黄志伟:湖北经济学院金融学院副教授-中文百科频道

人物经历

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。

武汉台资企业协会，武汉台资企业协会，理事，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，自2016/10至今。

风险管理研究中心保险系，副主任副教授自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。

主要成就

科研成就

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。

发表论文

1.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).

2.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).

3.Huang， Jr-Wei and Sharon S. Yang (2017) “Detecting the Causality and Long-Run Equilibrium Relationships of Mortality Rates across Countries，” Academia Economic Papers， 45(2): 251-278. [TSSCI].

4.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)

5.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].

6.Yang Sharon S.， Jr-Wei Huang， Chuang-Chang Chang (2016) “Detecting and Modelling the Jump Risk of CO2 Emission Allowances and Their Impact on the Valuation of the Option on Futures Contracts，” Quantitative Finance， 16(5): 749-762. [SSCI]. (Corresponding author)

7.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].

8.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].

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 RealizedCovariance，” 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.