姓名：黄志伟 性别：男


籍贯：中国台湾 职称：副教授

系：保险系


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：金融工程、时间序列分析、财务计量、风险管理

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)

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
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 (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-Weiand 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 Huangand 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-Weiand 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].

（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 Huangand 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 Huangand 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 Huangand 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 Huangand 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-Weiand 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 Huangand 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 Huangand 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 Huangand 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 Huangand 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 Huangand 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 Huangand 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.



学术成果:著作、教材


学术成果:课题参与研究计划及项目
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。



学术成果:获奖





































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