Exception

Oi Alex, você pode postar o código de suas classes aqui? Meu chute é que você tenha feito algum import de classe errado.

esse é o persistence.xml

<persistence xmlns="http://java.sun.com/xml/ns/persistence"
    xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance"
    xsi:schemaLocation="http://java.sun.com/xml/ns/persistence
        http://java.sun.com/xml/ns/persistence/persistence_2_0.xsd"
    version="2.0">

    <!-- unidade de persistencia com o nome financas -->
    <persistence-unit name="financas">

        <!-- Implementação do JPA, no nosso caso Hibernate -->
        <provider>org.hibernate.jpa.HibernatePersistenceProvider</provider>

        <!-- Aqui são listadas todas as entidades -->
        <class>br.com.caelum.financas.modelo.Conta</class>

        <properties>    
            <!-- Propriedades JDBC -->
            <property name="javax.persistence.jdbc.driver" value="com.mysql.jdbc.Driver" />
            <property name="javax.persistence.jdbc.url" value="jdbc:mysql://localhost/financas" />
            <property name="javax.persistence.jdbc.user" value="Alex" />
            <property name="javax.persistence.jdbc.password" value="8734" />

            <!-- Configurações específicas do Hibernate -->
            <property name="hibernate.dialect" value="org.hibernate.dialect.MySQL5InnoDBDialect" />
            <property name="hibernate.hbm2ddl.auto" value="update" />
            <property name="hibernate.show_sql" value="true" />
            <property name="hibernate.format_sql" value="true" />
        </properties>
    </persistence-unit>
</persistence>

Código da classe Conta

package br.com.caelum.financas.modelo;

import javax.persistence.Entity;
import javax.persistence.GeneratedValue;
import javax.persistence.GenerationType;
import javax.persistence.Id;

@Entity
public class Conta {

    @Id
    @GeneratedValue(strategy = GenerationType.IDENTITY)
    private Integer id;
    private String titular;
    private String banco;
    private String agencia;
    private String numero;

    public Integer getId() {
        return id;
    }

    public void setId(Integer id) {
        this.id = id;
    }

    public String getTitular() {
        return titular;
    }

    public void setTitular(String titular) {
        this.titular = titular;
    }

    public String getBanco() {
        return banco;
    }

    public void setBanco(String banco) {
        this.banco = banco;
    }

    public String getAgencia() {
        return agencia;
    }

    public void setAgencia(String agencia) {
        this.agencia = agencia;
    }

    public String getNumero() {
        return numero;
    }

    public void setNumero(String numero) {
        this.numero = numero;
    }

}

Código do main da classe Teste

package br.com.caelum.financas.teste;

import javax.persistence.Persistence;
import javax.persistence.EntityManager;
import javax.persistence.EntityManagerFactory;

import br.com.caelum.financas.modelo.Conta;

public class Teste {

    public static void main(String[] args) {

        Conta conta = new Conta();
        conta.setTitular("Jose Alex");
        conta.setBanco("Caixa Economica");
        conta.setAgencia("123");
        conta.setNumero("456");

        EntityManagerFactory emf = Persistence.createEntityManagerFactory("financas");
        EntityManager em = emf.createEntityManager();

        em.getTransaction().begin();
        em.persist(conta);
        em.getTransaction().commit();


        em.close();
        emf.close();





    }

}

Oi, Alex suas classes estão corretas. Fiz uma pesquisa aqui e essa exceção ocorre quando usa o java 9 e não vem mais no classpath dessa versão. Você provavelmente está utilizando o java 9 e precisa colocar os jars do jaxb para funcionar

Olá, Thais! fazendo uma pesquisa também, vi quem deveria ir no "Run Configurations" e colocar "--add-modules java.xml.bind" no VM Arguments. Depois disso surge uma nova Exeception:

mai 22, 2018 6:27:45 PM org.hibernate.jpa.internal.util.LogHelper logPersistenceUnitInformation
INFO: HHH000204: Processing PersistenceUnitInfo [
    name: financas
    ...]
mai 22, 2018 6:27:45 PM org.hibernate.Version logVersion
INFO: HHH000412: Hibernate Core {5.3.0.Final}
mai 22, 2018 6:27:45 PM org.hibernate.cfg.Environment <clinit>
INFO: HHH000206: hibernate.properties not found
mai 22, 2018 6:27:45 PM org.hibernate.annotations.common.reflection.java.JavaReflectionManager <clinit>
INFO: HCANN000001: Hibernate Commons Annotations {5.0.3.Final}
mai 22, 2018 6:27:46 PM org.hibernate.engine.jdbc.connections.internal.DriverManagerConnectionProviderImpl configure
WARN: HHH10001002: Using Hibernate built-in connection pool (not for production use!)
Loading class `com.mysql.jdbc.Driver'. This is deprecated. The new driver class is `com.mysql.cj.jdbc.Driver'. The driver is automatically registered via the SPI and manual loading of the driver class is generally unnecessary.
mai 22, 2018 6:27:46 PM org.hibernate.engine.jdbc.connections.internal.DriverManagerConnectionProviderImpl buildCreator
INFO: HHH10001005: using driver [com.mysql.jdbc.Driver] at URL [jdbc:mysql://localhost:3306/financas]
mai 22, 2018 6:27:46 PM org.hibernate.engine.jdbc.connections.internal.DriverManagerConnectionProviderImpl buildCreator
INFO: HHH10001001: Connection properties: {password=****, user=Alex}
mai 22, 2018 6:27:46 PM org.hibernate.engine.jdbc.connections.internal.DriverManagerConnectionProviderImpl buildCreator
INFO: HHH10001003: Autocommit mode: false
mai 22, 2018 6:27:46 PM org.hibernate.engine.jdbc.connections.internal.DriverManagerConnectionProviderImpl$PooledConnections <init>
INFO: HHH000115: Hibernate connection pool size: 20 (min=1)
Tue May 22 18:27:46 BRT 2018 WARN: Establishing SSL connection without server's identity verification is not recommended. According to MySQL 5.5.45+, 5.6.26+ and 5.7.6+ requirements SSL connection must be established by default if explicit option isn't set. For compliance with existing applications not using SSL the verifyServerCertificate property is set to 'false'. You need either to explicitly disable SSL by setting useSSL=false, or set useSSL=true and provide truststore for server certificate verification.
mai 22, 2018 6:27:46 PM org.hibernate.engine.jdbc.env.internal.JdbcEnvironmentInitiator initiateService
WARN: HHH000342: Could not obtain connection to query metadata : null
mai 22, 2018 6:27:46 PM org.hibernate.dialect.Dialect <init>
INFO: HHH000400: Using dialect: org.hibernate.dialect.MySQL5InnoDBDialect
mai 22, 2018 6:27:46 PM org.hibernate.engine.jdbc.env.internal.LobCreatorBuilderImpl makeLobCreatorBuilder
INFO: HHH000422: Disabling contextual LOB creation as connection was null
mai 22, 2018 6:27:46 PM org.hibernate.engine.jdbc.spi.SqlExceptionHelper logExceptions
WARN: SQL Error: 0, SQLState: 01S00
mai 22, 2018 6:27:46 PM org.hibernate.engine.jdbc.spi.SqlExceptionHelper logExceptions
ERROR: The server time zone value 'Hora oficial do Brasil' is unrecognized or represents more than one time zone. You must configure either the server or JDBC driver (via the serverTimezone configuration property) to use a more specifc time zone value if you want to utilize time zone support.
Exception in thread "main" javax.persistence.PersistenceException: No Persistence provider for EntityManager named financas
    at javax.persistence.Persistence.createEntityManagerFactory(Persistence.java:85)
    at javax.persistence.Persistence.createEntityManagerFactory(Persistence.java:54)
    at br.com.caelum.financas.teste.Teste.main(Teste.java:17)

Boa, Alex! Agora a exceção é essa aqui: Exception in thread "main" javax.persistence.PersistenceException: No Persistence provider for EntityManager named financas. Ele não está conseguindo achar a unidade de persistência.

Seu persistence.xml está na pasta src/META-INF?

Sim. Tô vendo pessoas com o mesmo problema também, estando com o persistence.xml no lugar certo. Mas não encontrei nenhuma solução até agora.

Seguindo algumas recomendações, instalei o "hibernate-annotations.jar" e o "hibernate-entitymanager.jar" que estavam faltando. Agora o seguinte erro acontece:

mai 22, 2018 7:24:37 PM org.hibernate.jpa.internal.util.LogHelper logPersistenceUnitInformation
INFO: HHH000204: Processing PersistenceUnitInfo [
    name: financas
    ...]
mai 22, 2018 7:24:37 PM org.hibernate.Version logVersion
INFO: HHH000412: Hibernate Core {5.3.0.Final}
mai 22, 2018 7:24:37 PM org.hibernate.cfg.Environment <clinit>
INFO: HHH000206: hibernate.properties not found
mai 22, 2018 7:24:37 PM org.hibernate.annotations.common.reflection.java.JavaReflectionManager <clinit>
INFO: HCANN000001: Hibernate Commons Annotations {5.0.3.Final}
mai 22, 2018 7:24:37 PM org.hibernate.engine.jdbc.connections.internal.DriverManagerConnectionProviderImpl configure
WARN: HHH10001002: Using Hibernate built-in connection pool (not for production use!)
Loading class `com.mysql.jdbc.Driver'. This is deprecated. The new driver class is `com.mysql.cj.jdbc.Driver'. The driver is automatically registered via the SPI and manual loading of the driver class is generally unnecessary.
mai 22, 2018 7:24:37 PM org.hibernate.engine.jdbc.connections.internal.DriverManagerConnectionProviderImpl buildCreator
INFO: HHH10001005: using driver [com.mysql.jdbc.Driver] at URL [jdbc:mysql://localhost/financas]
mai 22, 2018 7:24:37 PM org.hibernate.engine.jdbc.connections.internal.DriverManagerConnectionProviderImpl buildCreator
INFO: HHH10001001: Connection properties: {password=****, user=Alex}
mai 22, 2018 7:24:37 PM org.hibernate.engine.jdbc.connections.internal.DriverManagerConnectionProviderImpl buildCreator
INFO: HHH10001003: Autocommit mode: false
mai 22, 2018 7:24:37 PM org.hibernate.engine.jdbc.connections.internal.DriverManagerConnectionProviderImpl$PooledConnections <init>
INFO: HHH000115: Hibernate connection pool size: 20 (min=1)
Tue May 22 19:24:37 BRT 2018 WARN: Establishing SSL connection without server's identity verification is not recommended. According to MySQL 5.5.45+, 5.6.26+ and 5.7.6+ requirements SSL connection must be established by default if explicit option isn't set. For compliance with existing applications not using SSL the verifyServerCertificate property is set to 'false'. You need either to explicitly disable SSL by setting useSSL=false, or set useSSL=true and provide truststore for server certificate verification.
mai 22, 2018 7:24:37 PM org.hibernate.engine.jdbc.env.internal.JdbcEnvironmentInitiator initiateService
WARN: HHH000342: Could not obtain connection to query metadata : null
mai 22, 2018 7:24:37 PM org.hibernate.dialect.Dialect <init>
INFO: HHH000400: Using dialect: org.hibernate.dialect.MySQL5InnoDBDialect
mai 22, 2018 7:24:37 PM org.hibernate.engine.jdbc.env.internal.LobCreatorBuilderImpl makeLobCreatorBuilder
INFO: HHH000422: Disabling contextual LOB creation as connection was null
mai 22, 2018 7:24:37 PM org.hibernate.engine.jdbc.spi.SqlExceptionHelper logExceptions
WARN: SQL Error: 0, SQLState: 01S00
mai 22, 2018 7:24:37 PM org.hibernate.engine.jdbc.spi.SqlExceptionHelper logExceptions
ERROR: The server time zone value 'Hora oficial do Brasil' is unrecognized or represents more than one time zone. You must configure either the server or JDBC driver (via the serverTimezone configuration property) to use a more specifc time zone value if you want to utilize time zone support.
Exception in thread "main" java.lang.NoClassDefFoundError: org/hibernate/cfg/AnnotationConfiguration
    at org.hibernate.ejb.HibernatePersistence.createEntityManagerFactory(HibernatePersistence.java:124)
    at javax.persistence.Persistence.createEntityManagerFactory(Persistence.java:79)
    at javax.persistence.Persistence.createEntityManagerFactory(Persistence.java:54)
    at br.com.caelum.financas.teste.Teste.main(Teste.java:17)
Caused by: java.lang.ClassNotFoundException: org.hibernate.cfg.AnnotationConfiguration
    at java.base/jdk.internal.loader.BuiltinClassLoader.loadClass(Unknown Source)
    at java.base/jdk.internal.loader.ClassLoaders$AppClassLoader.loadClass(Unknown Source)
    at java.base/java.lang.ClassLoader.loadClass(Unknown Source)
    ... 4 more

Ao invés de hibernate-annotations.jar e o hibernate-entitymanager.jar tente colocar apenas o hibernate-core.jar.

E veja se o relógio de seu computador está correto já que está acusando este erro também: ERROR: The server time zone value 'Hora oficial do Brasil' is unrecognized or represents more than one time zone

Já possuo o

hibernate-core.jar

Agora ocorre a seguinte Exeception:

Exception in thread "main" java.lang.IncompatibleClassChangeError: class org.hibernate.ejb.HibernatePersistence has interface org.hibernate.ejb.AvailableSettings as super class
    at java.base/java.lang.ClassLoader.defineClass1(Native Method)
    at java.base/java.lang.ClassLoader.defineClass(Unknown Source)
    at java.base/java.security.SecureClassLoader.defineClass(Unknown Source)
    at java.base/jdk.internal.loader.BuiltinClassLoader.defineClass(Unknown Source)
    at java.base/jdk.internal.loader.BuiltinClassLoader.findClassOnClassPathOrNull(Unknown Source)
    at java.base/jdk.internal.loader.BuiltinClassLoader.loadClassOrNull(Unknown Source)
    at java.base/jdk.internal.loader.BuiltinClassLoader.loadClass(Unknown Source)
    at java.base/jdk.internal.loader.ClassLoaders$AppClassLoader.loadClass(Unknown Source)
    at java.base/java.lang.ClassLoader.loadClass(Unknown Source)
    at java.base/java.lang.Class.forName0(Native Method)
    at java.base/java.lang.Class.forName(Unknown Source)
    at java.base/java.util.ServiceLoader$LazyClassPathLookupIterator.nextProviderClass(Unknown Source)
    at java.base/java.util.ServiceLoader$LazyClassPathLookupIterator.hasNextService(Unknown Source)
    at java.base/java.util.ServiceLoader$LazyClassPathLookupIterator.hasNext(Unknown Source)
    at java.base/java.util.ServiceLoader$2.hasNext(Unknown Source)
    at java.base/java.util.ServiceLoader$3.hasNext(Unknown Source)
    at javax.persistence.spi.PersistenceProviderResolverHolder$DefaultPersistenceProviderResolver.getPersistenceProviders(PersistenceProviderResolverHolder.java:109)
    at javax.persistence.Persistence.createEntityManagerFactory(Persistence.java:76)
    at javax.persistence.Persistence.createEntityManagerFactory(Persistence.java:54)
    at br.com.caelum.financas.teste.Teste.main(Teste.java:17)

Oi, veja se todas as dependências do hibernate estão na mesma versão senão pode gerar incompatibilidade de versões.

Você excluiu o hibernate-annotations.jar e o hibernate-entitymanager.jar ? (obs.: não tenho certeza se isso resolveria)

Oi Alex, conseguiu resolver? Este post do blog da Caelum pode te ajudar: http://blog.caelum.com.br/erros-com-jaxb-no-java-9/

removi o java 9 do meu pc e instalei o java 8. ao tentar fazer tudo de novo, do mesmo jeito, ocorre a seguinte exception:

Exception in thread "main" org.hibernate.service.spi.ServiceException: Unable to create requested service [org.hibernate.engine.jdbc.env.spi.JdbcEnvironment]
    at org.hibernate.service.internal.AbstractServiceRegistryImpl.createService(AbstractServiceRegistryImpl.java:267)
    at org.hibernate.service.internal.AbstractServiceRegistryImpl.initializeService(AbstractServiceRegistryImpl.java:231)
    at org.hibernate.service.internal.AbstractServiceRegistryImpl.getService(AbstractServiceRegistryImpl.java:210)
    at org.hibernate.engine.jdbc.internal.JdbcServicesImpl.configure(JdbcServicesImpl.java:51)
    at org.hibernate.boot.registry.internal.StandardServiceRegistryImpl.configureService(StandardServiceRegistryImpl.java:94)
    at org.hibernate.service.internal.AbstractServiceRegistryImpl.initializeService(AbstractServiceRegistryImpl.java:240)
    at org.hibernate.service.internal.AbstractServiceRegistryImpl.getService(AbstractServiceRegistryImpl.java:210)
    at org.hibernate.boot.model.process.spi.MetadataBuildingProcess.handleTypes(MetadataBuildingProcess.java:352)
    at org.hibernate.boot.model.process.spi.MetadataBuildingProcess.complete(MetadataBuildingProcess.java:111)
    at org.hibernate.jpa.boot.internal.EntityManagerFactoryBuilderImpl.metadata(EntityManagerFactoryBuilderImpl.java:858)
    at org.hibernate.jpa.boot.internal.EntityManagerFactoryBuilderImpl.build(EntityManagerFactoryBuilderImpl.java:885)
    at org.hibernate.jpa.HibernatePersistenceProvider.createEntityManagerFactory(HibernatePersistenceProvider.java:58)
    at javax.persistence.Persistence.createEntityManagerFactory(Persistence.java:55)
    at javax.persistence.Persistence.createEntityManagerFactory(Persistence.java:39)
    at br.com.caelum.financas.teste.TestaConta.main(TestaConta.java:17)

causado por:

Caused by: org.hibernate.exception.JDBCConnectionException: Error calling Driver#connect
    at org.hibernate.exception.internal.SQLStateConversionDelegate.convert(SQLStateConversionDelegate.java:115)
    at org.hibernate.engine.jdbc.connections.internal.BasicConnectionCreator$1$1.convert(BasicConnectionCreator.java:101)
    at org.hibernate.engine.jdbc.connections.internal.BasicConnectionCreator.convertSqlException(BasicConnectionCreator.java:123)
    at org.hibernate.engine.jdbc.connections.internal.DriverConnectionCreator.makeConnection(DriverConnectionCreator.java:41)
    at org.hibernate.engine.jdbc.connections.internal.BasicConnectionCreator.createConnection(BasicConnectionCreator.java:58)
    at org.hibernate.engine.jdbc.connections.internal.PooledConnections.addConnections(PooledConnections.java:123)
    at org.hibernate.engine.jdbc.connections.internal.PooledConnections.<init>(PooledConnections.java:42)
    at org.hibernate.engine.jdbc.connections.internal.PooledConnections.<init>(PooledConnections.java:20)
    at org.hibernate.engine.jdbc.connections.internal.PooledConnections$Builder.build(PooledConnections.java:161)
    at org.hibernate.engine.jdbc.connections.internal.DriverManagerConnectionProviderImpl.buildPool(DriverManagerConnectionProviderImpl.java:109)
    at org.hibernate.engine.jdbc.connections.internal.DriverManagerConnectionProviderImpl.configure(DriverManagerConnectionProviderImpl.java:72)
    at org.hibernate.boot.registry.internal.StandardServiceRegistryImpl.configureService(StandardServiceRegistryImpl.java:94)
    at org.hibernate.service.internal.AbstractServiceRegistryImpl.initializeService(AbstractServiceRegistryImpl.java:240)
    at org.hibernate.service.internal.AbstractServiceRegistryImpl.getService(AbstractServiceRegistryImpl.java:210)
    at org.hibernate.engine.jdbc.env.internal.JdbcEnvironmentInitiator.buildJdbcConnectionAccess(JdbcEnvironmentInitiator.java:145)
    at org.hibernate.engine.jdbc.env.internal.JdbcEnvironmentInitiator.initiateService(JdbcEnvironmentInitiator.java:66)
    at org.hibernate.engine.jdbc.env.internal.JdbcEnvironmentInitiator.initiateService(JdbcEnvironmentInitiator.java:35)
    at org.hibernate.boot.registry.internal.StandardServiceRegistryImpl.initiateService(StandardServiceRegistryImpl.java:88)
    at org.hibernate.service.internal.AbstractServiceRegistryImpl.createService(AbstractServiceRegistryImpl.java:257)

e também:

Caused by: com.mysql.jdbc.exceptions.jdbc4.MySQLNonTransientConnectionException: Client does not support authentication protocol requested by server; consider upgrading MySQL client
    at sun.reflect.NativeConstructorAccessorImpl.newInstance0(Native Method)
    at sun.reflect.NativeConstructorAccessorImpl.newInstance(NativeConstructorAccessorImpl.java:62)
    at sun.reflect.DelegatingConstructorAccessorImpl.newInstance(DelegatingConstructorAccessorImpl.java:45)
    at java.lang.reflect.Constructor.newInstance(Constructor.java:423)
    at com.mysql.jdbc.Util.handleNewInstance(Util.java:406)
    at com.mysql.jdbc.Util.getInstance(Util.java:381)
    at com.mysql.jdbc.SQLError.createSQLException(SQLError.java:984)
    at com.mysql.jdbc.SQLError.createSQLException(SQLError.java:956)
    at com.mysql.jdbc.MysqlIO.checkErrorPacket(MysqlIO.java:3515)
    at com.mysql.jdbc.MysqlIO.checkErrorPacket(MysqlIO.java:3447)
    at com.mysql.jdbc.MysqlIO.checkErrorPacket(MysqlIO.java:911)
    at com.mysql.jdbc.MysqlIO.secureAuth411(MysqlIO.java:3953)
    at com.mysql.jdbc.MysqlIO.doHandshake(MysqlIO.java:1276)
    at com.mysql.jdbc.ConnectionImpl.createNewIO(ConnectionImpl.java:2048)
    at com.mysql.jdbc.ConnectionImpl.<init>(ConnectionImpl.java:723)
    at com.mysql.jdbc.JDBC4Connection.<init>(JDBC4Connection.java:46)
    at sun.reflect.NativeConstructorAccessorImpl.newInstance0(Native Method)
    at sun.reflect.NativeConstructorAccessorImpl.newInstance(NativeConstructorAccessorImpl.java:62)
    at sun.reflect.DelegatingConstructorAccessorImpl.newInstance(DelegatingConstructorAccessorImpl.java:45)
    at java.lang.reflect.Constructor.newInstance(Constructor.java:423)
    at com.mysql.jdbc.Util.handleNewInstance(Util.java:406)
    at com.mysql.jdbc.ConnectionImpl.getInstance(ConnectionImpl.java:302)
    at com.mysql.jdbc.NonRegisteringDriver.connect(NonRegisteringDriver.java:282)
    at org.hibernate.engine.jdbc.connections.internal.DriverConnectionCreator.makeConnection(DriverConnectionCreator.java:38)
    ... 29 more

Certo, Alex. Como você modificou suas configurações para o projeto usar o java 9 é esperado que agora, ao mudar para o java 8, o problema continue. Sugiro você seguir as configurações do Hibernate de acordo com as aulas do curso (tanto classes de configuração como o pom.xml) e entrar na pasta local do maven em sua máquina (.m2) e apagar o pasta repository de lá para que o maven faça o download das dependências novamente.

Ou você poderia enviar seu projeto (pelo github ou upar em algum lugar e mandar o link) pra gente diagnosticar mais rápido o problema