Journal Paper

Year Journal Category
2025 Po-Keng Cheng/Hao-Wen Chang/Yiwen Yang/Chu-Wei Tseng, Standard Portfolio Analysis of Risk versus Filtered Historical Simulation Value-at-Risk and Its Improvements: Evidence from Taiwan Market, Journal of Derivatives, 32(4), 25-70 SSCI
2024 Po-Keng Cheng/Chinho Lin, Fundamentalists in the cryptocurrency markets, Applied Economics Letters, 31(6), 535-544 SSCI
2024 Shu-Han Hsu/Po-Keng Cheng/Yiwen Yang, Diversification, hedging, and safe-haven characteristics of cryptocurrencies: A structural change approach, International Review of Financial Analysis, 93, 103211 SSCI
2023 Chih-Wen Wang/Po-Keng Cheng/Vinoth Kumar Ponnusamy/Hung-Che Chiang/Wan-Ting Chang/Po-Chin Huang, Exposure Characteristics and Cumulative Risk Assessment for Phthalates in Children Living near a Petrochemical Complex, Toxics, 11(1) SCIE
2023 Po-Keng Cheng/Vinoth Kumar Ponnusamy/Karthikeyan Prakasham/Hsin-I Huang/Wan-Ting Chang/Po-Chin Huang, Exposure and Risk Assessment of Urinary Trans, Trans-Muconic Acid in Schoolaged Children in the Vicinity of a Petrochemical Complex in Central Taiwan, Frontiers in Public Health, 11, 1234823 SCIE, SSCI
2022 Po-Keng Cheng, Transitions among states behind interactive agent model , Computational and Mathematical Organization Theory, 28 (1), 27-51 SSCI
2022 Po-Keng Cheng/Hsin-Chang Chen/Pao-Lin Kuo/Jung-Wei Chang/Wan-Ting Chang/Po-Chin Huang , Associations between Oxidative/Nitrosative Stress and Thyroid Hormones in Pregnant Women—Tainan Birth Cohort Study (TBCS) , Antioxidants , 11(2), 334 SCIE
2022 Han-Bin Huang/Po-Keng Cheng/Chi-Ying Siao/Yuan-Ting C. Lo/Wei-Chun Chou/Po-Chin Huang, Mediation effects of thyroid function in the associations between phthalate exposure and lipid metabolism in adults , Environmental Health , 21 (1), 1-15 SCIE
2022 Po-Chin Huang/Po-Keng Cheng/Hsin-Chang Chen/Ivy Shiue/Wan-Ting Chang/Hsin-I Huang/Jung-Wei Chang/I-Jen Wang, Are Phthalate Exposure Related to Oxidative Stress in Children and Adolescents with Asthma? A Cumulative Risk Assessment Approach , Antioxidants , 11(7), 1315 SCIE
2020 Po-Keng Cheng, Listen to the Signals from an Interactive Agent‐Based Model, Applied Economics Letters, 28 (21), 1884-1888 SSCI
2019 Po-Keng Cheng/Frédéric Planchet , Stochastic Deflator for an Economic Scenario Generator with Five Factors , Bankers, Markets, Investors, n°157
2017 Po-Keng Cheng/Young Shin Kim, Speculative bubbles and Crashes: Fundamentalists and Positive-Feedback Trading, Cogent Economics & Finance, 5 (1), 1381370
2016 Po-Keng Cheng, Essay Review‐Fragile by Design: The Political Origins of Banking Crises and Scarce Credit, International Journal of Applied Behavioral Economics, 5 (1), 48-52

Conference paper

Year Title

Technical report

Year Title

Book

Year Book

Research project

Unit Project Start Date Role
臺灣期貨交易所股份有限公司 我國期貨集中交易市場採用VaR保證金計算機制之可行性研究 2022/11/01 協同主持人
科技部 異質代理人模型的決策心智過程 2021/08/01 共同主持人

Experience

Date Experience Unit Role
2025/06/06 審查人 Journal of Risk and Financial Management
2025/05/14 審查人 Computational and Mathematical Organization Theory
2025/03/09 審查人 Journal of Statistical Computation and Simulation
2025/02/14 審查人 Journal of Risk and Financial Management
2025/01/24 審查人 Theory and Decision
2025/01/17 審查人 International Journal of Applied Behavioral Economics
2024/11/19 審查人 Journal of Asian Economics
2024/06/15 審查人 Journal of Statistical Computation and Simulation
2024/04/19 審查人 應用經濟論叢
2024/03/20 審查人 Games

Honor

Year Project Awarder