■ Education

• Ph.D. in Agricultural Economics, University of Illinois at Urbana-Champaign, USA, 1988
• M.S. in Agricultural Economics, University of Georgia, USA, 1983
• B.S. in Agricultural Economics, National Taiwan University, Taiwan, 1981
  

■ Fields of Interest

Futures and Options Markets

■  Publications

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.
   
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.
   
4. Chen, Show-Lin, Li-Ju Tsai, and Nen-Jing Chen (2012), "Home Bias and Half-life of Real Exchange Rates: Empirical Evidences from Three Northeast Asian Countries," Journal of Management Practices and Principles, 6(3): 109-120, (In Chinese)
   
5. Chuang, Rwei-Ju, Show-Lin Chen, and Nen-Jing Chen (2012), "Analysis of the Exchange Rate Trend Reversion Factors: Unexpected Macroeconomics News and Technical Indices," Fu Jen Management Review, 19(1): 1-26. (In Chinese)
   
6. Huang, Jiun-Kai, Nen-Jing Chen, Li-Ju Tsai, and Show-Lin Chen (2009), "Spread and Investment Strategy: The Case of Taiwan Futures and Spot Stock Markets," Fu Jen Management Review, 16(2): 1-24. (In Chinese)
   
7. Chen, Nen-Jing, Tian-Shyug Lee, and James-C Liu (2003), "Using Gray Forecasting and Neural Networks in Forecasting the Opening Cash Price Index: Evidence from the SGX-DT MSCI Taiwan Index Futures Contracts," Journal of the Chinese Grey System Association, 6(2): 103-120. (In Chinese)
   
8. Lee, T. S. and N. J. Chen (2003), "Integrating Grey Forecasting and Neural Networks in Forecasting of Cash Opening Index Price," China Collection of Writings in Science and Technology Development. (in Chinese)
   
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. Lee, Tian-Shyug, Nen-Jing Chen, and Jung-Yu Tsai (2001), "The Information Content of Futures Prices in Non-Cash-Trading Periods: Evidence from the SGX-DT Nikkei 225 Futures Contracts," Journal of Management, 18(4): 567-588. (in Chinese)
    
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(2): 29-54.
    
13. Chen, Nen-Jing (1993), "An Evaluation of Alternative Optimal Hedging Derivations," Agriculture and Economics, 69-86.
    
14. Chen, Nen-Jing and Raymond M. Leuthold (1991), "A Comparison of Alternative Corn Importing Strategies for Taiwan," The Review of Futures Markets, 9: 259-279.
    
15. Chen, Nen-Jing (1990), "Futures as a Risk Management Instrument - An Empirical Study on Importing of Corn," Fu-Jen Studies, College of Law and Management, 22:37-53. (in Chinese)
    
16. Chen, Nen-Jing and 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. Chen, Nen-Jing, Glenn C. W. Ames, and A. Lawton Hammett (1988), "Implications of a Tariff on Imported Canadian Softwood Lumber," Canadian Journal of Agricultural Economics, 36: 69-81.