Alex YiHou Huang
Name Alex YiHou Huang
Title Professor and Chairman
Education Ph.D. Economics, City University of New York
Research expertise Financial Economics, Financial Risk Management, Investment
Discipline Financial Risk Management
Office Tel No. 03-5712121 Ext. 57081
Email alexhuang@nycu.edu.tw
Vita Vita
Country School Name Department Degree Duration
2001.09 ~ 2006.02
2001.09 ~ 2004.10
1997.09 ~ 1999.02
1994.09 ~ 1997.06
Year Paper Title
2021 Chen, Yi-Han and Alex Y. Huang, The effects of tariffs and export controls under trade war on the service and high-tech industries in the United States, Public Finance Review, 50, 2, pp102-129, (Others)
2021 Alex YiHou Huang, Ming-Che Hu, and Quang Thai Truong, Asymmetrical impacts from overnight returns on stock returns, Review of Quantitative Finance and Accounting, 56, 3, pp849-889
2019 Chiao-Ming Cheng, Alex YiHou Huang, and Ming-Che Hu, Investor attention and stock price movement, Journal of Behavioral Finance, 20, 3, pp294-303, (SSCI)
2018 Wen-Cheng Hu and Alex YiHou Huang, Asymmetric dynamics between informed trading activity and credit default swaps, Journal of Derivatives, 26, 2, pp70-85, (SSCI)
2017 Chang, Ching-Liang, Alex Y. Huang, Siou-Yi Lin and Chia-Ying Chan, Asymmetric impact of informed trading activity on stock return volatility, Taiwan Journal of Applied Economics, 101, pp109-147, (TSSCI)
2016 Alex YiHou Huang, Impacts of implied volatility on stock price realized jumps, Economic Systems, 40, 4, pp622-630, (SSCI)
2015 Alex YiHou Huang, Value at risk estimation by threshold stochastic volatility model, Applied Economics, 47, 45, pp4884-4900, (SSCI)
2014 Alex YiHou Huang, Chih-Chun Chen, and Chung-Hua Shen, Dynamics of sovereign credit contagion, Journal of Derivatives, 22, 1, pp27-45, (SSCI)
2013 YiHou Huang, Value at Risk estimation by quantile regression and kernel estimator, Review of Quantitative Finance and Accounting, 41, 2, pp225-251
2013 Alex YiHou Huang and Chiao-Ming Cheng, Information risk and credit contagion, Finance Research Letters, 10, 3, pp116-123, (SSCI)
2012 Huang, Alex YiHou, Asymmetric dynamics of stock price continuation, Journal of Banking and Finance, 36, 6, pp1839-1855, (SSCI)
2012 Huang, Alex YiHou, Chung-Hua Shen, and Chih-Chun Chen, Impacts from major events of financial crisis on credit default swaps, Journal of Fixed Income, 21, 3, pp31-43
2012 Huang, Alex YiHou and Wen-Cheng Hu , Switching dynamics in credit default swaps: Evidence from smooth transition autoregressive model, Physica A: Statistical Mechanics and Its Applications, 391, 4, pp1497-15088, (SCI)
2012 Huang, Alex YiHou, Volatility forecasting by quantile regression, Applied Economics, 44, 4, pp423-433, (SSCI)
2012 Huang, Alex YiHou and Hui-Ling Shen, The case of split between ASUS and Pegatron, Management Review, (TSSCI)
2012 Huang, Alex YiHou and Wen-Cheng Hu, Price dynamics of credit default swaps, Journal of Management and Systems, (TSSCI)
2012 Huang, Alex YiHou, Chiao-Ming Cheng, Wen-Cheng Hu, and Chih-Chun Chen, Oil price and stock prices of alternative energy companies: Time varying relationship with recent evidence, Journal of Economics and Management, (Others)
2011 Huang, Alex YiHou, Sheng-Pen Peng, Fangjhy Li, Ching-Jie Ke, Volatility forecasting of real exchange rate by quantile regression, International Review of Economics and Finance, 20, 4, pp591-606, (SSCI)
2011 Huang, Alex YiHou, Volatility modeling by asymmetrical quadratic effect with diminishing marginal impact, Computational Economics, 37, 3, pp301-330, (SSCI)
2011 Li, Nan and Alex YiHou Huang, Price discovery between sovereign credit default swaps and bond yield spreads of emerging markets, Journal of Emerging Market Finance, 10, 2, pp197-225, (Others)
2011 Huang, Alex YiHou, Volatility forecasting in emerging markets with application of stochastic volatility model, Applied Financial Economics, 21, 9, pp665-681, (Others)
2011 Chen, Chun-Da, Alex YiHou Huang, and Chih-Chun Chen, The effects of abolishing a foreign institutional investment quota in Taiwan, Emerging Markets Finance and Trade, 47, 2, pp74-98, (SSCI)
2011 Huang, Alex YiHou, Chiao-Ming Cheng, Wen-Cheng Hu, and Chih-Chun Chen, Relationship between crude oil prices and stock prices of alternative energy companies with recent evidence, Economics Bulletin, 31, 3, pp2434-2443, (Others)
2011 Lee, Wen-Shiung, Alex YiHou Huang, Yong-Yang Chang, and Chiao-Ming Cheng, Analysis of decision making factors for equity investment by DEMATEL and analytic network process, Expert Systems with Applications, 38, 7, pp8375-8383, (SCI)
2011 Huang, Alex YiHou, Fangjhy Li, Wen-Cheng Hu, and Chih-Chun Chen, An alternative volatility forecasting by backtesting optimization process with GARCH model, International Journal of Economics, 5, 2, pp235-242, (Others)
2010 Huang, Alex YiHou and Yi-Heng Tseng, Is crude oil price affected by the US dollar exchange rate?, International Research Journal of Finance and Economics, 58, pp109-120, (Others)
2010 Huang, Alex YiHou, An optimization process in value-at-risk estimation, Review of Financial Economics, 19, 3, pp109-116, (Others)
2009 Huang, Alex YiHou, Nan Li, Wen-Cheng Hu, and Chih-Chun Chen, Is there arbitrage-free equilibrium between sovereign credit default swaps and bonds?, Empirical Economics Letters, 8, 9, pp867-876, (Others)
2009 Huang, Alex YiHou and Tsung-Wei Tseng, Forecast of value at risk for equity indices: An analysis from developed and emerging markets, Journal of Risk Finance, 10, 4, pp393-409, (Others)
2009 Huang, Alex YiHou, A value at risk approach with kernel estimator, Applied Financial Economics, 19, 5, pp379-395, (Others)
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2008
Year Participator Project Category Project Title Job Title Unit
2020 Research Projects
2019 Research Projects
2017 Research Projects
2016 Research Projects
2015 Research Projects
2014 Research Projects
2013 Research Projects
2012 Research Projects
2011 Research Projects
2011 Research Projects
2010 Research Projects
2009 Research Projects
2008 Research Projects
2007 Research Projects 利維過程於波動性及風險值之發展與應用 計畫主持人
2006 Research Projects
Year Honor Category
2021 School Honor
2020 Outside School Honor
2020 Outside School Honor
2019 School Honor
2019 School Honor
2016 School Honor
2016 Outside School Honor
2014 Outside School Honor
2013 Outside School Honor
2012 Outside School Honor
2011 Outside School Honor
2010 Outside School Honor
2010 Outside School Honor
2008 Outside School Honor
2006 Outside School Honor
2005 Outside School Honor
2004 Outside School Honor
2003 Outside School Honor
2002 Outside School Honor