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Chia-Lin Chang

Institution: National Chung-Hsing University

Primary Field: Econometrics (weighted toward more recent publications)

Homepage: https://nchuae.nchu.edu.tw/en/member_info.php?no=9

First Publication: 2006

Most Recent: 2024

RePEc ID: pch286 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.02: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period S (4x) A (2x) B (1x) C (½x) Total Percentile
Last 5 Years 0.00 1.35 0.00 0.50 1.85 49%
Last 10 Years 0.00 4.04 0.00 1.26 5.30 73%
All Time 0.00 12.78 2.19 1.93 16.90 93%

Publication Statistics

Raw Publications 18
Coauthorship-Adjusted Count 12.45

Publications (18)

Year Article Journal Tier Authors
2024 Technical efficiency of biosecurity and animal welfare in the Taiwan egg industry Applied Economics C 2
2022 Realized matrix-exponential stochastic volatility with asymmetry, long memory and higher-moment spillovers Journal of Econometrics A 3
2019 Volatility spillovers for spot, futures, and ETF prices in agriculture and energy Energy Economics A 3
2018 A cointegration analysis of agricultural, energy and bio-fuel spot, and futures prices Applied Economics C 4
2017 Realized stochastic volatility with general asymmetry and long memory Journal of Econometrics A 3
2017 The correct regularity condition and interpretation of asymmetry in EGARCH Economics Letters C 2
2015 Econometric analysis of financial derivatives: An overview Journal of Econometrics A 2
2015 A stochastic dominance approach to financial risk management strategies Journal of Econometrics A 4
2013 Risk spillovers in oil-related CDS, stock and credit markets Energy Economics A 4
2013 Analyzing fixed-event forecast revisions International Journal of Forecasting B 4
2013 Endogenous technological change in medicine and its impact on healthcare costs: evidence from the pharmaceutical market in Taiwan European Journal of Health Economics C 3
2012 Causality between market liquidity and depth for energy and grains Energy Economics A 4
2012 Asymmetric adjustments in the ethanol and grains markets Energy Economics A 4
2011 What Makes a Great Journal Great in Economics? the Singer Not the Song Journal of Economic Surveys C 3
2011 Crude oil hedging strategies using dynamic multivariate GARCH Energy Economics A 3
2011 How accurate are government forecasts of economic fundamentals? The case of Taiwan International Journal of Forecasting B 3
2010 Analyzing and forecasting volatility spillovers, asymmetries and hedging in major oil markets Energy Economics A 3
2006 Doing R&D and/or Importing Technologies: The Critical Importance of Firm Size in Taiwan’s Manufacturing Industries Review of Industrial Organization B 2