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職稱
教授
中文姓名
黃柏農
英文姓名
Huang, Bwo-Nung
聯絡電話
05-2720411 轉 34101
傳真號碼
05-2720816
E-MAIL
個人網頁
 

 

 
碩、博士班課程:計量經濟學(二)、財務計量學
 

 

 
畢/肄業學校
國別
主修學門系所
學位
起訖年月
加州大學聖地牙哥分校
美國
經濟學系
研究
1997/08 ∼ 1998/06
奧克拉荷馬大學
美國
經濟系
博士
1985/08 ∼ 1989/07
奧克拉荷馬大學
美國
企研所
碩士
1985/08 ∼ 1989/07
國立台灣工業技術學院
中華民國
工管系
學士
1980/09 ∼ 1982/06
 

 
  現 職 :
服 務 機 關
服務部門/系所
職 稱
起訖年月
國立中正大學
經濟系
教授
1995/08至今

經 歷 :
服 務 機 關
服務部門/系所
職 稱
起訖年月
國立嘉義大學
管理學院
院長
2004/08 ∼ 2006/07
靜宜大學
管理學院
院長
2003/08 ∼ 2004/07
國立中正大學
產業發展及預測研究中心
主任
1998/08 ∼ 2003/07
國立中正大學
管理學院
代理院長
1998/08 ∼ 1999/01
國立中正大學
國際經濟研究所暨經濟學系
所長兼主任
1998/08 ∼ 2001/07
國立中正大學
國際經濟研究所
副教授
1989/08 ∼ 1995/07

 

 

 
財務經濟
國際金融
 

 
 

A、期刊論文

  1. 李佳珍、 黃柏農 、 黃聖茹 (2010) “ 「台灣地區豬肉需求之估計-以台中市、台南市 及高雄市為例」,” 《農業經營管理年刊》(TSSCI)
  2. Yang, Albert J. F., William N. Trumbull, Chin Wei Yang, and Bwo_Nung Huang (2010), “On the Relationship between Military Expenditure, Threat, and Economic Growth-A Nonlinear Approach,” Defense and Peace Economics,forthcoming . (SSCI)
  3. Hwang, M. J., C. W. Yang and B. N. Huang (2010) “Oil Price Formation through Unstable, Inelastic Demand and Cartel Imperatives,” Journal of Energy Market, forthcoming. 
  4. Lee, Y.M., B. N. Huang and K. M. Wang (2009) “Is the Relationship Between Stock Returns and Economic Growth Disappearing? A Cross-Sectional Analysis,” Chiao Da Management Review《交大管理學報》,29(2),163-199。(TSSCI) 
  5. Lee, Bi-Juan, Huang, Bwo-Nung, Lee, Jun-De, Ye, Chun-Yuan (2009) “ Do Different Economic Developments Exhibit The Same Price Index Convergence ? ”Indian Journal of Economic & Business, Special Issue, 67-81。
  6. 黃柏農, 鄭素姻, 侯翰, 王祝三 (2009) “ 台灣股票市場之動態系統風險之研究,” 經濟研究, 45(2) , 237-272. (TSSCI)
  7. 李源明, 黃柏農, 王冠閔 (2009) “ 當期景氣衰退指標可否做為門檻變數?樣本外預測檢定之應用 ”,《經濟研究》,45(2), 189-235。 (TSSCI)
  8. 柏婉貞, 黃柏農 (2009) “台股日內指數期貨與現貨市場價格發現與套利行為-多變量門檻自我迴歸模型之應用,” 證券市場發展季刊 , 21(2), 35-68. (TSSCI)
  9. 李源明, 黃柏農, 王冠閔 (2008) “股價與產出波動不對稱的外溢效應,” 經濟研究 , 45(2), 189-235. (TSSCI)
  10. Huang, Bwo-Nung, C. W. Yang, and M. J. Hwang (2009) “The Dynamics of a Nonlinear Relationship between Crude Oil Spot and Futures Prices: A Multivariate Threshold Regression Approach,” Energy Economics, 31, 91-98. (SSCI)
  11. Huang, Bwo-Nung (2008) “ Factors Affecting an Economy's Tolerance and Delay of Response to the Impact of a Positive Oil Price Shock,” Energy Journal, 29(4), 1-34. (SCI、SSCI)
  12. Huang, Bwo-Nung,and Po, Wan-Chen (2008) “ Tourism Development and Economic Growth: A Nonlinear Approach,” Physica A: Statistical Mechanics and its Applications, 387, 5535-5542. (SCI)
  13. 柏婉貞, 黃柏農 (2008) “外匯現貨市場日內買/賣報價非線性行為之研究,” 財務金融學刊, 16 (1), 183-207. (TSSCI)
  14. Huang, Bwo-Nung, M. J. Hwang, and C. W. Yang (2008)“Causal Relationship Between Energy Consumption and GDP Growth Revisited: A Dynamic Panel Data Approach,” Ecological Economics, 67, 41-54. (SSCI, EconLit)
  15. Huang, Bwo-Nung, M. J. Hwang, and C. W. Yang (2008) “Does More Energy Consumption Bolster Economic Growth? An Application of the Nonlinear Threshold Regression Model,” Energy Policy, 36(2), 755-67. (SSCI)
  16. 柏婉貞, 黃柏農 (2007) “台股指數期貨與現貨市場日內報酬波動與交易量非線性行為之研究,” 經濟研究, 43(2), 182-208. (TSSCI)
  17. Yang, C.W., S.N.Sohng, B.N.Huang and Cindy H.P.Peng (2006) “In Search of the Optimum Tariffs under Third-Degree Price Discrimination,” Journal of Economic Integration, 21(1), 198-210. (EconLit)
  18. Huang, Bwo-Nung and Chin Wei Yang (2006) “Demand for Cigarettes Revisited: An Application of the Threshold Regression Model,” Agriculture Economics, 34(1), 81-86. (EconLit & SSCI)
  19. 李建強, 洪福聲, 黃柏農 (2005) “金融發展與經濟成長的關係會消失嗎? --門檻迴歸之應用,” Taipei Economic Inquiry (經濟研究), 41(1), 45-74. (TSSCI)
  20. Huang, Bwo-Nung, M. J. Hwang, and Hsiao-Ping Peng (2005) “The Asymmetry of the Impact of Oil Price Shocks on Economic Activities: An Application of the Multivariate Threshold Model,” Energy Economics, 27(3), 455-476. (EconLit & SSCI)
  21. Lai, Chung-Nang, Bwo-Nung Huang and Chin Wei Yang (2005) “Defense Spending and Economic Growth across the Taiwan Straits: A Threshold Regression Model,” Defense and Peace Economics, 16(1), 45-57. (EconLit & SSCI)
  22. Huang, Bwo-Nung, Chin-Wei Yang, and Ming-Jeng Hwang (2004) “New Evidence on Demand for Cigarettes: A Panel Data Approach,” International Journal of Applied Economics, 1(1), 81-98. (EconLit)
  23. Huang, M. J., C. W. Yang, B. N. Huang and H. Ohta (2004) “Oil Price Volatility,” Encyclopedia of Energy, (Academic Press/ Elsevier), 4, 691-699.
  24. Huang, Bwo-Nung and Chin Wei Yang (2004) “Industrial Output and Stock Price Revisited: An Application of the Multivariate Indirect Causality Model,” Manchester School, 72(3), 347-362. (EconLit & SSCI)
  25. 王冠閔, 黃柏農 (2004) “台灣股匯市與美國股市關聯性探討,” 台灣經濟預測與政策, 34(2), 31-72.
  26. Huang, Bwo-Nung and Chin-Wei Yang (2003) “An Analysis of Exchange Rate Linkage Effect before and after the Asian Financial Crisis--An Application of Multivariate Correlation Analysis,” Journal of Asian Economics, 14(2), 337-351. (EconLit)
  27. Wang, Chaug-Jung, Chien-Hui Lee and Bwo-Nung Huang (2003) “An Analysis of Industry and Country Effects in Global Stock Returns: Evidence from Asian Countries and the U.S.,” Quarterly Review of Economics and Finance, 43(3), 560-577. (EconLit) (NSC 91-2415-H194-005)
  28. Lee, Chien-Hui and Bwo-Nung Huang (2002) “The Relationship between Exports and Economic Growth in China and East Asian Countries: A Threshold Autoregressive Approach,” Journal of Economic Development, 27(2), 45-67. (EconLit)
  29. Yang, Chin-Wei, Ming-Jeng Hwang and Bwo-Nung Huang (2002) “An Analysis of Factors Affecting Price Volatility of the U.S. Oil Market,” Energy Economics, 24, 107-119. (EconLit, SSCI)
  30. Huang, Bwo-Nung and Chin Wei Yang (2002) “Volatility of Changes in G-5 Exchange Rates and its Market Transmission Mechanism,” International Journal of Finance and Economics, 7(1), 37-50. (EconLit, SSCI)
  31. Huang, Bwo-Nung and Chin Wei Yang (2001) “The Impact of Settlement Time on the Volatility of Stock Market Revisited: An Application of the Iterated Cumulative Sums of Squares Detection Method for Changes of Variance,” Applied Economics Letters, 8(10), 665-668. (EconLit, SSCI)
  32. Huang, Bwo-Nung and Robert C.W. Fok (2001) “Stock Market Integration--An Application of the Stochastic Permanent Breaks Model,” Applied Economics Letters, 8(11), 725-729. (EconLit, SSCI)
  33. Huang, Bwo-Nung and Chin W Yang (2001) “An Empirical Investigation of Trading Volume and Return Volatility of the Taiwan Stock Market,” Global Finance Journal, 12(1), 55-77. (EconLit) (NSC 86-2415-H195-006)
  34. Granger, Clive W. J., Bwo-Nung Huang and Chin-Wei Yang (2000) “A Bivariate Causality between Stock Prices and Exchange Rates: Evidence from Recent Asian Flu,” Quarterly Review of Economics and Finance, 40(3), 337-354.
  35. Huang, Bwo-Nung and Chin-Wei Yang (2000) “The Impact of Financial Liberalization on Stock Price Volatility in Emerging Markets,” Journal of Comparative Economics, 28(2), 321-339. (SSCI)
  36. Huang, Bwo-Nung, Chin-Wei Yang and John Wei-Shan Hu (2000) “Causality and Cointegration of Stock Markets among the United States, Japan and the South China Growth Triangle,” International Review of Financial Analysis, 9(3), 281-297. (Econlit)
  37. Huang, Bwo-Nung and Chin-Wei Yang (2000) “Financial Markets Integration and Segmentation under Regional Economic Blocs: A Dynamic Conditional Correlation Approach,” Advances in Pacific Basin business, economics, and finance, 4, 233-250. (Stamford, Conn.: JAI Press) (Econlit)
  38. Huang, Bwo-Nung, Soong-Nark Sohng and Chin Wei Yang (1999) “State Dependent Correlation and Lead-Lag Relation When Volatility of Markets Is Large: Evidence from the US and Asian Emerging Markets,” Journal of Economic Development, 24(2), 57-77. (Econlit)
  39. Huang, Bwo-Nung, Soong-Nark Sohng and Chin-Wei Yang (1999) “The U.S. and Taiwan Trade Balance Revisited: A Comparison of the Instrument Variable and the VAR Models,” Seoul Journal of Economics, 12(3), 271-294. (Econlit)
  40. Huang, Bwo-Nung and Chin-Wei Yang (1999) “A Comparative Statistical Analysis of the Taiwan Market and the New York Stock Exchange Using Five-Minute Interval Data,” Asian Economic Journal, 13(3), 283-302. (Econlit)
  41. 黃柏農 (1998) “再驗台灣的股價與總體變數之間的關係,” 證券市埸發展季刊, 10(4), 89-109. (TSSCI)
  42. Huang, Bwo-Nung, Dwight B. Means Jr., Chin-Wei Yang and Robert VanNess (1998) “A Test of Simultaneous Efficient and Inefficient Markets: An Application of the Modified R/S Model with Intraday Stock Returns,”Global Business and Finance Review, 3(2), 49-54.
  43. Huang, Bwo-Nung, Chin-Wei Yang and Walter C. Labys (1997) “The Random Walk Hypothesis of the Emerging Stock Markets Revisited: A Comparison of Test Power of the Variance Ratio Test and Re-scaled Range Models,” The Journal of Financial Studies, 5(2), 59-86. (TSSCI)
  44. Huang, Bwo-Nung, John Wei-Shan Hu, Mei-Yuan Chne, Robert C. W. Fok (1997) “Causality in Volatility and Volatility Spillover Effects between US, Japan and Four Equity Markets in the South China Growth Triangular,” Journal of International Financial Markets, Institutions and Money, 7, 351-367. (EconLit)
  45. Huang, Bwo-Nung,Chin-Wei Yang and Dwight B. Means Jr. (1997) “The Markowitz Efficiency Frontiers of the Pacific-Basin Capital Markets with Exchange Rate Risk,” Advances in Pacific Basin Financial Markets, 3, 331-344. (EconLit)
  46. Huang, Bwo-Nung and Chin W. Yang (1996) “Long-Run Purchasing Power Parity Revisited: A Monte Carlo Simulation,” Applied Economics, 28(8), 967-974. (SSCI)
  47. Huang, Bwo-Nung, Pern-Jay Hung, Yu-Jane Liu, and Gin-Gin Pan (1996) “Assessing the Impact of Air Pollution Controls on Carbon Monoxide Reduction: The Case of Taiwan,” International Journal of Environment and Pollution, 1, 13-21. (EI)
  48. Huang, Bwo-Nung (1996) “Intraday Buy/Sell Orders, Trading Volumes and Returns in the Taiwan Stock Markets – An Application of the VAR Model,” Advances in PacificBasin Financial Markets, 2, 395-414.
  49. Huang, Bwo-Nung, Yu-Jane Liu and Chin-Wei Yang (1995) “A Comparative Study of the Weekend Effects in the United States, British and the Pacific Rim Stock Markets: An Application of the ARCH model,” Advances In Pacific Basin Business, Economics and Finance, 1, 279-292.
  50. Huang, Bwo-Nung and Chin W. Yang (1995) “The Fractal Structure in Multinational Stock Returns,” Applied Economics Letters, 2(3), 67-71. (SSCI)
  51. Huang, Bwo-Nung and Liu, Yu-Jane(1995) “The Effects of Outliers on the Intraday Returns,”Advances in Investment Analysis and Portfolio Managements, 3, 259-281.
  52. Huang, Bwo-Nung (1995) “Do Asian Stock Market Prices Follow Random Walks? Evidence from the Variance Ratio Test,” Applied Financial Economics, 5(4), 251-256. (SSCI)
  53. 黃柏農 (1995) “多國性股價報酬率的統計特性及星期效果研究─自相關條件異質性之應用,” 中國財務學刊, 2(2), 43-76.
  54. 黃柏農 (1994) “股價的新聞效果研究─限制VAR模型之應用,” 中國財務學刊, 2(1), 57-73.
  55. 黃柏農 (1994) “貿易收支與匯率及總體變數間之因果關係探討─中美及中日間的實證分析,” 中國經濟學會年會論文集, 211-228.
  56. 黃柏農 (1993) “滯留期數與移動平均項次對ADF與PP單根檢定法的─影響使用Monte Carlo模擬分析,” 中研院經濟論文, 21(1), 117-149. (EconLit)
  57. 黃柏農, 蘇之敏 (1993) “外匯市場效率性之檢定-多種匯率間之比較分析,” 中國經濟學會年會論文集, 275-300.
  58. 黃柏農 (1992) “臺灣貨幣政策中立性的檢定,” 中國經濟學會年會論文集, 141-161.
  59. Huang, Bwo-Nung (1991) “A CGE Model of Government Policy Evaluation - US Case,” Academica Economic Papers, 18(2), 179-215. (EconLit)
  60. Huang, Bwo-Nung (1990) “Antitrust: A Comparison between The IBM and AT & T Cases,” Journal of NationalChungChengUniversity, 1(1), 21-36.

 

 

 


 
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