曾增展，男，台湾云林科技大学管理学博士主修财务金融，肇庆学院经管学院经济系副教授。研究方向:波动预测、动态关系。主要授课课程:《证券投资学》、《证券投资分析实验》、《期货投资分析实验》。曾在Asian Economic Journal、International Review of Economics & Finance、Applied Economics、Economic Modelling、Studies in Nonlinear Dynamics and Econometrics等国际知名学术期刊发表多篇论文。

期刊论文：

1. Jih-Kuang Chen and Tseng-Chan Tseng, (2024). A duo-theme cloud model DEMATEL approach for exploring the cause factors of green supply chain management. PLOS ONE, Vol. 19(3), 1-13. (SCI) (通讯作者)

2. Tseng-Chan Tseng, Hung-Cheng Lai, and Jih-Kuang Chen, (2022). Impacts of relatively rational and irrational investor sentiment on realized volatility. Asian Economic Journal, Vol.36, 458-478. (SSCI)

3. Jih-Kuang Chen and Tseng-Chan Tseng, (2022). Modeling the quality enablers of supplier chain quality management. SAGE Open, Vol.12(4), 1-13. (SSCI) (通讯作者)

4. Mei-Ping Chen, Wen-Yi Chen, and Tseng-Chan Tseng, (2017). Co-movements of returns in the health care sectors from the U.S., U.K., and Germany stock markets: Evidence from the continuous wavelet analyses. International Review of Economics & Finance, Vol. 49, 484-498. (SSCI) (通讯作者)

5. Hung-Cheng Lai, Tseng-Chan Tseng, and Sz-Chi Huang, (2016). Combining value averaging and bollinger band for an ETF trading strategy. Applied Economics, Vol. 48(37), 3550-3557. (SSCI)(通讯作者)

6. Tseng-Chan Tseng, Chien-Chiang Lee, and Mei-Ping Chen, (2015) Volatility forecast of country ETF: the sequential information arrival hypothesis. Economic Modelling, Vol. 47, 228-234. (SSCI)

7. Tseng-Chan Tseng, Huimin Chung, Chin-Sheng Huang, (2009). Modeling jump and continuous components in the volatility of Oil futures. Studies in Nonlinear Dynamics and Econometrics, Vol. 13(3), Article 5. (SSCI).