黄志伟

发布者：金融学院发布时间：2015-10-11浏览次数：13731

姓名：黄志伟

性别：男

籍贯：中国台湾

职称：教授

系：风险管理与保险学系

课程组：保险学

E-mail：huangzhiwei@hbue.edu.cn

现任职务：

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

社会兼职：武汉台资企业协会理事

讲授课程：《利息理论》《金融统计与计量》《金融数据分析与软件应用》

研究方向：ESG、碳金融、反向抵押贷款

教育经历

学校名称 国别 主修学门系所 学位 起讫年月(公元年/月) 中央大学 中国台湾 财务金融学系 博士 自 2007/09至 2013/07 东华大学 中国台湾 国际经济研究所 硕士 自 2005/09至 2007/06 淡江大学 中国台湾 财务金融学系 学士 自 2003/09 至2005/06

工作经历

服务机构	服务部门／系所	职称	起讫年月(公元年/月)
湖北经济学院武汉台资企业协会	风险管理与保险学系武汉台资企业协会	副主任理事	自2021/08至今自2017/1至今
湖北经济学院	海峡两岸中小企业发展研究院	副院长	自2016/10至今
湖北经济学院湖北经济学院	风险管理研究中心保险系	副主任副教授	自2016/10至今自2018/01至今
湖北经济学院	保险系	助理教授	自2015/08至今
中央大学	财务金融系	助理教授	自2013/09至2015/07
中央大学	财务金融系	博士后研究	自2013/08至2014/07

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. Huang, Jr-Wei, Sharon S. Yang and Chuang-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).

2. Huang, Jr-Wei, Sharon S. Yang and Chuang-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).

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

4. Chou-Wen Wang, Yang Sharon S., and Jr-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).

5. Huang, Jr-Wei and 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)

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

7. 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].

8. Yang Sharon S., Jr-Wei Huang, Chuang-Chang Chang (2016) “Detecting and Modelling 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)

9. Huang, Jr-Wei and 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)

10. 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 Huang and 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 Huang and 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 Huang and 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 Huang and 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-Wei and 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 Huang and 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 Huang and 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 Huang and 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 Huang and 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 Huang and 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 Huang and Jin-Huei Yeh (2008) “Hedging Ideally with Realized Covariance,” 2008 Conference on Macroeconomic Dynamics and Econometrics, December 18-19, Aacdemia Sinica.

18. Chen, Chien-Fu and Jr-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.