I am an Associate Professor of Insurance and Financial Management at National Taichung University of Science and Technology (NTUST), Taiwan, where my research sits at the nexus of energy economics, financial market uncertainty, and macroeconomic forecasting. My work focuses particularly on understanding how oil price dynamics transmit through global financial systems under geopolitical and pandemic-driven shocks. Methodologically, I specialize in advanced frequency-domain and distributional econometrics, including Wavelet Quantile Correlation (WQC), Quantile-on-Quantile (QQ) connectedness, Mixed-Frequency VAR (MF-VAR), and QVAR frameworks—tools that allow me to uncover asymmetric, nonlinear, and cross-frequency transmission mechanisms that conventional models routinely miss. My empirical work spans the United States, China, G7, BRICS, and Asia-Pacific economies, with studies directly examining financial market responses to major geopolitical disruptions, including the Russia–Ukraine conflict. My research appears in SSCI-indexed journals including the North American Journal of Economics and Finance, Applied Economics Letters, Economic Analysis and Policy, and Global Finance Journal, accumulating substantial international citations. I serve as a Board Member of the Taiwan Finance Association and actively collaborate with scholars across Europe and Asia on projects bridging sustainable finance, macro-financial modeling, and energy policy.