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  1. Does the COVID-19 pandemic affect the asset allocation performance? Evidence from a composite asset selection approach

    Article • Humanities and Social Sciences Communications, August 2025, Springer Science + Business Media

    Dr Jung-Bin Su

  2. The influence of the COVID-19 pandemic on the short- and long-term interactions in the agricultural market: Evidence from a connectedness network approach

    Article • PLOS One, December 2023, PLOS

    Dr Jung-Bin Su

  3. The COVID-19 pandemic affects the interactions between four markets

    Article • Frontiers in Public Health, November 2022, Frontiers

    Dr Jung-Bin Su

  4. The Interactions between the Emerging and Developed Markets

    Article • Mathematics, April 2022, MDPI AG

    Dr Jung-Bin Su

  5. Structural change in the correlation, return and volatility spillovers: evidence from the oil, stock and exchange rate markets in the United States

    Article • Economic Research-Ekonomska Istraživanja, April 2022, Taylor & Francis

    Dr Jung-Bin Su

  6. Promote the Performance of Parametric Volatility Forecasts using A Neural Networks Approach

    Article • Entropy, September 2021, MDPI AG

    Dr Jung-Bin Su

  7. The Implementation of Asset Allocation Approaches: Theory and Evidence

    Article • Sustainability, September 2020, MDPI AG

    Dr Jung-Bin Su

  8. The impact of liquidity on portfolio value-at-risk forecasts

    Article • Applied Economics, August 2019, Taylor & Francis

    Dr Jung-Bin Su

  9. The Value-At-Risk Estimate of Stock and Currency-Stock Portfolios’ Returns

    Article • Risks, November 2018, MDPI AG

    Dr Jung-Bin Su

  10. Sustainable Returns: The Effect of Regional Industrial Development Policy on Institutional Investors’ Behavior in China

    Article • Sustainability, August 2018, MDPI AG

    Dr Jung-Bin Su

  11. The assessment of United States quantitative easing policy: Evidence from global stock markets

    Article • International Journal of Finance & Economics, October 2017, Wiley

    Dr Jung-Bin Su

  12. How do financial features affect volatility forecasts? Evidence from the oil market and other markets

    Article • Asia Pacific Management Review, April 2017, Elsevier

    Dr Jung-Bin Su

  13. How the Quantitative Easing Affect the Spillover Effects between the Metal Market and United States Dollar Index?

    Article • Journal of Reviews on Global Economics, August 2016, Lifescience Global

    Dr Jung-Bin Su, Lifescience Global Inc.

  14. Value-at-risk estimates of the stock indices in developed and emerging markets including the spillover effects of currency market

    Article • Economic Modelling, April 2015, Elsevier

    Dr Jung-Bin Su

  15. The interrelation of stock markets in China, Taiwan and Hong Kong and their constructional portfolio’s value-at-risk estimate

    Article • The Journal of Risk Model Validation, December 2014, Incisive Media

    Dr Jung-Bin Su

  16. long memory, leverage, and distribution effects for stock market risk estimates

    Article • The North American Journal of Economics and Finance, November 2014, Elsevier

    Dr Jung-Bin Su

  17. Value-at-Risk Estimation via a Semi-Parametric Approach

    Article • August 2014, Springer Science + Business Media

    Dr Jung-Bin Su

  18. Why does skewness or the fat-tail effect play a major role in value-at-risk estimates?

    Article • International Review of Economics & Finance, May 2014, Elsevier

    Dr Jung-Bin Su

  19. How candlestick features affect the performance of volatility forecasts: evidence from the stock market

    Article • European Journal of Finance, November 2013, Taylor & Francis

    Dr Jung-Bin Su

  20. How to mitigate the impact of inappropriate distributional settings when the parametric value-at-risk approach is used

    Article • Quantitative Finance, January 2013, Taylor & Francis

    Dr Jung-Bin Su

  21. Alternative statistical distributions for estimating value-at-risk: theory and evidence

    Article • Review of Quantitative Finance and Accounting, October 2011, Springer Science + Business Media

    Dr Jung-Bin Su

  22. Empirical analysis of jump dynamics, heavy-tails and skewness on value-at-risk estimation

    Article • Economic Modelling, May 2011, Elsevier

    Dr Jung-Bin Su

  23. Value-at-Risk Forecasts in U.S. Stock Market index with Skewed Generalized Error Distributions

    Article • Applied Financial Economics Letters, October 2008, Taylor & Francis

    Dr Jung-Bin Su