Jui‐Cheng Hung

837 total citations
36 papers, 603 citations indexed

About

Jui‐Cheng Hung is a scholar working on Economics and Econometrics, Finance and General Economics, Econometrics and Finance. According to data from OpenAlex, Jui‐Cheng Hung has authored 36 papers receiving a total of 603 indexed citations (citations by other indexed papers that have themselves been cited), including 30 papers in Economics and Econometrics, 26 papers in Finance and 13 papers in General Economics, Econometrics and Finance. Recurrent topics in Jui‐Cheng Hung's work include Market Dynamics and Volatility (24 papers), Financial Risk and Volatility Modeling (21 papers) and Monetary Policy and Economic Impact (13 papers). Jui‐Cheng Hung is often cited by papers focused on Market Dynamics and Volatility (24 papers), Financial Risk and Volatility Modeling (21 papers) and Monetary Policy and Economic Impact (13 papers). Jui‐Cheng Hung collaborates with scholars based in Taiwan, United States and Canada. Jui‐Cheng Hung's co-authors include Hung‐Chun Liu, Ming‐Chih Lee, Yi‐Hsien Wang, Chien‐Liang Chiu, J. Jimmy Yang, Justin Yang, Geoffrey Wall, Janet Chang, Yen‐Hsien Lee and Kuang‐Hsun Shih and has published in prestigious journals such as Expert Systems with Applications, Energy and Energy Economics.

In The Last Decade

Jui‐Cheng Hung

35 papers receiving 559 citations

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name h Career Trend Papers Cites
Jui‐Cheng Hung Taiwan 13 472 387 176 86 47 36 603
George Milunovich Australia 14 566 1.2× 273 0.7× 132 0.8× 51 0.6× 67 1.4× 52 677
Michael Frömmel Belgium 14 398 0.8× 343 0.9× 255 1.4× 57 0.7× 50 1.1× 57 585
Theo Berger Germany 13 739 1.6× 302 0.8× 277 1.6× 65 0.8× 79 1.7× 27 825
Владимир Кузин Germany 11 456 1.0× 185 0.5× 347 2.0× 109 1.3× 21 0.4× 23 617
Onur Polat Türkiye 13 555 1.2× 186 0.5× 93 0.5× 54 0.6× 80 1.7× 48 681
Amélie Charles France 15 853 1.8× 561 1.4× 292 1.7× 135 1.6× 43 0.9× 43 1.0k
Walid Chkili Tunisia 12 902 1.9× 497 1.3× 398 2.3× 64 0.7× 88 1.9× 19 976
Helena Veiga Spain 13 404 0.9× 214 0.6× 107 0.6× 108 1.3× 12 0.3× 36 546
Ilias Kampouris United Arab Emirates 11 349 0.7× 197 0.5× 58 0.3× 52 0.6× 34 0.7× 28 486
Saumya Ranjan Dash India 14 539 1.1× 290 0.7× 104 0.6× 83 1.0× 50 1.1× 38 658

Countries citing papers authored by Jui‐Cheng Hung

Since Specialization
Citations

This map shows the geographic impact of Jui‐Cheng Hung's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Jui‐Cheng Hung with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Jui‐Cheng Hung more than expected).

Fields of papers citing papers by Jui‐Cheng Hung

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Jui‐Cheng Hung. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Jui‐Cheng Hung. The network helps show where Jui‐Cheng Hung may publish in the future.

Co-authorship network of co-authors of Jui‐Cheng Hung

This figure shows the co-authorship network connecting the top 25 collaborators of Jui‐Cheng Hung. A scholar is included among the top collaborators of Jui‐Cheng Hung based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Jui‐Cheng Hung. Jui‐Cheng Hung is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

20 of 20 papers shown
1.
Hung, Jui‐Cheng, Hung‐Chun Liu, & J. Jimmy Yang. (2024). The economic value of Bitcoin: A volatility timing perspective with portfolio rebalancing. The North American Journal of Economics and Finance. 74. 102260–102260.
2.
Hung, Jui‐Cheng, Hung‐Chun Liu, & Jie Yang. (2022). Does the tail risk index matter in forecasting downside risk?. International Journal of Finance & Economics. 28(3). 3451–3466. 1 indexed citations
3.
Hung, Jui‐Cheng, Hung‐Chun Liu, & J. Jimmy Yang. (2021). Trading activity and price discovery in Bitcoin futures markets. Journal of Empirical Finance. 62. 107–120. 35 indexed citations
4.
Hung, Jui‐Cheng, Hung‐Chun Liu, & Justin Yang. (2020). Improving the realized GARCH’s volatility forecast for Bitcoin with jump-robust estimators. The North American Journal of Economics and Finance. 52. 101165–101165. 24 indexed citations
5.
Hung, Jui‐Cheng, et al.. (2018). The Value-At-Risk Estimate of Stock and Currency-Stock Portfolios’ Returns. Risks. 6(4). 133–133. 6 indexed citations
6.
Hung, Jui‐Cheng, et al.. (2018). Price Discovery and Trading Activity in Taiwan Stock and Futures Markets. Emerging Markets Finance and Trade. 56(5). 963–976. 3 indexed citations
7.
Wang, Yi‐Hsien, et al.. (2015). HOW DOES PATENT LITIGATION INFLUENCE DYNAMIC RISK FOR MARKET COMPETITORS?. Technological and Economic Development of Economy. 23(5). 780–793. 6 indexed citations
8.
Hung, Jui‐Cheng. (2015). Evaluation of realized multi-power variations in minimum variance hedging. Economic Modelling. 51. 672–679. 4 indexed citations
9.
Hung, Jui‐Cheng, et al.. (2011). Empirical analysis of jump dynamics, heavy-tails and skewness on value-at-risk estimation. Economic Modelling. 28(3). 1117–1130. 39 indexed citations
10.
Wang, Yi‐Hsien, et al.. (2010). An optimal algorithm for type-I assembly line balancing problem with resource constraint. AFRICAN JOURNAL OF BUSINESS MANAGEMENT. 4(10). 2051–2058. 9 indexed citations
11.
Liu, Hung‐Chun & Jui‐Cheng Hung. (2010). Forecasting volatility and capturing downside risk of the Taiwanese futures markets under the financial tsunami. Managerial Finance. 36(10). 860–875. 6 indexed citations
12.
Hung, Jui‐Cheng, et al.. (2010). Skewness and leptokurtosis in GARCH-typed VaR estimation of petroleum and metal asset returns. Journal of Empirical Finance. 18(1). 160–173. 52 indexed citations
13.
Hung, Jui‐Cheng, et al.. (2009). Examining market efficiency for large- and small-capitalization of TOPIX and FTSE stock indices. Applied Financial Economics. 19(9). 735–744. 16 indexed citations
14.
Hung, Jui‐Cheng. (2009). The Information Contents of VIX Index and Range-based Volatility on Volatility Forecasting Performance of S&P 500. Economics bulletin. 29(3). 2592–2604. 3 indexed citations
15.
Hung, Jui‐Cheng, et al.. (2009). Using VIX Index and Range-based Volatility to Enhance the Volatility Forecasting Performance of GARCH Models. 2 indexed citations
16.
Hung, Jui‐Cheng & Ming‐Chih Lee. (2007). Hedging for multi-period downside risk in the presence of jump dynamics and conditional heteroskedasticity. Applied Economics. 39(18). 2403–2412. 6 indexed citations
17.
Chiu, Chien‐Liang & Jui‐Cheng Hung. (2007). Normal and abnormal information transmissions: evidence from China's stock markets. Applied Economics Letters. 14(12). 863–870. 2 indexed citations
18.
Hung, Jui‐Cheng, et al.. (2007). Jump risk of Presidential election: evidence from Taiwan stock and foreign exchange markets. Applied Economics. 39(17). 2231–2240. 3 indexed citations
19.
Chiu, Chien‐Liang, et al.. (2006). Clearing margin system in the futures markets—Applying the value-at-risk model to Taiwanese data. Physica A Statistical Mechanics and its Applications. 367. 353–374. 6 indexed citations
20.
Lin, Chin‐Tsai, Jui‐Cheng Hung, & Yi‐Hsien Wang. (2005). Forecasting the One-period-ahead Volatility of the International Stock Indices: GARCH Model vs. GM(1,1)-GARCH Model. 8(1). 1–12. 4 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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