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 Yi-Hou Huang
Full-Time Faculty
Job title Associate Professor and Director, Part-Time MS in Finance
Name Yi-Hou Huang
Office Tel No. 03-5712121 Ext.57081
Email alexhuang@nctu.edu.tw
website https://sites.google.com/site/ahuang1/
Fax 03-5729915
office Room 423, Management Building 1
Discipline Financial Risk Management
Research expertise Applied Econometrics, Financial Risk Management, Investment
Education Ph.D. Economics, City University of New York
Year Paper Title
2016
2016
2015
2014
2014
2013
2013
2012 The case of split between ASUS and Pegatron, Management Review, (TSSCI)
2012 Asymmetric dynamics of stock price continuation , Journal of Banking and Finance, 36, 6, pp1839-1855, (SSCI)
2012 Price dynamics of credit default swaps, Journal of Management and Systems, (TSSCI)
2012 Oil price and stock prices of alternative energy companies: Time varying relationship with recent evidence, Journal of Economics and Management, (Others)
2012 Volatility forecasting by quantile regression, Applied Economics, 44, 4, pp423-433, (SSCI)
2012 Switching dynamics in credit default swaps: Evidence from smooth transition autoregressive model, Physica A: Statistical Mechanics and Its Applications, 391, 4, pp1497-1508, (SCI)
2012 Impacts from major events of financial crisis on credit default swaps , Journal of Fixed Income, 21, 3, pp31-43, (Others)
2011 An alternative volatility forecasting by backtesting optimization process with GARCH model, International Journal of Economics, 5, 2, pp235-242, (Others)
2011 Analysis of decision making factors for equity investment by DEMATEL and analytic network process, Expert Systems with Applications, 38, 7, pp8375-8383, (SCI)
2011 Relationship between crude oil prices and stock prices of alternative energy companies with recent evidence, Economics Bulletin, 31, 3, pp2434-2443, (Others)
2011 The effects of abolishing a foreign institutional investment quota in Taiwan, Emerging Markets Finance and Trade, 47, 2, pp74-98, (SSCI)
2011 Volatility forecasting in emerging markets with application of stochastic volatility model, Applied Financial Economics, 21, 9, pp665-681, (Others)
2011 Price discovery between sovereign credit default swaps and bond yield spreads of emerging markets, Journal of Emerging Market Finance, 10, 2, pp197-225, (Others)
2011 Volatility modeling by asymmetrical quadratic effect with diminishing marginal impact, Computational Economics, 37, 3, pp301-330, (SSCI)
2011 Volatility forecasting of real exchange rate by quantile regression, International Review of Economics and Finance, 20, 4, pp591-606, (SSCI)
2010 An optimization process in value-at-risk estimation, Review of Financial Economics, 19, 3, pp109-116, (Others)
2010 Is crude oil price affected by the US dollar exchange rate?, International Research Journal of Finance and Economics, 58, pp109-120, (Others)
2009 A value at risk approach with kernel estimator, Applied Financial Economics, 19, 5, pp379-395, (Others)
2009 Forecast of value at risk for equity indices: An analysis from developed and emerging markets, Journal of Risk Finance, 10, 4, pp393-409, (Others)
2009 Is there arbitrage-free equilibrium between sovereign credit default swaps and bonds?, Empirical Economics Letters, 8, 9, pp867-876, (Others)
Year Paper Title
2016
2016
2015
2015
2014
2013
2012 Huang, Alex YiHou, VaR estimation by quantile regression and kernel estimator, Asian Finance Association 2012 International Conference, Grand Hotel, Taipei, Taiwan, 會議論文, 2012-07-06-2012-07-09
2012 Alex YiHou Huang, Chih-Chun Chen, Chung-Hua Shen, and Chiao-Ming Cheng, Characteristics of sovereign credit contagion: Evidence from credit default swaps, 2012 Conference on East Asia Finance: Crisis and Recovery of Financial Markets, Tamkang University, Taipei, Taiwan, 會議論文, 2012-05-26-2012-05-27
2011 Alex YiHou Huang, Sheng-Pen Peng and Fangjhy Li, The external shock of oil prices and the US quantitative easing program to the volatility of industrial output – Evidence from three Asian economies, The 7th International Conference on Knowledge-Based Economy & Global Management, Southern Taiwan University, Tainan, Taiwan, 會議論文, 2011-11-02-2011-11-03
2011 Alex YiHou Huang and Wen-Cheng Hu, Determinant of credit default swaps by information-ba<x>sed trading activity, The 2011 Taiwan Econometric Society Annual Meeting, College of Social Sciences, National Chengchi University, Taipei, Taiwan, 會議論文, 2011-10-29-2011-10-29
2011 Alex YiHou Huang, Chiao-Ming Cheng, Chih-Chun Chen, and Wen-Cheng Hu, Oil prices and stock prices of alternative energy companies: Time varying relationship with recent evidence, The Southwestern Finance Association 50th Annual Meeting, Houston, USA, 會議論文, 2011-03-09-2011-03-12
2010 Alex YiHou Huang and Wen-Cheng Hu, The credit risk crisis: Evidence from regime switching in credit default swaps, The 18th Conference on the Theories and Practices of Securities and Financial Markets, National Sun Yat-sen University, Kaohsiung, Taiwan, 會議論文, 2010-12-17-2010-12-18
2010 Alex YiHou Huang and Chung-Hua Shen, Sovereign credit default swaps vs. credit ratings: Evidence from error correction model, The 2010 Taiwan Econometric Society Annual Meeting, Howard International House, Taipei, Taiwan, 會議論文, 2010-10-30-2010-10-30
2010 Huang, Alex YiHou, Volatility forecasting by asymmetrical quadratic effect with diminishing marginal impact, International Symposium on Financial Engineering and Risk Management, National Taiwan University, Taipei, Taiwan, 會議論文, 2010-06-10-2010-06-12
2010 Alex YiHou Huang, Wen-Shiung Lee, Chih-Chun Chen, and Chiao-Ming Cheng, Analysis of decision making factors for equity investment by DEMATEL and analytic network process, The Southwestern Finance Association 49th Annual Meeting, Dallas, U.S., 會議論文, 2010-03-02-2010-03-06
2009 Alex YiHou Huang, Fangjhy Li, Sheng-Pen Peng, and Ching-Jie Ke, Volatility forecasting of real exchange rate by quantile regression, The 22nd Australasian Finance and Banking Conference, Sydney, Australia, 會議論文, 2009-12-16-2009-12-18
2009 Alex YiHou Huang, Fangjhy Li, Sheng-Pen Peng, and Ching-Jie Ke, Volatility forecasting of real exchange rate by quantile regression, The 5th International Conference on Asian Financial Markets, Nagasaki, Japan, 會議論文, 2009-12-12-2009-12-13
2009 Huang, Alex YiHou, Volatility forecasting by asymmetrical quadratic effect with diminishing marginal impact, The 17en Conference on the Theories and Practices of Securities and Financial Markets, National Sun Yat-sen University, Kaohsiung, Taiwan, 會議論文, 2009-12-11-2009-12-12
2009 Alex YiHou Huang, Chun-Da Chen and Chih-Chun Chen, The abolishment of QFII’s investment quota in Taiwan, The Southwestern Finance Association 48th Annual Meeting, Oklahoma City, U.S., 會議論文, 2009-02-24-2009-02-28
2008 Huang, Alex YiHou, An application to stock indices of emerging markets with stochastic volatility model, The 16th Conference on the Theories and Practices of Securities and Financial Markets, National Sun Yat-sen University, Kaohsiung, Taiwan, 會議論文, 2008-12-05-2008-12-06
School Name Department Degree
City University of New York Economics Ph.D.
City University of New York Economics M.Phil.
CUNY Baruch College MPA
CUNY York College BA