| Name | WANG,JO-YU |
|---|---|
| Current Position | Assistant Professor |
| Experience | Assistant Professor, Department of Finance, National Formosa University |
| Experience | Financial Management, Financial Statement Analysis, Financial Big Data Analysis, Financial Risk Management, Corporate Governance of Financial Institutions |
| Courses | Financial Institutions Management, Financial Risk Management, Financial Markets |
| Office Tel No. | 3182 |
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期刊論文 |
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1. |
Wang, J. Y., Y. C. Wu, W. L. Wu, M. J. Yang (2017). "How to Manage Long-term Financial Self-sufficiency of National Catastrophe Insurance Fund? The Feasibility of Three Bailout Programs. European Financial Management, 23, no.5, 951-974. (SSCI, 科技部財務領域A-Tier 2) |
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2. |
王若愚，張呈徽，李仁燿，林啟淵 (2015).調配機制對於毛豬價格波動性之影響. 農業經濟叢刊，第20卷，第2期，89-119. (TSSCI)。 |
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3. |
Chiang, Min-Hsien and Jo-Yu Wang, (2008) Regime switching cointegration tests for the Asian stock index futures, Applied Economics, 40, pp.285–293. (SSCI) |
| Year | Paper Title |
|---|---|
| 2023 | Dec. 2023 |
| 2022 | pp. 12-26, Jul. 2022 |
| 2021 | Oct. 2021 |
| 2020 | vol. 12, pp. 1-20, Sep. 2020 |
| 2019 | vol. 14, 2, pp. 113-152, Dec. 2019 |
| 2019 | vol. 15, 1, pp. 61-91, Feb. 2019 |
| 2017 | 5, pp. 951-974, Oct. 2017 |
| 2015 | May. 2015 |
| 2008 | pp. pp.285–293-, Jun. 2008 |
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國際研討會論文 |
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1. |
Wang, J. Y. (2018).Value at Risk based on Skewed distributions: evidence from Asian equity market, 2018 Multinational Finance Society (MFS) 25th Annual Meeting, Budapest, Hungary |
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2. |
Cong, Duc Tean and J. Y. Wang. (2017) Risk Management and VaR with Application on ASIAN Market. The 4th International Conference on Finance and Economics (ICFE), Ho Chi Minh City, Vietnam. |
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3. |
Wang, J. Y. (2017). Identification of Tail Distribution and Value-at-Risk to Equity and Futures Index Returns, 24th Annual Conference of the Multinational Finance Society (MFS), June, 2017, Bucharest, Romania. (Best Young Researcher Award) |
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4. |
Yang, M. J., Y.C. Wu, J. Y. Wang, and W.L. Wu. (2016). The Effectiveness of Asset, Liability, and Equity Hedging Against the Catastrophe Risk: the Cases of Winter Storms in North America and Europe. 2016 Annual Meeting of European Financial Management Association (EFMA). Basel, Switzerland. |
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5. |
Wang, J. Y. and Y.C. Wu (2016). The study on self-sufficient catastrophe bailout programs. 2016 Annual Meeting of European Financial Management Association (EFMA). Basel, Switzerland. |
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6. |
Wang, J. Y. and T. Choudhry (2015).Value at risk based on Extreme Value Theory: Evidence from Asian and Latin American Emerging Markets. The 2nd International Conference on Finance and Economics (ICFE 2015). Ho Chi Minh City, Vietnam. |
| Year | Paper Title |
|---|---|
| 2025 | Ninh Vu Hung, Wang Jo-Yu, How ESG performances mediate the firm digital transformation and firm performance in Taiwan-based listed companies, The International Conference on Business and Finance, Nov. 30-Dec. 01, 2025, VNM越南 |
| 2024 | The impact of ESG Scores on Firm performance in Taiwan Listed Companies, International Conference on Global Business, Leadership and Social Sciences, Jul. 07, 2024, TWN臺灣 |
| 2024 | 徐巧妃 王若愚, 永續發展對企業籌資的影響, 2024經濟、貿易與全球營運管理研討會, May. 21, 2024, TWN臺灣 |
| 2022 | Jo-Yu Wang Do Huu Binh , The relationship between economic growth, investment and employment: case of Vietnam and Indonesia, The Annual International Conference on Finance, Accounting, Investment, Risk Management, and Management Science 2022, Jul. 07, 2022, TWN中華民國(臺灣) |
| 2022 | Identification of Tail Distribution and Value-at-Risk to Equity and Index Futures Returns, The 30th Annual Conference on Pacific Basin Finance, Economics, Accounting, and Management, May. 12-13, 2022, TWN臺灣 |
| 2020 | Nyamsuren Choijil Jo-Yu Wang, 時間序列分析：通過應用ARIMA /GARСH模型來預測匯率波動的可行性, 2020亞洲區域經濟發展國際學術研討會, Oct. 31, 2020, TWN中華民國(臺灣) |
| 2020 | 王若愚 武氏映弦 王若蓮, 探討資本結構和營運資金影響台灣中小企業個財務管理績效, 第二十三屆財金理論與實務研討會, Jun. 22-23, 2020, TWN中華民國(臺灣) |
| 2019 | Jo-Yu Wang, Value-at-Risk of Equity Index and Index Futures Returns based on Empirical Tail Distribution, The 15th Conference of Asia-Pacific Association of Derivatives, Jul. 14-15, 2019, KOR大韓民國(南韓) |
| 2018 | Jo Yu Wang Duc Tran Cong Juo-Lien Wang, Value at Risk Based on Skewed Distributions: Evidence from Asian Equity Market, 25th Annual Conference of the Multinational Finance Society , Jun. 23-26, 2018, HUN匈牙利 |
| 2017 | Cong, Duc Tean and J. Y. Wang., Risk Management and VaR with Application on ASIAN Market , The 4th International Conference on Finance and Economics (ICFE), Sep. 20-21, 2017, VNM越南社會主義共和國(越南) |
| 2017 | Wang, J. Y., Identification of Tail Distribution and Value-at-Risk to Equity and Futures Index Returns, 24th Annual Conference of the Multinational Finance Society (MFS), Jun. 24-27, 2017, ROU羅馬尼亞 |
| 2016 | Wang, Y. J. M. J. Yang Y.C. Wu, W.L. Wu. , The Effectiveness of Asset, Liability, and Equity Hedging Against the Catastrophe Risk: the Cases of Winter Storms in North America and Europe. , 2016 Annual Meeting of European Financial Management Association (EFMA). , Jun. 28-Jul. 01, 2016, CHE瑞士聯邦(瑞士) |
| 2016 | Wang, J. Y. Y.C. Wu , The study on self-sufficient catastrophe bailout programs. , 2016 Annual Meeting of European Financial Management Association (EFMA). , Jun. 28-Jul. 01, 2016, CHE瑞士聯邦(瑞士) |
| 2015 | Wang, J. Y. T. Choudhry, Value at risk based on Extreme Value Theory: Evidence from Asian and Latin American Emerging Markets. , The 2nd International Conference on Finance and Economics (ICFE 2015). , Jun. 03-04, 2015, VNM越南社會主義共和國(越南) |
| Project Category | Year | Project Title | Job Title | Period |
|---|---|---|---|---|
| 政府學術研究計畫-科技部專題研究計畫 | 2025 | 114年度【臺灣與亞洲的智慧製造及永續發展—AI驅動下的低碳智慧製造與產業轉型】 | 共同(協同)主持人 | 2025.06 ~ 2025.12 |
| 政府其他案件 | 2023 | 112-113年教育部【全球優秀青年學子來台蹲點計畫(TEEP)虎科大國際工商業人才樞紐】 | 主持人 | 2023.11 ~ 2024.12 |
| 企業產學計畫(含公營及私人企業) | 2023 | ACS-複合材料應用於大客車結構與蒙皮輕量化樣車製造 | 共同(協同)主持人 | 2023.10 ~ 2025.08 |
| 政府其他案件 | 2022 | 111-112年教育部【全球優秀青年學子來台蹲點計畫(TEEP)虎科大國際工商業人才樞紐】 | 主持人 | 2022.11 ~ 2024.06 |
| 政府產學計畫 | 2021 | 110年度行政院農業委員會林務局東勢林區管理處農村再生基金計畫-「梨山地區廢棄枝條能源化經濟效益評估」補助案 | 主持人 | 2021.09 ~ 2021.12 |
| 政府學術研究計畫-科技部專題研究計畫 | 2021 | 科技部110年度【農民投資設施農業的新觀點：同時考慮收益與風險】 | 主持人 | 2021.07 ~ 2022.10 |
| 政府學術研究計畫-科技部專題研究計畫 | 2018 | 科技部107年度 【 各區域經濟銀行體系之系統風險─以北美、歐洲、亞洲及拉丁美洲市場為例 】(新進人員研究計畫) | 主持人 | 2018.07 ~ 2019.07 |
| 政府學術研究計畫-科技部專題研究計畫 | 2017 | 科技部106年度 【 銀行公司治理新構面：系統風險與市場風險對公司治理的關聯性 】(新進人員研究計畫) | 主持人 | 2017.07 ~ 2018.10 |
| Country | School Name | Department | Degree |
|---|---|---|---|
| 國立台灣科技大學 | 管理研究所 | 碩士 | |
| University of Southampton | International Finance | 博士 | |
| 義守大學 | 工業管理 | 學士 |
| Service Name | Service Type | Service Unit | Participation Status | Area | Service Start Date | Service End Date |
|---|---|---|---|---|---|---|
| 期刊審稿人 | 擔任國外專業期刊編審及評審 | International Journal of Managerial Finance | 2022-02-28 | 2022-03-01 | ||
| 期刊審稿人 | 擔任國內專業期刊編審及評審 | Asia-Pacific Economic and Management Review (亞太經濟管理評論) ISSN:1682-8062 | 2021-08-31 | 2021-09-01 |
| Year | Paper Title |
|---|---|
| 2025 | ASWIN ANDIKA PUTRA, Bitcoin: Risk-on or Risk-off Asset? A Dynamic Correlation and Comparative Analysis with Gold, US Equities, and DXY, 2025 |
| 2025 | NINH, VU-HUNG, How ESG Performances mediate the firm digital transformation and financial firm performance in Taiwan-based listed technological companies?, 2025 |
| 2024 | CHUNG, YU-EN, The Impact of Taiwanese Election Events on Market Abnormal Returns: An Empirical Study of Polling Accuracy and Investor Expectations, 2024 |
| 2024 | NGO THI MAI PHUONG, Forecasting potential financial Bubbles in US with a Hybrid Approach: GARCH, MS-LPPLS-CI., 2024 |
| 2023 | The Impact of ESG Ratings on Corporate Fundraising: A Case Study of Listed Companies in Taiwan, 2023 |
| 2023 | Assessing The Effects Of ESG On The Financial Performance Of Listed Companies In Taiwan., 2023 |
| 2022 | The relationship between economic growth, investment, and employment in Vietnam and Indonesia, 2022 |
| 2022 | The Relationship Between Futures Spread, Volume, And Macroeconomic Factors – Evidence From US, Taiwan, And Japan, 2022 |
| 2021 | Modelling regime changes in stock and forex market return volatility with MS-GARCH-VaR Model, 2021 |
| 2021 | Time-varying Co-movement between Hong Kong and Taiwan Market, 2021 |
| 2020 | Time Series Analysis: Pоssibility оf Prediсting Exсhange Rate Fluсtuatiоns by Applying ARIMA/GARСH Model, 2020 |
| 2019 | Do capital structure, working capital and governance quality affect the financial performance of small and medium enterprises in Taiwan?, 2019 |
| 2019 | The Announcement Effect of Share Repurchases under the Continuous Financial Events, 2019 |
| Course Title | Class | Reference Link |
|---|---|---|
| 金融市場 | 夜技財金一甲 | https://tqas.nfu.edu.tw/course_schedule/detail/11427025 |
| 證券分析實務 | 四財金三甲 | https://tqas.nfu.edu.tw/course_schedule/detail/11422069 |
| 時間數列分析 | 碩財金一甲 | https://tqas.nfu.edu.tw/course_schedule/detail/11420029 |