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    Prof. Michael McAleer

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    Submitted by: Michael McAleer


    Current Appointments

    University Research Chair Professor, Department of Finance, Asia University, Taiwan; Erasmus Visiting Professor of Quantitative Finance, Econometric Institute, Erasmus School of Economics, Erasmus University Rotterdam, The Netherlands; Adjunct Professor, Department of Economic Analysis ans ICAE, Complutense University of Madrid (founded 1293), Spain; Adjunct Professor, Department of Mathematics and Statistics, University of Canterbury, New Zealand; and IAS Adjunct Professor, Institute of Advanced Sciences, Yokohama National University, Japan.



    Fellow, Journal of Econometrics

    Fellow, Econometric Reviews

    Editorial Fellow, Econometric Reviews

    Multa Scripsit, Econometric Theory 


    880+ journal articles and books.


    Michael McAleer has research interests in economics, econometrics, finance, business, energy finance, statistics, climate change, and carbon emissions.

    On numerous occasions, visiting professor at the University of Tokyo, Kyoto University, Osaka University, Kobe University, and Yokohama National University, Japan; University of Padova (founded 1222), Italy, Complutense University of Madrid (founded 1293), Spain; Ca' Foscari University of Venice, Italy; University of Zurich, Switzerland; University of Hong Kong, Chinese University of Hong Kong; and Hong Kong University of Science and Technology. China. He is an elected Distinguished Fellow of the International Engineering and Technology Institute (DFIETI), and an elected Fellow of the Academy of the Social Sciences in Australia (FASSA), International

    Environmental Modelling and Software Society (FIEMSS), Modelling and Simulation Society of Australia and New Zealand (FMSSANZ), Tinbergen Institute, The Netherlands, Journal of Econometrics, and Econometric Reviews. He is the Editor-in-Chief of six international journals, is on the editorial boards of a further 40+ international journals, and has guest co-edited numerous special issues of the Journal of Econometrics (Elsevier), Econometric Reviews (Taylor and Francis), Environmental Modelling and Software (Elsevier), Mathematics and Computers in Simulation (Elsevier), North American Journal of Economics and Finance (Elsevier), International Review of Economics and Finance (Elsevier), Annals of Financial Economics (World Scientific), Journal of Risk and Financial Management (MDPI), Sustainability (MDPI), Energies (MDPI), Risks (MDPI), Journal of Economic Surveys (Wiley), Economic Record (Wiley), Advances in Decision Sciences (Asia University), and China Finance Review International (Emerald).

    Published 880+ journal articles and books in economics, theoretical and applied financial econometrics, quantitative finance, risk and financial management, theoretical and applied econometrics, theoretical and applied statistics, time series analysis, energy economics and finance, sustainability, environmental modelling, carbon emissions, climate change econometrics, forecasting, informatics, data mining, bibliometrics, and international rankings of journals and academics, many of which are available at:

    Previous Appointments

    University Distinguished Chair Professor (2013-2018), College of Technology Management, National Tsing Hua University, Taiwan

    Distinguished Chair Professor (2010-2013), College of Management, National Chung Hsing University, Taiwan

    Professor of Quantitative Finance (2009-2013), Econometric Institute, Erasmus School of Economics, Erasmus University Rotterdam, The Netherlands

    Research Fellow (from 2009), Tinbergen Institute, The Netherlands 

    Distinguished Chair Professor (2008-2010), College of Agriculture and Natural Resources, National Chung Hsing University, Taiwan
    Adjunct Professor (2003-2006), Faculty of Science, Australian National University, Australia
    Adjunct Professor (from 2002), Department of Economics and Finance, Department of Mathematics and Statistics 
    University of Canterbury, New Zealand
    Adjunct Professor (1992-2001), Institute of Advanced Studies, Australian National University, Australia

    Professor of Economics (Econometrics) (1991-2009), Department of Economics, University of Western Australia, Australia


    International Engineering and Technology Institute (IETI) 

    Institute of Data Science and Artificial Intelligence (IDSAI 

    International Research Institute for Economics and Management (IRIEM 

    International Association for Decision Sciences and Business (IADSB) 

    View Websites

    View IETI Distinguished Fellows page: 

    View research and downloads on my SSRN Author page: 

    View research and rankings on my RePEc Author page:

    View research and citations on my ISI Author page:

    View research and citations on my SCOPUS Author page:
    View research and citations on my Publons Author page:

    View research and citations on my ResearchGate Author page: