黄志伟

风险管理中心副主任兼海峡两岸中小企业发展研究院副院长

教育经历

工作经历

个人荣誉

1.100年国科会奖励人文与社会科学领域博士候选人撰写博士论文获奖。

2.中华民国斐陶斐荣誉学会99年荣誉会员。

3.2014台湾财务金融学会年会暨国际学术研讨会最佳论文奖。

4.2015湖北经济学院金融学院青年教师授课竞赛一等奖。

5.2015湖北省数量经济年会优秀论文二等奖。

6.2015-2016学年第二学期教学优秀一等奖(法商学院-鄂经法(2016) 92号)。

学术成果:论文

(一)期刊论文

1. Yang Sharon S.,Jr-Wei Huang, Wei-Hsien Li (2024). “Institutional Investor Stewardship and Material Sustainability Information: Evidence from Taiwan,”Pacific-Basin Finance Journal,85, 102382.[SSCI].

2.Huang, Jr-Wei, Sharon S. Yang andChuang-Chang Chang (2021) “Model Risk in Risk Analysis for No-Negative-Equity-Guarantees,”The Journal of Derivatives,Summer, 28(4), 87-110.[SSCI].(First Author).

3.Huang, Jr-Wei, Sharon S. Yang andChuang-Chang Chang (2021) “Modeling Housing Price Dynamics and Their Impact on the Cost of No-Negative-Equity-Guarantees for Equity Releasing Products,”The Journal of Real Estate Finance and Economics,63, 249-279.[SSCI].(First Author).

4.Huang, Jr-Wei,Sharon S. Yang andChuang-Chang Chang (2018) “Modeling Temperature Behaviors: Application to Weather Derivative Valuation,”Journal of Futures Markets,38(9): 1152-1175.[SSCI].(First author).

5.Chou-Wen Wang, Yang Sharon S., andJr-Wei Huang(2017) “Analytic Option Pricing and Risk Measures under a Regime-Switching, Generalized, Hyperbolic Model,”Quantitative Finance,17(10): 1567-1581.[SSCI].(Corresponding author).

6. Huang, Jr-Weiand Sharon S. Yang (2017) “Detecting Causality and Long-Run Equilibrium Relationships of Mortality Rates across Countries for Developing Mortality-Linked Securities,”Academia Economic Papers, 45(2): 251-278.[TSSCI].(First author)

7.Chang, Chuang-Chang, Sharon S. Yang,Jr-Wei Huangand Tzu-Yu Huang (2016) “The Valuation of Temperature Derivatives: The Case for Taiwan,”Journal of Financial Studies, 24(2): 25-53.[TSSCI].(Corresponding author)

8.Chuang-Chang Chang,Jr-Wei Huang, Hui-Shan Wei and Jenho Ou (2016) “A Literature Review of Finance Academic Research in Taiwan,”Journal of Management, 33(1): 105-137.[TSSCI].

9.Yang Sharon S.,Jr-Wei Huang, Chuang-Chang Chang (2016) “Detecting andModelling the Jump Risk of CO₂Emission Allowances and Their Impact on the Valuation of the Option on Futures Contracts,”Quantitative Finance, 16(5): 749-762.[SSCI].(Corresponding author)

10.Huang, Jr-Weiand Hui-Shan Wei (2015) “Are Offering Prices Manipulated? Evidence from Private Placements in Taiwan,”Journal of Financial Studies,23(3): 121-149.[TSSCI].(First author)

11.Huang, Hong-Ming,Jr-Wei Huang, Howard Qi and Puman Quyang (2012) “Bivariate Option Pricing under Regime-Switching Dependence,”Review of Futures Markets, 20 (3): 243-265.[FLI].

(二)学术研讨会论文

1.Chang, Chuang-Chang, Sharon S. Yang,Jr-Wei Huang(2016) “A General Pricing Framework for No-Negative-Equity Guarantees with Equity-release Products: A Theoretical and Empirical Study,” 2016 European Financial Management Association, June 29- July 2, Basel, Switzerland.

2.Chang, Chuang-Chang, Sharon S. Yang,Jr-Wei Huang(2015) “Modeling Temperature Behaviors: Application to Weather Derivative Valuation,” 2015 Taiwan Finance Association Annual Meeting, June 5-6, Asia University, Taichung, Taiwan.

3.Chang, Chuang-Chang, Sharon S. Yang,Jr-Wei Huang(2015) “Modeling Temperature Behaviors: Application to Weather Derivative Valuation,” 2015 Central Taiwan Finance Association, Taichung, Taiwan.

4.Chang, Chuang-Chang, Sharon S. Yang,Jr-Wei Huang(2014) “Modeling Temperature Behaviors: Application to Weather Derivative Valuation,” 2014 Taiwan Risk and Insurance Association, December 13, Feng Chia University, Taichung, Taiwan.

5.Chang, Chuang-Chang, Sharon S. Yang,Jr-Wei Huangand Tzu-Yu Huang (2014) “The Valuation of Temperature Derivatives: The Case for Taiwan,” 2014 Taiwan Finance Association Annual Meeting, May 23-24, National Tsing Hua University, Hsinchu, Taiwan.

6.Chang, Chuang-Chang, Sharon S. Yang,Jr-Wei Huangand Tzu-Yu Huang (2013) “The Valuation of Temperature Derivatives: The Case for Taiwan,” Second International Conference on Futures and other Derivative Markets, November 9-10, Renmin University, Beijing, China.

7.Chang, Chuang-Chang, Sharon S. Yang,Jr-Wei Huangand Tzu-Yu Huang (2013) “The Valuation of Temperature Derivatives: The Case for Taiwan,” The Second International Agricultural Risk, Finance and Insurance Conference, June 16-18, Four Seasons Hotel, Vancouver, British Columbia, Canada.

8.Huang, Jr-Wei, Hui-Shan Wei and Sharon S. Yang (2012) “Discussion of the EUA and Energy Commodity Relationship under the Dynamic Conditional Correlation Model,” 6th International Congress on Taiwan Risk and Insurance Association, November 24, National Central University,Jhongli, Taiwan.

9.Chang, Chuang-Chang,Jr-Wei Huangand Sharon S. Yang (2012) “Long Memory in Temperature: Detection, Modeling, and Application to Weather Insurance,” 16th International Congress on Insurance: Mathematics and Economics, June 28- 30, Hong Kong University,Hong Kong.

10.Huang, Jr-Weiand Sharon S. Yang (2011) “Panel Co-integration Analysis of the Short-Run and Long-Run Relationship for Multi-Country Mortality Index,”Longevity 7: Seventh International Longevity Risk and Capital Markets Solutions, September 8- 9, Goethe University, Frankfurt, Germany.

11.Huang, Hong-Ming,Jr-Wei Huang, Howard Qi and Puman Ouyang (2011) “Bivariate Option Pricing under Regime-Switching Dependence,” March 14-15, Taichung, Taiwan.

12.Chang, Chuang-Chang,Jr-Wei Huangand Sharon S. Yang (2010) “Pricing No-Negative-Equity-Guarantee for Equity Release Products under a Jump GARCH Model,” December 16-17, National Central University,Jhongli, Taiwan.

13.Chang, Chuang-Chang,Jr-Wei Huangand Sharon S. Yang (2010) “Pricing No-Negative-Equity-Guarantee for Equity Release Products under a Dynamic Jump GARCH Model,” 14th International Congress on Insurance: Mathematics and Economics, June 17- 19, Toronto University, Canada.

14.Hsu, Chih-Chiang,Jr-Wei Huangand Jin-Huei Yeh (2009) “Hedging Ideally with Realized Covariance,” The 2009 Far Eastern and South Asia Summer Meeting of the Econometric Society, August 3-5, Tokyo University, Japan.

15.Huang, Hong-Ming,Jr-Wei Huangand Howard Qi (2008) “Bivariate Option Pricing under Regime-Switching Copulas,”Informs Annual Meeting, October 12-15, Washington D.C.

16.Hsu, Chih-Chiang,Jr-Wei Huangand Jin-Huei Yeh (2008) “Hedging Ideally with Realized Covariance,” 2008 NTU International Conference on Finance, December 12-13, National Taiwan University, Taipei, Taiwan.

17.Hsu, Chih-Chiang,Jr-Wei Huangand Jin-Huei Yeh (2008) “Hedging Ideally with Realized Covariance,” 2008 Conference on Macroeconomic Dynamics and Econometrics, December 18-19, AacdemiaSinica.

18.Chen, Chien-Fu andJr-Wei Huang(2007)“Prices Transmission between A-Shares in China and H-Shares in Kong : Multivariate GARCH-DCC Model Analysis,” May 5, National Cheng Kun University, Tainan, Taiwan.

学术成果:著作、教材

学术成果:课题

参与研究计划及项目

1.能源国家型科技计划：能源价格与能源衍生性商品之探讨-能源价格与能源衍生性商品之探讨(1/3) –子计划能源、气候、环境保险之研究–子计划主持人中央大学财金系杨晓文老师之研究助理(2010/1-2010/12) NSC 98-3114-P-008-002。

2.能源国家型科技计划：能源价格与能源衍生性商品之探讨-能源价格与能源衍生性商品之探讨(2/3) –子计划能源、气候、环境保险之研究–子计划主持人中央大学财金系杨晓文老师之研究助理(2011/1~2011/7) NSC 100-3113-P-008-003。

3.能源国家型科技计划：能源价格与能源衍生性商品之探讨-能源价格与能源衍生性商品之探讨(3/3) –子计划能源、气候、环境保险之研究–子计划主持人中央大学财金系杨晓文老师之研究助理(2012/8~2012/12) NSC 101-3113-P-008-005。

4.内政部101年度委托研究–不动产逆向抵押贷款制度风险预测及可贷乘数–协同主持人中央大学财金系杨晓文老师之研究助理。

5.省台办课题:在鄂中小台企的融资渠道及融资模式创新研究(课题负责人)，立项编号：HX1737，合同经费2万。

6.中国大学风险管理教育课程调研(主要参加人), 立项编号: HX1830, 合同经费7.2万。

7.碳排放权交易省部共建协同创新中心 : 碳排放权的金融产品设计与建模研究(课题负责人) ，立项编号: 22CICETS -YB031, 合同经费3万。

专业证照:

1. 期货商业务员资格测验　(95)期商业测证字第0115100299号95年9月3日

2. 金融市场常识与职业道德测验　第9106000588号95年8月6日

3. 证券投资信托事业证券投资顾问事业业务员　(95)证投业测字第0512100124号95年6月4日

4. 证券商业务人员-高级业务员　(95)证商业测证字第0314400997号95年3月5日

5. 初阶授信人员专业能力测验　(94)金测初授字0700119号94年9月11日

6. 信托业业务人员信托业务专业测验　中托测证字第5005200165630号94年8月21日

7. 初阶外汇人员专业能力测验　(94)金测初汇字0601063号94年6月19日