realized matrix-exponential stochastic volatility with asymmetry, long memory and higher-moment spillovers," Journal of Econometrics, Elsevier, volume 227, issue 1, pages 285-304, DOI: 10.1016/j.jeconom.2021.06.008.
  3. Mai, Te-Ke & Foley, Aoife M. & McAleer, Michael & Chang, Chia-Lin, 2022, "Impact of COVID-19 on returns-volatility spillovers in national and regional carbon markets in China," Renewable and Sustainable Energy Reviews, Elsevier, volume 169, issue C, DOI: 10.1016/j.rser.2022.112861.
  4. Liu, Wan-Yu & Chiang, Yi-Hua & Lin, Chun-Cheng, 2022, "Adopting renewable energies to meet the carbon reduction target: Is forest carbon sequestration cheaper?," Energy, Elsevier, volume 246, issue C, DOI: 10.1016/j.energy.2022.123328.

2021

  1. Lina, Yung-Hsuan & Chia, Pei-Yu & Chang, Kuo-I, 2021, "Analysis of Trade Patterns and Duration: Evidence from Food Industry in the OECD countries," International Journal on Food System Dynamics, International Center for Management, Communication, and Research, volume 12, issue 03, September, DOI: 10.22004/ag.econ.346654.
  2. Manabu Asai & Chia-Lin Chang & Michael McAleer & Laurent Pauwels, 2021, "Asymptotic and Finite Sample Properties for Multivariate Rotated GARCH Models," Econometrics, MDPI, volume 9, issue 2, pages 1-21, May.
  3. Jerald M. Velasco & Wei-Chun Tseng & Chia-Lin Chang, 2021, "Factors Affecting the Cases and Deaths of COVID-19 Victims," IJERPH, MDPI, volume 18, issue 2, pages 1-10, January.
  4. Chia-Lin Chang & Jukka Ilomäki & Hannu Laurila, 2021, "Leaning against the Bubble: Central Bank Intervention in Walrasian Asset Markets," Risks, MDPI, volume 9, issue 12, pages 1-12, December.
  5. Savinee Suriyanrattakorn & Chia-Lin Chang, 2021, "Valuation of Trust in Government: The Wellbeing Valuation Approach," Sustainability, MDPI, volume 13, issue 19, pages 1-14, October.
  6. Lin, Chun-Cheng & Wu, Yi-Fang & Liu, Wan-Yu, 2021, "Optimal sharing energy of a complex of houses through energy trading in the Internet of energy," Energy, Elsevier, volume 220, issue C, DOI: 10.1016/j.energy.2020.119613.
  7. Ming-Yun Chu & Wan-Yu Liu, 2021, "Assessing the Opportunity Cost of Carbon Stock Caused by Land-Use Changes in Taiwan," Land, MDPI, volume 10, issue 11, pages 1-15, November.
  8. Jiunn-Cheng Lin & Jun-Yen Lee & Wan-Yu Liu, 2021, "Risk Analysis of Regions with Suspicious Illegal Logging and Their Trade Flows," Sustainability, MDPI, volume 13, issue 6, pages 1-12, March.

2020

  1. Chia-Lin Chang & Michael McAleer & Vicente Ramos, 2020, "The Future of Tourism in the COVID-19 Era," Advances in Decision Sciences, Asia University, Taiwan, volume 24, issue 3, pages 218-230, September.
  2. Chang, Chia-Lin & McAleer, Michael & Wang, Yu-Ann, 2020, "Herding behaviour in energy stock markets during the Global Financial Crisis, SARS, and ongoing COVID-19," Renewable and Sustainable Energy Reviews, Elsevier, volume 134, issue C, DOI: 10.1016/j.rser.2020.110349.
  3. Chia-Lin Chang & Jukka Ilomäki & Hannu Laurila & Michael McAleer, 2020, "Causality between CO2 Emissions and Stock Markets," Energies, MDPI, volume 13, issue 11, pages 1-14, June.
  4. Chia-Lin Chang & Michael McAleer, 2020, "Alternative Global Health Security Indexes for Risk Analysis of COVID-19," IJERPH, MDPI, volume 17, issue 9, pages 1-17, May.
  5. Chia-Lin Chang & Michael McAleer & Wing-Keung Wong, 2020, "Risk and Financial Management of COVID-19 in Business, Economics and Finance," JRFM, MDPI, volume 13, issue 5, pages 1-7, May.
  6. Chia-Lin Chang & Duc Hong Vo, 2020, "Contemporary Issues in Business and Economics in Vietnam and Other Asian Emerging Markets," JRFM, MDPI, volume 13, issue 6, pages 1-4, May.
  7. Chia-Lin Chang, 2020, "Editorial for Applied Econometrics," JRFM, MDPI, volume 13, issue 9, pages 1-5, August.
  8. Chia-Lin Chang & Michael McAleer & Vicente Ramos, 2020, "A Charter for Sustainable Tourism after COVID-19," Sustainability, MDPI, volume 12, issue 9, pages 1-4, May.
  9. Lin, Hsin-Wei & Chuang, Yu-Chou & Liu, Wan-Yu, 2020, "Assessing the economic value of an iconic urban heritage tree," Forest Policy and Economics, Elsevier, volume 118, issue C, DOI: 10.1016/j.forpol.2020.102216.

2019

  1. Chang, Chia-Lin & Liu, Chia-Ping & McAleer, Michael, 2019, "Volatility spillovers for spot, futures, and ETF prices in agriculture and energy," Energy Economics, Elsevier, volume 81, issue C, pages 779-792, DOI: 10.1016/j.eneco.2019.04.017.
  2. Chang, Chia-Lin & McAleer, Michael, 2019, "The fiction of full BEKK: Pricing fossil fuels and carbon emissions," Finance Research Letters, Elsevier, volume 28, issue C, pages 11-19, DOI: 10.1016/j.frl.2018.03.008.
  3. Chang, Chia-Lin & Mai, Te-Ke & McAleer, Michael, 2019, "Establishing national carbon emission prices for China," Renewable and Sustainable Energy Reviews, Elsevier, volume 106, issue C, pages 1-16, DOI: 10.1016/j.rser.2019.01.063.
  4. Caporin, Massimiliano & Chang, Chia-Lin & McAleer, Michael, 2019, "Are the S&P 500 index and crude oil, natural gas and ethanol futures related for intra-day data?," International Review of Economics & Finance, Elsevier, volume 59, issue C, pages 50-70, DOI: 10.1016/j.iref.2018.08.003.
  5. Chang, Chia-Lin & Jimenez-Martin, Juan-Angel & Maasoumi, Esfandiar & McAleer, Michael & Pérez-Amaral, Teodosio, 2019, "Choosing expected shortfall over VaR in Basel III using stochastic dominance," International Review of Economics & Finance, Elsevier, volume 60, issue C, pages 95-113, DOI: 10.1016/j.iref.2018.12.016.
  6. Chia-Lin Chang & Michael McAleer, 2019, "Modeling Latent Carbon Emission Prices for Japan: Theory and Practice," Energies, MDPI, volume 12, issue 21, pages 1-21, November.
  7. Chia-Lin Chang & Michael McAleer & Jiarong Tian, 2019, "Modeling and Testing Volatility Spillovers in Oil and Financial Markets for the USA, the UK, and China," Energies, MDPI, volume 12, issue 8, pages 1-24, April.
  8. Chen, Pin-Zheng & Liu, Wan-Yu, 2019, "Assessing management performance of the national forest park using impact range-performance analysis and impact-asymmetry analysis," Forest Policy and Economics, Elsevier, volume 104, issue C, pages 121-138, DOI: 10.1016/j.forpol.2019.04.010.
  9. Wan-Yu Liu & Pin-Zheng Chen & Chi-Ming Hsieh, 2019, "Assessing the Recreational Value of a National Forest Park from Ecotourists’ Perspective in Taiwan," Sustainability, MDPI, volume 11, issue 15, pages 1-17, July.
  10. Wan-Yu Liu & Yen-Yu Lin & Han-Shen Chen & Chi-Ming Hsieh, 2019, "Assessing the Amenity Value of Forest Ecosystem Services: Perspectives from the Use of Sustainable Green Spaces," Sustainability, MDPI, volume 11, issue 16, pages 1-23, August.
  11. Tanmay Sharma & Joseph S. Chen & Wan-Yu Liu, 2019, "Investigating Environmental Transgressions at Corbett Tiger Reserve, India," Sustainability, MDPI, volume 11, issue 20, pages 1-15, October.

2018

  1. Chia-Lin Chang & Michael McAleer & Wing-Keung Wong, 2018, "Editorial Statement of Intent for Advances in Decision Sciences (ADS): 22nd Anniversary Special Issue in 2018," Advances in Decision Sciences, Asia University, Taiwan, volume 22, issue 1, pages 13-22, December.
  2. Chia-Lin Chang & Michael McAleer & Wing-Keung Wong, 2018, "Research Ideas For Advances In Decision Sciences (Ads): 22nd Anniversary Special Issue In 2018," Advances in Decision Sciences, Asia University, Taiwan, volume 22, issue 1, pages 23-35, December.
  3. Chia-Lin Chang & Michael McAleer & Wing-Keung Wong, 2018, "Decision Sciences, Economics, Finance, Business, Computing, And Big Data: Connections," Advances in Decision Sciences, Asia University, Taiwan, volume 22, issue 1, pages 36-94, December.
  4. Chang, Chia-Lin & McAleer, Michael & Wang, Yanghuiting, 2018, "Testing Co-Volatility spillovers for natural gas spot, futures and ETF spot using dynamic conditional covariances," Energy, Elsevier, volume 151, issue C, pages 984-997, DOI: 10.1016/j.energy.2018.01.017.
  5. Chang, Chia-Lin & McAleer, Michael & Wang, Yu-Ann, 2018, "Modelling volatility spillovers for bio-ethanol, sugarcane and corn spot and futures prices," Renewable and Sustainable Energy Reviews, Elsevier, volume 81, issue P1, pages 1002-1018, DOI: 10.1016/j.rser.2017.07.024.
  6. Chia-Lin Chang & Jukka Ilomäki & Hannu Laurila & Michael McAleer, 2018, "Moving Average Market Timing in European Energy Markets: Production Versus Emissions," Energies, MDPI, volume 11, issue 12, pages 1-24, November.
  7. Chia-Lin Chang & Yiying Li & Michael McAleer, 2018, "Volatility Spillovers between Energy and Agricultural Markets: A Critical Appraisal of Theory and Practice," Energies, MDPI, volume 11, issue 6, pages 1-19, June.
  8. Chia-Lin Chang & Michael McAleer & Yu-Chieh Wu, 2018, "A Statistical Analysis of Industrial Penetration and Internet Intensity in Taiwan," Future Internet, MDPI, volume 10, issue 3, pages 1-26, March.
  9. Chia-Lin Chang & Michael McAleer & Wing-Keung Wong, 2018, "Big Data, Computational Science, Economics, Finance, Marketing, Management, and Psychology: Connections," JRFM, MDPI, volume 11, issue 1, pages 1-29, March.
  10. Chia-Lin Chang & Tai-Lin Hsieh & Michael McAleer, 2018, "Connecting VIX and Stock Index ETF with VAR and Diagonal BEKK," JRFM, MDPI, volume 11, issue 4, pages 1-25, September.
  11. Chia-Lin Chang & Jukka Ilomäki & Hannu Laurila & Michael McAleer, 2018, "Long Run Returns Predictability and Volatility with Moving Averages," Risks, MDPI, volume 6, issue 4, pages 1-18, September.
  12. Chia-Lin Chang & Shu-Han Hsu & Michael McAleer, 2018, "An Event Study Analysis of Political Events, Disasters, and Accidents for Chinese Tourists to Taiwan," Sustainability, MDPI, volume 10, issue 11, pages 1-77, November.
  13. David E. Allen & Chialin Chang & Michael McAleer & Abhay K Singh, 2018, "A cointegration analysis of agricultural, energy and bio-fuel spot, and futures prices," Applied Economics, Taylor & Francis Journals, volume 50, issue 7, pages 804-823, February, DOI: 10.1080/00036846.2017.1340581.
  14. Chia-Lin Chang & Te-Ke Mai & Michael Mcaleer, 2018, "Pricing Carbon Emissions In China," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., volume 13, issue 03, pages 1-37, September, DOI: 10.1142/S2010495218500148.
  15. Chia-Lin Chang & Michael McAleer & Ju-Ting Tang, 2018, "Joint and Cross-Border Patents as Proxies for International Technology Diffusion," International Journal of Innovation and Technology Management (IJITM), World Scientific Publishing Co. Pte. Ltd., volume 15, issue 02, pages 1-29, April, DOI: 10.1142/S0219877018500104.
  16. Chun-Cheng Lin & Rou-Xuan He & Wan-Yu Liu, 2018, "Considering Multiple Factors to Forecast CO 2 Emissions: A Hybrid Multivariable Grey Forecasting and Genetic Programming Approach," Energies, MDPI, volume 11, issue 12, pages 1-25, December.

2017

  1. Chang, Chia-Lin & McAleer, Michael, 2017, "The correct regularity condition and interpretation of asymmetry in EGARCH," Economics Letters, Elsevier, volume 161, issue C, pages 52-55, DOI: 10.1016/j.econlet.2017.09.017.
  2. Asai, Manabu & Chang, Chia-Lin & McAleer, Michael, 2017, "Realized stochastic volatility with general asymmetry and long memory," Journal of Econometrics, Elsevier, volume 199, issue 2, pages 202-212, DOI: 10.1016/j.jeconom.2017.05.010.
  3. Chia-Lin Chang & Hui-Kuang Hsu & Michael McAleer, 2017, "A Tourism Financial Conditions Index for Tourism Finance," Challenges, MDPI, volume 8, issue 2, pages 1-17, September.
  4. Chia-Lin Chang & Michael McAleer, 2017, "A Simple Test for Causality in Volatility," Econometrics, MDPI, volume 5, issue 1, pages 1-5, March.
  5. Chia-Lin Chang & Michael McAleer & Chien-Hsun Wang, 2017, "An Econometric Analysis of ETF and ETF Futures in Financial and Energy Markets Using Generated Regressors," IJFS, MDPI, volume 6, issue 1, pages 1-24, December.
  6. Chia-Lin Chang & Michael McAleer & Guangdong Zuo, 2017, "Volatility Spillovers and Causality of Carbon Emissions, Oil and Coal Spot and Futures for the EU and USA," Sustainability, MDPI, volume 9, issue 10, pages 1-22, October.
  7. Michael McAleer & Chia-Lin Chang, 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, volume 6, pages 218-224.
  8. Chia-Lin Chang & Renu Sukharomana, 2017, "Demand for Narcotics in Thailand, with Policy Implications," Journal of Reviews on Global Economics, Lifescience Global, volume 6, pages 279-284.
  9. Liu, Wan-Yu & Lin, Chun-Cheng & Yeh, Tzu-Lei, 2017, "Supply chain optimization of forest biomass electricity and bioethanol coproduction," Energy, Elsevier, volume 139, issue C, pages 630-645, DOI: 10.1016/j.energy.2017.08.018.
  10. Liu, Wan-Yu & Lin, Chun-Cheng & Su, Ke-Hong, 2017, "Modelling the spatial forest-thinning planning problem considering carbon sequestration and emissions," Forest Policy and Economics, Elsevier, volume 78, issue C, pages 51-66, DOI: 10.1016/j.forpol.2017.01.002.
  11. Han-Shen Chen & Wan-Yu Liu & Chi-Ming Hsieh, 2017, "Integrating Ecosystem Services and Eco-Security to Assess Sustainable Development in Liuqiu Island," Sustainability, MDPI, volume 9, issue 6, pages 1-14, June.

2016

  1. Chia-Lin Chang & Esfandiar Maasoumi & Michael McAleer, 2016, "Robust Ranking of Journal Quality: An Application to Economics," Econometric Reviews, Taylor & Francis Journals, volume 35, issue 1, pages 50-97, January, DOI: 10.1080/07474938.2014.956639.
  2. Chang-yu Sun & Yue-min Zhu & Chun-yu Chu & Feng Yang & Wan-yu Liu & Julie R Korenberg & Edward W Hsu, 2016, "Assessment of the Characteristics of Orientation Distribution Functions in HARDI Using Morphological Metrics," PLOS ONE, Public Library of Science, volume 11, issue 2, pages 1-18, February, DOI: 10.1371/journal.pone.0150161.
  3. Chyi-Rong Chiou & Jiunn-Cheng Lin & Wan-Yu Liu & Tsung-Wei Lin, 2016, "Assessing the recreational value of protective forests at Taitung Forest Park in Taiwan," Tourism Economics, , volume 22, issue 5, pages 1132-1140, October, DOI: 10.5367/te.2015.0468.
  4. Wan-Yu Liu & Qunwei Wang, 2016, "Optimal pricing of the Taiwan carbon trading market based on a demand–supply model," Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards, Springer;International Society for the Prevention and Mitigation of Natural Hazards, volume 84, issue 1, pages 209-242, November, DOI: 10.1007/s11069-015-2093-z.

2015

  1. Chang, Chia-Lin & McAleer, Michael, 2015, "Econometric analysis of financial derivatives: An overview," Journal of Econometrics, Elsevier, volume 187, issue 2, pages 403-407, DOI: 10.1016/j.jeconom.2015.02.026.
  2. Chang, Chia-Lin & Jiménez-Martín, Juan-Ángel & Maasoumi, Esfandiar & Pérez-Amaral, Teodosio, 2015, "A stochastic dominance approach to financial risk management strategies," Journal of Econometrics, Elsevier, volume 187, issue 2, pages 472-485, DOI: 10.1016/j.jeconom.2015.02.032.
  3. Chang, Chia-Lin, 2015, "Modelling a latent daily Tourism Financial Conditions Index," International Review of Economics & Finance, Elsevier, volume 40, issue C, pages 113-126, DOI: 10.1016/j.iref.2015.02.006.
  4. Chia-Lin Chang & Michael McAleer, 2015, "Bibliometric Rankings of Journals Based on the Thomson Reuters Citations Database," Journal of Reviews on Global Economics, Lifescience Global, volume 4, pages 120-125.

2014

  1. Kuo-I Chang & Kazunobu Hayakawa & Toshiyuki Matsuura, 2014, "Location choice of multinational enterprises in China: Comparison between Japan and Taiwan," Papers in Regional Science, Wiley Blackwell, volume 93, issue 3, pages 521-537, August.
  2. Kuo-I Chang & Kazunobu Hayakawa, 2014, "Details in the China-Taiwan Free Trade Agreement," Journal of Economic Integration, Center for Economic Integration, Sejong University, volume 29, pages 676-699.
  3. Chang, Chia-Lin & Hsu, Hui-Kuang & McAleer, Michael, 2014, "The impact of China on stock returns and volatility in the Taiwan tourism industry," The North American Journal of Economics and Finance, Elsevier, volume 29, issue C, pages 381-401, DOI: 10.1016/j.najef.2014.06.007.
  4. Chia-Lin Chang & Michael 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, volume 3, pages 33-47.
  5. Chang Chia-Lin & McAleer Michael, 2014, "Ranking Economics and Econometrics ISI Journals by Quality Weighted Citations," Review of Economics, De Gruyter, volume 65, issue 1, pages 35-52, April, DOI: 10.1515/roe-2014-0103.
  6. Chia-Lin Chang & Michael Mcaleer, 2014, "Just How Good Are The Top Three Journals In Finance? An Assessment Based On Quantity And Quality Citations," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., volume 9, issue 01, pages 1-31, DOI: 10.1142/S2010495214500055.
  7. Chia-Lin Chang & Shing-Yang Hu & Shih-Ti Yu, 2014, "Recent Developments In Quantitative Finance: An Overview," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., volume 9, issue 02, pages 1-7, DOI: 10.1142/S2010495214020023.
  8. Chia-Lin Chang & Yu-Pei Ke, 2014, "Testing Price Pressure, Information, Feedback Trading, And Smoothing Effects For Energy Exchange Traded Funds," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., volume 9, issue 02, pages 1-26, DOI: 10.1142/S2010495214400065.
  9. Wan-Yu Liu & Chun-Cheng Lin & Ching-Ren Chiu & You-Song Tsao & Qunwei Wang, 2014, "Minimizing the Carbon Footprint for the Time-Dependent Heterogeneous-Fleet Vehicle Routing Problem with Alternative Paths," Sustainability, MDPI, volume 6, issue 7, pages 1-27, July.
  10. Chun-Cheng Lin & Jia-Rong Kang & Wan-Yu Liu & Der-Jiunn Deng, 2014, "Modelling a Nurse Shift Schedule with Multiple Preference Ranks for Shifts and Days-Off," Mathematical Problems in Engineering, Hindawi, volume 2014, pages 1-10, March, DOI: 10.1155/2014/937842.
  11. Hung Ling Chen & Edward H. Chow & Wan Yu Liu, 2014, "The Determinants of Deposit Insurance Coverage: Evidence from 74 Countries," International Journal of Financial Research, International Journal of Financial Research, Sciedu Press, volume 5, issue 4, pages 13-21, October.

2013

  1. Chia-Lin Chang & Michael McAleer, 2013, "Ranking journal quality by harmonic mean of ranks: an application to ISI statistics & probability," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, volume 67, issue 1, pages 27-53, February, DOI: j.1467-9574.2012.00529.x.
  2. Chang, Chia-Lin & McAleer, Michael & Tansuchat, Roengchai, 2013, "Conditional correlations and volatility spillovers between crude oil and stock index returns," The North American Journal of Economics and Finance, Elsevier, volume 25, issue C, pages 116-138, DOI: 10.1016/j.najef.2012.06.002.
  3. Chang, Chia-Lin & Jimenez-Martin, Juan-Angel & McAleer, Michael & Amaral, Teodosio Perez, 2013, "The rise and fall of S&P500 variance futures," The North American Journal of Economics and Finance, Elsevier, volume 25, issue C, pages 151-167, DOI: 10.1016/j.najef.2012.06.011.
  4. Chia-Lin Chang & Allen, David & McAleer, Michael, 2013, "Recent developments in financial economics and econometrics: An overview," The North American Journal of Economics and Finance, Elsevier, volume 26, issue C, pages 217-226, DOI: 10.1016/j.najef.2013.02.001.
  5. Chang, Chia-Lin & Della Chang, Jui-Chuan & Huang, Yi-Wei, 2013, "Dynamic price integration in the global gold market," The North American Journal of Economics and Finance, Elsevier, volume 26, issue C, pages 227-235, DOI: 10.1016/j.najef.2013.02.002.
  6. Chang, Chia-Lin & Hsu, Hui-Kuang & McAleer, Michael, 2013, "Is small beautiful? Size effects of volatility spillovers for firm performance and exchange rates in tourism," The North American Journal of Economics and Finance, Elsevier, volume 26, issue C, pages 519-534, DOI: 10.1016/j.najef.2013.02.019.
  7. Hammoudeh, Shawkat & Liu, Tengdong & Chang, Chia-Lin & McAleer, Michael, 2013, "Risk spillovers in oil-related CDS, stock and credit markets," Energy Economics, Elsevier, volume 36, issue C, pages 526-535, DOI: 10.1016/j.eneco.2012.10.010.
  8. Chang, Chia-Lin & de Bruijn, Bert & Franses, Philip Hans & McAleer, Michael, 2013, "Analyzing fixed-event forecast revisions," International Journal of Forecasting, Elsevier, volume 29, issue 4, pages 622-627, DOI: 10.1016/j.ijforecast.2013.04.002.
  9. Chang, Chia-Lin & McAleer, Michael & Oxley, Les, 2013, "Coercive journal self citations, impact factor, Journal Influence and Article Influence," Mathematics and Computers in Simulation (MATCOM), Elsevier, volume 93, issue C, pages 190-197, DOI: 10.1016/j.matcom.2013.04.006.
  10. Chang, Chia-Lin & Franses, Philip Hans & McAleer, Michael, 2013, "Are forecast updates progressive?," Mathematics and Computers in Simulation (MATCOM), Elsevier, volume 93, issue C, pages 9-18, DOI: 10.1016/j.matcom.2013.03.007.
  11. Chang, Chia-Lin & González-Serrano, Lydia & Jimenez-Martin, Juan-Angel, 2013, "Currency hedging strategies using dynamic multivariate GARCH," Mathematics and Computers in Simulation (MATCOM), Elsevier, volume 94, issue C, pages 164-182, DOI: 10.1016/j.matcom.2012.02.008.
  12. Casarin, Roberto & Chang, Chia-Lin & Jimenez-Martin, Juan-Angel & McAleer, Michael & Pérez-Amaral, Teodosio, 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 (MATCOM), Elsevier, volume 94, issue C, pages 183-204, DOI: 10.1016/j.matcom.2012.06.013.
  13. Chia-Lin Chang & Michael McAleer, 2013, "Ranking Leading Econometrics Journals Using Citations Data from ISI and RePEc," Econometrics, MDPI, volume 1, issue 3, pages 1-19, November.
  14. Chee-Ruey Hsieh & Ya-Ming Liu & Chia-Lin Chang, 2013, "Endogenous technological change in medicine and its impact on healthcare costs: evidence from the pharmaceutical market in Taiwan," The European Journal of Health Economics, Springer;Deutsche Gesellschaft für Gesundheitsökonomie (DGGÖ), volume 14, issue 2, pages 287-295, April, DOI: 10.1007/s10198-011-0370-7.
  15. Chia-Lin Chang & Sung-Po Chen & Michael McAleer, 2013, "Globalization and knowledge spillover: international direct investment, exports and patents," Economics of Innovation and New Technology, Taylor & Francis Journals, volume 22, issue 4, pages 329-352, June, DOI: 10.1080/10438599.2012.707412.
  16. Chia-Lin Chang & Michael Mcaleer, 2013, "What Do Experts Know About Forecasting Journal Quality? A Comparison With Isi Research Impact In Finance," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., volume 8, issue 01, pages 1-30, DOI: 10.1142/S201049521350005X.

2012

  1. Chia-Lin Chang & Michael Mcaleer, 2012, "Aggregation, Heterogeneous Autoregression And Volatility Of Daily International Tourist Arrivals And Exchange Rates," The Japanese Economic Review, Japanese Economic Association, volume 63, issue 3, pages 397-419, September.
  2. Sari, Ramazan & Hammoudeh, Shawkat & Chang, Chia-Lin & McAleer, Michael, 2012, "Causality between market liquidity and depth for energy and grains," Energy Economics, Elsevier, volume 34, issue 5, pages 1683-1692, DOI: 10.1016/j.eneco.2012.02.006.
  3. Chang, Chia-Lin & Chen, Li-Hsueh & Hammoudeh, Shawkat & McAleer, Michael, 2012, "Asymmetric adjustments in the ethanol and grains markets," Energy Economics, Elsevier, volume 34, issue 6, pages 1990-2002, DOI: 10.1016/j.eneco.2012.07.026.
  4. Ping-Yu Chen & Chia-Lin Chang & Chi-Chung Chen & Michael McAleer, 2012, "Modelling the Effects of Oil Prices on Global Fertilizer Prices and Volatility," JRFM, MDPI, volume 5, issue 1, pages 1-37, December.
  5. Chang, Chia Lin & Franses, Philip Hans & Mcaleer, Michael, 2012, "Evaluating Individual and Mean Non-Replicable Forecasts," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 3, pages 22-43, September.
  6. Chia-Lin Chang & Thanchanok Khamkaew & Michael McAleer, 2012, "IV Estimation of a Panel Threshold Model of Tourism Specialization and Economic Development," Tourism Economics, , volume 18, issue 1, pages 5-41, February, DOI: 10.5367/te.2012.0108.
  7. Chia-Lin Chang & Stéphane Robin, 2012, "Knowledge sourcing and firm performance in an industrializing economy: the case of Taiwan (1992–2003)," Empirical Economics, Springer, volume 42, issue 3, pages 947-986, June, DOI: 10.1007/s00181-011-0449-0.
  8. CHIA-LIN CHANG & MICHAEL McALEER & ROENGCHAI TANSUCHAT, 2012, "Modelling Long Memory Volatility In Agricultural Commodity Futures Returns," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., volume 7, issue 02, pages 1-27, DOI: 10.1142/S2010495212500108.

2011

  1. Chia‐Lin Chang & Michael McAleer & Les Oxley, 2011, "What Makes A Great Journal Great In Economics? The Singer Not The Song," Journal of Economic Surveys, Wiley Blackwell, volume 25, issue 2, pages 326-361, April.
  2. Chang, Chia-Lin & McAleer, Michael & Tansuchat, Roengchai, 2011, "Crude oil hedging strategies using dynamic multivariate GARCH," Energy Economics, Elsevier, volume 33, issue 5, pages 912-923, September.
  3. Chang, Chia-Lin & Franses, Philip Hans & McAleer, Michael, 2011, "How accurate are government forecasts of economic fundamentals? The case of Taiwan," International Journal of Forecasting, Elsevier, volume 27, issue 4, pages 1066-1075, October.
  4. Chang, Chia-Lin & Khamkaew, Thanchanok & McAleer, Michael & Tansuchat, Roengchai, 2011, "Modelling conditional correlations in the volatility of Asian rubber spot and futures returns," Mathematics and Computers in Simulation (MATCOM), Elsevier, volume 81, issue 7, pages 1482-1490, DOI: 10.1016/j.matcom.2010.07.004.
  5. Chang, Chia-Lin & Huang, Biing-Wen & Chen, Meng-Gu & McAleer, Michael, 2011, "Modelling the asymmetric volatility in hog prices in Taiwan: The impact of joining the WTO," Mathematics and Computers in Simulation (MATCOM), Elsevier, volume 81, issue 7, pages 1491-1506, DOI: 10.1016/j.matcom.2010.06.003.
  6. Hwang, Tsorng-Chyi & Chen, Meng-Gu & Chang, Chia-Lin, 2011, "Price stabilization in the Taiwan hog and broiler industries: Evidence from a STAR approach," Mathematics and Computers in Simulation (MATCOM), Elsevier, volume 82, issue 2, pages 213-219, DOI: 10.1016/j.matcom.2011.03.007.
  7. Chia-Lin Chang & Thanchanok Khamkaew & Roengchai Tansuchat & Michael McAleer, 2011, "Interdependence of International Tourism Demand and Volatility in Leading ASEAN Destinations," Tourism Economics, , volume 17, issue 3, pages 481-507, June, DOI: 10.5367/te.2011.0046.
  8. Chia-Lin Chang & Michael McAleer & Les Oxley, 2011, "What makes a great journal great in the sciences? Which came first, the chicken or the egg?," Scientometrics, Springer;Akadémiai Kiadó, volume 87, issue 1, pages 17-40, April, DOI: 10.1007/s11192-010-0335-0.
  9. Chia-Lin Chang & Michael McAleer & Les Oxley, 2011, "Great Expectatrics: Great Papers, Great Journals, Great Econometrics," Econometric Reviews, Taylor & Francis Journals, volume 30, issue 6, pages 583-619, DOI: 10.1080/07474938.2011.586614.
  10. Chia-Lin Chang & Michael McAleer & Les Oxley, 2011, "How are journal impact, prestige and article influence related? An application to neuroscience," Journal of Applied Statistics, Taylor & Francis Journals, volume 38, issue 11, pages 2563-2573, January, DOI: 10.1080/02664763.2011.559212.
  11. Wan-Yu Liu & Chun-Cheng Lin & Chang-Sung Yu, 2011, "On The Three-Dimensional Container Packing Problem Under Home Delivery Service," Asia-Pacific Journal of Operational Research (APJOR), World Scientific Publishing Co. Pte. Ltd., volume 28, issue 05, pages 601-621, DOI: 10.1142/S0217595911003466.

2010

  1. Chang, Chia-Lin & McAleer, Michael & Tansuchat, Roengchai, 2010, "Analyzing and forecasting volatility spillovers, asymmetries and hedging in major oil markets," Energy Economics, Elsevier, volume 32, issue 6, pages 1445-1455, November.

2009

  1. Huang, Biing-Wen & Chen, Meng-Gu & Chang, Chia-Lin & McAleer, Michael, 2009, "Modelling risk in agricultural finance: Application to the poultry industry in Taiwan," Mathematics and Computers in Simulation (MATCOM), Elsevier, volume 79, issue 5, pages 1472-1487, DOI: 10.1016/j.matcom.2008.06.005.
  2. Chang, Chia-Lin & Sriboonchitta, Songsak & Wiboonpongse, Aree, 2009, "Modelling and forecasting tourism from East Asia to Thailand under temporal and spatial aggregation," Mathematics and Computers in Simulation (MATCOM), Elsevier, volume 79, issue 5, pages 1730-1744, DOI: 10.1016/j.matcom.2008.09.006.
  3. Chang, Chia-Lin & Oxley, Les, 2009, "Industrial agglomeration, geographic innovation and total factor productivity: The case of Taiwan," Mathematics and Computers in Simulation (MATCOM), Elsevier, volume 79, issue 9, pages 2787-2796, DOI: 10.1016/j.matcom.2008.09.003.
  4. Chia-Lin Chang & Michael Mcaleer, 2009, "Daily Tourist Arrivals, Exchange Rates and Voatility for Korea and Taiwan," Korean Economic Review, Korean Economic Association, volume 25, pages 241-267.
  5. Hsiao-I Kuo & Chia-Lin Chang & Bing-Wen Huang & Chi-Chung Chen & Michael McAleer, 2009, "Estimating the Impact of Avian Flu on International Tourism Demand Using Panel Data," Tourism Economics, , volume 15, issue 3, pages 501-511, September, DOI: 10.5367/000000009789036611.

2008

  1. Chang, Chia-Lin & Robin, Stéphane, 2008, "Public policy, innovation and total factor productivity: An application to Taiwan's manufacturing industry," Mathematics and Computers in Simulation (MATCOM), Elsevier, volume 79, issue 3, pages 352-367, DOI: 10.1016/j.matcom.2008.01.005.
  2. Yang, Yung-Lieh & Chang, Chia-Lin, 2008, "A double-threshold GARCH model of stock market and currency shocks on stock returns," Mathematics and Computers in Simulation (MATCOM), Elsevier, volume 79, issue 3, pages 458-474, DOI: 10.1016/j.matcom.2008.01.048.

2007

  1. Kuo I Chang & Kazunobu Hayakawa, 2007, "Was agricultural protection reduced after the Uruguay Round?: Evidence from East Asia," Economics Bulletin, AccessEcon, volume 14, issue 1, pages 1-8.

2006

  1. Chialin Chang & Stéphane 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;The Industrial Organization Society, volume 29, issue 3, pages 253-278, November, DOI: 10.1007/s11151-006-9114-8.

Chapters

2011

  1. Wan-Yu Liu, 2011, "Landowners' Participation Behavior on the Payment for Environmental Service (PES)," Chapters, IntechOpen, in: Jordi Lopez-Pujol, "The Importance of Biological Interactions in the Study of Biodiversity", DOI: 10.5772/24334.

2009

  1. Chia-Lin Chang & Michael McAleer & Daniel J. Slottje, 2009, "Chapter 11 Modelling International Tourist Arrivals and Volatility: An Application to Taiwan," Contributions to Economic Analysis, Emerald Group Publishing Limited, "Quantifying Consumer Preferences", DOI: 10.1108/S0573-8555(2009)0000288014.

IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.