Alex YiHou Huang

Personal Details

First Name:	Alex
Middle Name:	YiHou
Last Name:	Huang
Suffix:
RePEc Short-ID:	phu731
	[This author has chosen not to make the email address public]
	https://imf.nycu.edu.tw/en/members/members1/Alex-YiHou-Huang-48544405
Terminal Degree:	2006 Department of Economics; Graduate Center; City University of New York (CUNY) (from RePEc Genealogy)

Affiliation

Department of Information Management and Finance
College of Management
National Yang Ming Chiao Tung University

Taipei, Taiwan
https://imf.nycu.edu.tw/
RePEc:edi:dfnyctw (more details at EDIRC)

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Articles

1. Alex YiHou Huang & Ming-Che Hu & Quang Thai Truong, 2021. "Asymmetrical impacts from overnight returns on stock returns," Review of Quantitative Finance and Accounting, Springer, vol. 56(3), pages 849-889, April.

   Cited by:

   1. Huang, Alex YiHou, 2024. "Mechanisms of overpricing: An investigation on momentum crashes," International Review of Economics & Finance, Elsevier, vol. 89(PA), pages 118-142.
   2. Huai-Chun Lo & Chia-Ying Chan, 2023. "Mean reverting in stock ratings distribution," Review of Quantitative Finance and Accounting, Springer, vol. 60(3), pages 1065-1097, April.
   3. Kallinterakis, Vasileios & Karaa, Rabaa, 2023. "From dusk till dawn (and vice versa): Overnight-versus-daytime reversals and feedback trading," International Review of Financial Analysis, Elsevier, vol. 85(C).

2. Chiao-Ming Cheng & Alex YiHou Huang & Ming-Che Hu, 2019. "Investor Attention and Stock Price Movement," Journal of Behavioral Finance, Taylor & Francis Journals, vol. 20(3), pages 294-303, July.

   Cited by:

   1. Aiche Avishay & Cohen Gil & Griskin Vladimir, 2024. "Stocks Opening Price Gaps and Adjustments to New Information," Computational Economics, Springer;Society for Computational Economics, vol. 63(2), pages 877-891, February.
   2. Smales, L.A., 2021. "Investor attention and global market returns during the COVID-19 crisis," International Review of Financial Analysis, Elsevier, vol. 73(C).
   3. Hasan, Md. Tanvir, 2022. "The sum of all SCARES COVID-19 sentiment and asset return," The Quarterly Review of Economics and Finance, Elsevier, vol. 86(C), pages 332-346.

3. Huang, Alex YiHou, 2016. "Impacts of implied volatility on stock price realized jumps," Economic Systems, Elsevier, vol. 40(4), pages 622-630.

   Cited by:

   1. Chun, Dohyun & Cho, Hoon & Ryu, Doojin, 2020. "Economic indicators and stock market volatility in an emerging economy," Economic Systems, Elsevier, vol. 44(2).

4. Alex YiHou Huang, 2015. "Value at risk estimation by threshold stochastic volatility model," Applied Economics, Taylor & Francis Journals, vol. 47(45), pages 4884-4900, September.

   Cited by:

   1. Gong, Xiaoli & Zhuang, Xintian, 2017. "Measuring financial risk and portfolio reversion with time changed tempered stable Lévy processes," The North American Journal of Economics and Finance, Elsevier, vol. 40(C), pages 148-159.
   2. Lu Wang & Feng Ma & Guoshan Liu & Qiaoqi Lang, 2023. "Do extreme shocks help forecast oil price volatility? The augmented GARCH‐MIDAS approach," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 28(2), pages 2056-2073, April.
   3. Zhi-Fu Mi & Yi-Ming Wei & Bao-Jun Tang & Rong-Gang Cong & Hao Yu & Hong Cao & Dabo Guan, 2017. "Risk assessment of oil price from static and dynamic modelling approaches," CEEP-BIT Working Papers 102, Center for Energy and Environmental Policy Research (CEEP), Beijing Institute of Technology.
      • Zhi-Fu Mi & Yi-Ming Wei & Bao-Jun Tang & Rong-Gang Cong & Hao Yu & Hong Cao & Dabo Guan, 2017. "Risk assessment of oil price from static and dynamic modelling approaches," Applied Economics, Taylor & Francis Journals, vol. 49(9), pages 929-939, February.
   4. Lu Wang & Feng Ma & Guoshan Liu, 2020. "Forecasting stock volatility in the presence of extreme shocks: Short‐term and long‐term effects," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 39(5), pages 797-810, August.
   5. Wang, Lu & Ma, Feng & Liu, Jing & Yang, Lin, 2020. "Forecasting stock price volatility: New evidence from the GARCH-MIDAS model," International Journal of Forecasting, Elsevier, vol. 36(2), pages 684-694.
   6. Wang, Nianling & Lou, Zhusheng, 2023. "Sequential Bayesian analysis for semiparametric stochastic volatility model with applications," Economic Modelling, Elsevier, vol. 123(C).

5. Huang, Alex YiHou & Cheng, Chiao-Ming, 2013. "Information risk and credit contagion," Finance Research Letters, Elsevier, vol. 10(3), pages 116-123.

   Cited by:

   1. Aiche Avishay & Cohen Gil & Griskin Vladimir, 2024. "Stocks Opening Price Gaps and Adjustments to New Information," Computational Economics, Springer;Society for Computational Economics, vol. 63(2), pages 877-891, February.
   2. Huang, Alex YiHou, 2016. "Impacts of implied volatility on stock price realized jumps," Economic Systems, Elsevier, vol. 40(4), pages 622-630.
   3. Qian, Qian & Yang, Yang & Gu, Jing & Feng, Hairong, 2019. "Information authenticity, spreading willingness and credit risk contagion – A dual-layer network perspective," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 536(C).
   4. Baschieri, Giulia & Carosi, Andrea & Mengoli, Stefano, 2016. "Does the earnings quality matter? Evidence from a quasi-experimental setting," Finance Research Letters, Elsevier, vol. 19(C), pages 146-157.
   5. David Peón & Manel Antelo, 2019. "Do bad borrowers hurt good borrowers? A model of biased banking competition," Portuguese Economic Journal, Springer;Instituto Superior de Economia e Gestao, vol. 18(1), pages 5-17, February.

6. Alex YiHou Huang & Chiao-Ming Cheng & Wen-Cheng Hu & Chih-Chun Chen, 2012. "Oil Prices and Stock Prices of Alternative Energy Companies: Time Varying Relationship with Recent Evidence," Journal of Economics and Management, College of Business, Feng Chia University, Taiwan, vol. 8(2), pages 221-258, July.

   Cited by:

   1. Shah, Imran Hussain & Hiles, Charlie & Morley, Bruce, 2018. "How do oil prices, macroeconomic factors and policies affect the market for renewable energy?," Applied Energy, Elsevier, vol. 215(C), pages 87-97.
      • Imran Shah & Carlie Hiles & Bruce Morley, 2017. "How Do Oil Prices, Macroeconomic Factors and Policies Affect the Market for Renewable Energy?," Department of Economics Working Papers 63/17, University of Bath, Department of Economics.
   2. Kazemilari, Mansooreh & Mardani, Abbas & Streimikiene, Dalia & Zavadskas, Edmundas Kazimieras, 2017. "An overview of renewable energy companies in stock exchange: Evidence from minimal spanning tree approach," Renewable Energy, Elsevier, vol. 102(PA), pages 107-117.

7. Huang, Alex YiHou & Hu, Wen-Cheng, 2012. "Regime switching dynamics in credit default swaps: Evidence from smooth transition autoregressive model," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 391(4), pages 1497-1508.

   Cited by:

   1. Bégin, Jean-François & Boudreault, Mathieu & Gauthier, Geneviève, 2017. "Firm-specific credit risk estimation in the presence of regimes and noisy prices," Finance Research Letters, Elsevier, vol. 23(C), pages 306-313.
   2. Izzeldin, Marwan & Muradoğlu, Yaz Gülnur & Pappas, Vasileios & Petropoulou, Athina & Sivaprasad, Sheeja, 2023. "The impact of the Russian-Ukrainian war on global financial markets," International Review of Financial Analysis, Elsevier, vol. 87(C).
   3. Izzeldin, Marwan & Muradoğlu, Yaz Gülnur & Pappas, Vasileios & Sivaprasad, Sheeja, 2021. "The impact of Covid-19 on G7 stock markets volatility: Evidence from a ST-HAR model," International Review of Financial Analysis, Elsevier, vol. 74(C).

8. Huang, Alex YiHou, 2012. "Asymmetric dynamics of stock price continuation," Journal of Banking & Finance, Elsevier, vol. 36(6), pages 1839-1855.

   Cited by:

   1. Aiche Avishay & Cohen Gil & Griskin Vladimir, 2024. "Stocks Opening Price Gaps and Adjustments to New Information," Computational Economics, Springer;Society for Computational Economics, vol. 63(2), pages 877-891, February.
   2. Huang, Alex YiHou, 2024. "Mechanisms of overpricing: An investigation on momentum crashes," International Review of Economics & Finance, Elsevier, vol. 89(PA), pages 118-142.
   3. Huang, Alex YiHou & Cheng, Chiao-Ming, 2013. "Information risk and credit contagion," Finance Research Letters, Elsevier, vol. 10(3), pages 116-123.
   4. Zhang, Yefeng & Zhang, Yuyu & Yao, Troy, 2022. "Fraudulent financial reporting in China: Evidence from corporate renaming," Journal of Contemporary Accounting and Economics, Elsevier, vol. 18(1).
   5. Alex YiHou Huang & Ming-Che Hu & Quang Thai Truong, 2021. "Asymmetrical impacts from overnight returns on stock returns," Review of Quantitative Finance and Accounting, Springer, vol. 56(3), pages 849-889, April.
   6. Nyberg, Henri, 2013. "Predicting bear and bull stock markets with dynamic binary time series models," Journal of Banking & Finance, Elsevier, vol. 37(9), pages 3351-3363.

9. Alex YiHou Huang, 2012. "Volatility forecasting by quantile regression," Applied Economics, Taylor & Francis Journals, vol. 44(4), pages 423-433, February.

   Cited by:

   1. Wellcome Peujio Jiotsop-Foze & Adrián Hernández-del-Valle & Francisco Venegas-Martínez, 2024. "Transforming Mexico’s Electric Load Infrastructure: A Quantile Transformer Network Deep Learning Approach, 2019-2020," International Journal of Energy Economics and Policy, Econjournals, vol. 14(5), pages 527-533, September.
   2. Zhao, Yixiu & Upreti, Vineet & Cai, Yuzhi, 2021. "Stock returns, quantile autocorrelation, and volatility forecasting," International Review of Financial Analysis, Elsevier, vol. 73(C).

10. Nan Li & Alex YiHou Huang, 2011. "Price Discovery between Sovereign Credit Default Swaps and Bond Yield Spreads of Emerging Markets," Journal of Emerging Market Finance, Institute for Financial Management and Research, vol. 10(2), pages 197-225, August.

    Cited by:

    1. Evgenia Grigoryeva, 2021. "Determinants of Russia's Sovereign Risk," Russian Journal of Money and Finance, Bank of Russia, vol. 80(4), pages 74-97, December.
    2. Patrick Augustin, 2012. "Sovereign Credit Default Swap Premia," Working Papers 12-10, New York University, Leonard N. Stern School of Business, Department of Economics.
    3. Zubair Ali Raja & William J. Procasky & Renee Oyotode-Adebile, 2020. "The Relative Role of Sovereign CDS and Bond Markets in Efficiently Pricing Emerging Market Sovereign Credit Risk," Journal of Emerging Market Finance, Institute for Financial Management and Research, vol. 19(3), pages 296-325, December.
    4. Jitmaneeroj, Boonlert, 2018. "Is Thailand’s credit default swap market linked to bond and stock markets? Evidence from the term structure of credit spreads," Research in International Business and Finance, Elsevier, vol. 46(C), pages 324-341.
    5. Andrea Consiglio & Michele Tumminello & Stavros A. Zenios, 2018. "Pricing Sovereign Contingent Convertible Debt," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 21(08), pages 1-36, December.
       • Andrea Consiglio & Michele Tumminello & Stavros A. Zenios, 2018. "Pricing sovereign contingent convertible debt," Papers 1804.01475, arXiv.org.
       • Consiglio, Andrea & Tumminello, Michele & Zenios, Stavros A., 2016. "Pricing Sovereign Contingent Convertible Debt," Working Papers 16-05, University of Pennsylvania, Wharton School, Weiss Center.
       • Andrea Consiglio & Michele Tumminello & Stavros A. Zenios, 2018. "Pricing Sovereign Contingent Convertible Debt," Journal of Enterprising Culture (JEC), World Scientific Publishing Co. Pte. Ltd., vol. 21(08), pages 1-36, December.
    6. Nicoló Andrea Caserini & Paolo Pagnottoni, 2022. "Effective transfer entropy to measure information flows in credit markets," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 31(4), pages 729-757, October.
    7. Augustin, Patrick & Subrahmanyam, Marti G. & Tang, Dragon Yongjun & Wang, Sarah Qian, 2014. "Credit Default Swaps: A Survey," Foundations and Trends(R) in Finance, now publishers, vol. 9(1-2), pages 1-196, December.

11. Chun-Da Chen & Alex YiHou Huang & Chih-Chun Chen, 2011. "The Effects of Abolishing a Foreign Institutional Investment Quota in Taiwan," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 47(2), pages 74-98, March.

    Cited by:

    1. Chun-Pin Hsu, 2013. "The Influence of Foreign Portfolio Investment on Domestic Stock Returns: Evidence from Taiwan," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, vol. 7(3), pages 1-11.
    2. Isaac L. Ochieng’ & Tobias O. Olweny & Oluoch J. Oluoch & Gordon O. Ochere, 2019. "Effect of foreign equity flows on stock market volatility in Kenya Empirical evidence at Nairobi securities exchange," Journal of Finance and Investment Analysis, SCIENPRESS Ltd, vol. 8(3), pages 1-5.
    3. Donald Lien & Chun-Da Chen, 2020. "B-share discount puzzle in China: a revisit of dual-share firms," Review of Managerial Science, Springer, vol. 14(5), pages 1047-1075, October.

12. Alex YiHou Huang & Chiao-Ming Cheng & Wen-Cheng Hu & Chih-Chun Chen, 2011. "Relationship between Crude Oil Prices and Stock Prices of Alternative Energy Companies with Recent Evidence," Economics Bulletin, AccessEcon, vol. 31(3), pages 2434-2443.

    Cited by:

    1. Lundgren, Amanda Ivarsson & Milicevic, Adriana & Uddin, Gazi Salah & Kang, Sang Hoon, 2018. "Connectedness network and dependence structure mechanism in green investments," Energy Economics, Elsevier, vol. 72(C), pages 145-153.
    2. Umar, Muhammad & Farid, Saqib & Naeem, Muhammad Abubakr, 2022. "Time-frequency connectedness among clean-energy stocks and fossil fuel markets: Comparison between financial, oil and pandemic crisis," Energy, Elsevier, vol. 240(C).
    3. Rui Dias & Nuno Teixeira & Paulo Alexandre & Mariana Chambino, 2023. "Exploring the Connection between Clean and Dirty Energy: Implications for the Transition to a Carbon-Resilient Economy," Energies, MDPI, vol. 16(13), pages 1-21, June.
    4. Venkata Sai Srinivasa Rao Muramalla & Hassan Ali Alqahtani, 2020. "Long Run Association of Oil Prices and Stock Prices: A Case of Indonesia," International Journal of Energy Economics and Policy, Econjournals, vol. 10(5), pages 593-600.
    5. Abiodun Moses Adetokunbo & Afe Success Mevhare, 2024. "The interconnectivity between green stocks, oil prices, and uncertainty surrounding economic policy: indications from the United States," SN Business & Economics, Springer, vol. 4(2), pages 1-26, February.
    6. Salles, Andre Assis de & Maria Eduarda, Silva & Paulo, Teles, 2022. "Empirical Evidence of Associations and Similarities between the National Equity Markets Indexes and Crude Oil Prices in the International Market," MPRA Paper 113589, University Library of Munich, Germany.

13. Huang, Alex YiHou & Peng, Sheng-Pen & Li, Fangjhy & Ke, Ching-Jie, 2011. "Volatility forecasting of exchange rate by quantile regression," International Review of Economics & Finance, Elsevier, vol. 20(4), pages 591-606, October.

    Cited by:

    1. Pierdzioch, Christian & Rülke, Jan-Christoph, 2015. "On the directional accuracy of forecasts of emerging market exchange rates," International Review of Economics & Finance, Elsevier, vol. 38(C), pages 369-376.
    2. Alessandra Pasqualina Viola & Marcelo Cabus Klotzle & Antonio Carlos Figueiredo Pinto & Wagner Piazza Gaglianone, 2017. "Predicting Exchange Rate Volatility in Brazil: an approach using quantile autoregression," Working Papers Series 466, Central Bank of Brazil, Research Department.
    3. Viola, Alessandra Pasqualina & Klotzle, Marcelo Cabus & Pinto, Antonio Carlos Figueiredo & da Silveira Barbedo, Claudio Henrique, 2019. "Foreign exchange interventions in Brazil and their impact on volatility: A quantile regression approach," Research in International Business and Finance, Elsevier, vol. 47(C), pages 251-263.
    4. Pham, Son Duy & Nguyen, Thao Thac Thanh & Li, Xiao-Ming, 2024. "Stabilizing global foreign exchange markets in the time of COVID-19: The role of vaccinations," Global Finance Journal, Elsevier, vol. 59(C).
    5. Rita Pimentel & Morten Risstad & Sjur Westgaard, 2022. "Predicting interest rate distributions using PCA & quantile regression," Digital Finance, Springer, vol. 4(4), pages 291-311, December.
    6. Chen, Son-Nan & Hsu, Pao-Peng, 2018. "Pricing and hedging barrier options under a Markov-modulated double exponential jump diffusion-CIR model," International Review of Economics & Finance, Elsevier, vol. 56(C), pages 330-346.
    7. Herman Mørkved Blom & Petter Eilif de Lange & Morten Risstad, 2023. "Estimating Value-at-Risk in the EURUSD Currency Cross from Implied Volatilities Using Machine Learning Methods and Quantile Regression," JRFM, MDPI, vol. 16(7), pages 1-23, June.
    8. Khalid M. Kisswani & Mahelet G. Fikru, 2023. "A Review of Econometric Approaches for the Oil Price-Exchange Rate Nexus: Lessons for ASEAN-5 Countries," Energies, MDPI, vol. 16(9), pages 1-15, April.
    9. Mauricio Lopera Castano & Ramón Javier Mesa Callejas & Sergio Iván Restrepo Ochoa & Charle Augusto Londono Henao, 2013. "Modelando el esquema de intervenciones del tipo de cambio para Colombia. una aplicación empírica de la técnica de regresión del cuantil bajo redes neu," Revista Cuadernos de Economia, Universidad Nacional de Colombia, FCE, CID, May.
    10. Shaghayegh KORDNOORI & Hamidreza MOSTAFAEI & Shirin KORDNOORI, 2015. "Applied SCGM(1,1)c Model and Weighted Markov Chain for Exchange Rate Ratios," Hyperion Economic Journal, Faculty of Economic Sciences, Hyperion University of Bucharest, Romania, vol. 3(4), pages 12-22, December.
    11. Haryo Kuncoro & Caroline Geetha & Fafurida Fafurida, 2024. "Central Bank Intervention and Exchange Rate Volatility in the Inflation-Targeting Regime," Economic Research Guardian, Mutascu Publishing, vol. 14(1), pages 2-15, June.

14. Huang, Alex YiHou, 2010. "An optimization process in Value-at-Risk estimation," Review of Financial Economics, Elsevier, vol. 19(3), pages 109-116, August.

    Cited by:

    1. Saeed Shaker-Akhtekhane & Solmaz Poorabbas, 2023. "Value-at-Risk Estimation Using an Interpolated Distribution of Financial Returns Series," Journal of Applied Finance & Banking, SCIENPRESS Ltd, vol. 13(1), pages 1-6.
    2. Degiannakis, Stavros & Dent, Pamela & Floros, Christos, 2014. "A Monte Carlo Simulation Approach to Forecasting Multi-period Value-at-Risk and Expected Shortfall Using the FIGARCH-skT Specification," MPRA Paper 80431, University Library of Munich, Germany.
       • Stavros Degiannakis & Pamela Dent & Christos Floros, 2014. "A Monte Carlo Simulation Approach to Forecasting Multi-period Value-at-Risk and Expected Shortfall Using the FIGARCH-skT Specification," Manchester School, University of Manchester, vol. 82(1), pages 71-102, January.
    3. Kostas Andriosopoulos & Nikos Nomikos, 2012. "Risk management in the energy markets and Value-at-Risk modelling: a Hybrid approach," RSCAS Working Papers 2012/47, European University Institute.

15. Alex YiHou Huang, 2010. "An optimization process in Value‐at‐Risk estimation," Review of Financial Economics, John Wiley & Sons, vol. 19(3), pages 109-116, August.

    Cited by:

    1. Saeed Shaker-Akhtekhane & Solmaz Poorabbas, 2023. "Value-at-Risk Estimation Using an Interpolated Distribution of Financial Returns Series," Journal of Applied Finance & Banking, SCIENPRESS Ltd, vol. 13(1), pages 1-6.

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