專任教師

陳能靜

Chen, Nen-Jing
  • 羅耀拉大樓三樓SL361室
  • 02-29052719
  • 003388@mail.fju.edu.tw

■ 學經歷

【學 歷】美國伊利諾大學農業經濟所博士

美國喬治亞大學農業經濟所碩士

國立臺灣大學農業經濟系學士

現 職】輔仁大學經濟系專任教授(2005/08~迄今)

經 歷】輔仁大學經濟系主任(2005/08~2008/07)

輔仁大學經濟系專任副教授(1991/08~2005/07)


■ 教授科目及專長

財政學、國際經濟學、期貨與選擇權


 期刊論文

  1. Chuang, R. J., C. C. Chou, S. L. Chen, and N. J. Chen (2017), "How does periodically released news impact on the reversals of major currency rates," Journal of Probability and Statistical Science, 15: 273-286.
  2. Chen, Show-Lin, Nen-Jing Chen, and Rwei-Ju Chuang (2014), "An empirical study on technical analysis: GARCH (1,1) model," Journal of Applied Statistics, 41: 785-801.  (SCI)
  3. Chen, Show-Lin, Ching-chin Chou, and Nen-Jing Chen (2013), "A Wavelet Transform Analysis of the Relationship between Unexpected Macroeconomic News and Foreign Exchange Rates," Applied Economics Letters, 20: 292-296.  (SSCI)
  4. 陳秀淋、蔡麗茹、陳能靜 (2012),〈戀家特性與實質匯率的半衰期-東北亞三國之實證研究〉,《管理實務與理論研究》,6(3): 109-120。
  5. 莊瑞珠、陳秀淋、陳能靜 (2012),〈影響匯率反轉因素之分析:未預期總體訊息與技術指標〉,《輔仁管理評論》, 19(1): 1-26。
  6. 黃俊凱、蔡麗茹、陳能靜、陳秀淋 (2009),〈價差與投資策略-以台灣股票期貨與現貨市場為例〉,《輔仁管理評論》, 16(2): 1-24。
  7. 陳能靜、李天行、劉嘉鴻 (2003),〈新加坡交易所摩根台指現貨開盤指數之預測-類神經網路及灰預測之應用〉,《灰色系統學刊》,6(2): 103-120。
  8. 李天行、陳能靜 (2003),〈整合灰預測及類神經網路於現貨開盤指數之預測〉,《中國科技發展經典文庫》。
  9. Lee, Tian-Shyug and Nen-Jing Chen (2002), "Investigating the Information Content of Non-Cash-Trading Index Futures Using Neural Networks," Expert Systems with Applications, 22: 225-234.
  10. Lee, T. S., N. J. Chen, and C. C. Chiu (2002), "Forecasting the Opening Cash Price Index Using Grey Forecasting and Neural Networks: Evidence from the SGX-DT MSCI Taiwan Index Futures Contracts," Computational Intelligence in Economics and Finance, 687-689.
  11. 李天行、陳能靜、蔡榮裕 (2001),〈現貨盤後期貨交易資訊內涵之研究-以新加坡交易所日經225指數期貨為例〉,《管理學報》,18(3): 1-22。  (TSSCI)
  12. Lee, Tian-Shyug and Nen-Jing Chen (2000), "The Information Content of Futures Prices in Non-Cash-Trading Periods: Evidence from the SGX-DT MSCI Taiwan Futures Contracts," Review of Securities and Futures Markets, 12: 29-54.  (TSSCI)
  13. Chen, Nen-Jing (1993), "An Evaluation of Alternative Optimal Hedging Derivations," Agriculture and Economics, 69-86.
  14. Chen, Nen-Jing, Raymond M. Leuthold (1991), "An Comparison of Alternative Corn Importing Strategies for Taiwan," The Review of Futures Markets, 9: 259-279.
  15. 陳能靜 (1990),〈期貨交易為避險之工具 - 台灣玉米進口之實證分析〉,《輔仁學誌》,22: 37-53。
  16. Nen-Jing Chen, Raymond M. Leuthold (1988), "An Analysis of Alternative Hedging Strategies for Importing Corn: The Case of Taiwan," Journal of Agricultural Economics, 43: 115-144.
  17. Nen-Jing Chen, Glenn C. W. Ames, A Lawton Hammett (1988), "Implications of a Tariff on Imported Canadian Softwood Lumber," Canadian Journal of Agricultural Economics, 36: 69-81.

■ 研討會論文

  1. Lee T. S., N. J. Chen, "The information content of rutures prices in non-cash-trading periods: empirical results from the SGX-DT Nikkei 225 futures contracts,"2001 Taipei international quantitative finance conference, Taiwan, Taipei, 2001.07.
  2. Lee T. S., N. J. Chen, C. C. Chiu, "Forecasting the opening cash price index in integrating grey forecasting and neural networks: evidence from the SGX-DT MSCI Taiwan index futures contracts,"2001 WDSI international conference, Canada, Vancouver, 2001.04.
  3. Chen, N. J, C. Wu, "Synergy of Exchange Conglomeration: The Case of Eurex," International Conference on Security and Futures Exchange Conglomeration Acquisition and Strategic, Taiwan, Taipei, 2001.03.
  4. Lee T. S., N. J. Chen, C. C. Chiu, "Forecasting the opening cash price index in integrating grey forecasting and neural networks: evidence from the SGX-DT MSCI Taiwan index futures contracts," The fifth annual international conference on industrial engineering, Taiwan, Hsinchu, 2000.12.
  5. Lee, T. S. ,N. J. Chen ,K. C. Chang ,Liu, Jia Hong, "Integrating Grey Theory and Neural Networks in Investigating the Information Contents of Futures Prices in Non-Cash-Trading Period -Evidence From the SGX-DT Nikkei225 and MSCI Taiwan Index Futures Contract," The Fifth Conference on Artificial Intelligence and Applications, Taiwan, Taipei, 2000.11.
  6. Chen, N. J., T. S. Lee, R. Y. Tsai, "Information Content of Futures Trading During Non-Cash Trading Period: The Case of Nikkei 225 Index Futures in SGX-DT," Conference on Financial Management, Taiwan, Taipei, 2000.06.
  7. Lee, T. S., N. J. Chen, R. Y. Tsai, "Information Contents of Futures Trading During Non-Cash Trading Period: The Case of Nikkei 225 Index Futures in SGX-DT," Conference on International Business Management, Taiwan, Taipei, 2000.06.
  8. Lee T. S., N. J. Chen, "the information content of rutures prices in non-cash-trading periods: evidence from the SIMEX Nikkei 225 futures contracts,"2000 NTU international conference on finance-finance markets in transaction, 2000.01.
  9. Chen, N. J., T. S. Lee, "the information content of rutures prices in non-cash-trading periods: evidence from the SIMEX MSCI Taiwan futures contracts,"8th conference on the theories and practices of security and financial markets, 1999.11.
  10. Lee, T. S., N. J. Chen, Tsai, Jeng Yu, "The Information Content of end and beginning-of-the-day Index Futures Trading," National Conference on Master's Thesis, Taiwan, Taipei, 1999.06.
  11. Chen, Nen-Jing, Wang-Chi Lee, "Arbitrage Opportunities and Profits Between Multinational Stock Index Futures and Cash: the Case of the Nikkei 225 Stock Index," Western Social Science Association 39th Annual Conference, U.S.A., New Mexico, 1997.04.
  12. Chen, Nen-Jing, Raymond M. Leuthold, "A Comparison of Alternative Corn Importing Strategies for Taiwan," Asia-Pacific Futures Research Symposium, Hong Kong, 1993.06.
  13. Chen, Nen-Jing, "An Evaluation of Alternative Optimal Hedging Derivations," Far Eastern Meeting of the Econometric Society, Taiwan, Taipei, 1990.07.

■ 科技部/國科會計畫

86

Interrelationship of MSCI Taiwan Index Futures and its Underlying Cash Market 

國科會計畫

主持人

79

Adjustments of Agricultural Financial Policy Under Interest Rates Deregulation

國科會計畫

主持人

78

Taiwan Corn Importing Strategy Using Futures Markets

國科會計畫

主持人 

■ 教學及研究獎勵

  1. 導師班級經營工作成果獎(103學年度)
  2. 教學績優獎(99學年度)
  3. 輔仁大學資深教職員工服務獎勵(10、20年)
  4. 教育部資深優良教師獎勵(10、20年)
  5. 行政院三等服務獎章(10年)
  6. 私校協會「大勇獎」(服務滿15年)、「大智獎」(服務滿25年)
  7. 法管學院學術研究獎(85學年度)