FIELDS OF INTERESTS

Financial Economics, Empirical Finance, Energy Economics, Applied Econometrics

教育背景

Ph.D. in Economics, Chung-Ang University, Korea, 2019

M.A. in Economics and Statistics, Korea University, Korea, 2014

B.A. in Economics, Korea University, Korea, 2012

工作经历

Associate Professor, SILC Business School, Shanghai University, 2022 - Present.

Assistant Professor, Center for Economic Research, Shandong University, 2019 - 2022.

教学教研

Financial Frontier, Quantitative Investment, Economics II, Statistics for Economics, Practical Economics

代表性论文

Publications

[1] Which Shrinkage is Better?: Portfolio Selection with a Cleaned Random Matrix (with Sung Y. Park), 2023, Investment Analysts Journal, Forthcoming.

[2] The Impact of Oil Price Volatility on Stock Markets: Evidences from Oil-Importing Countries (with Sung Y. Park), 2021, Energy Economics, 101, 105413.

[3] Optimal Portfolio Selection using a Simple Double-Shrinkage Selection Rule (with Sung Y. Park), 2021, Finance Research Letters, 43, 102019.

[4] Tail Risk Measures and Portfolio Selection (with Sung Y. Park), 2021, in Sriboonchitta S., Kreinovich V., Yamaka W., eds., Behavioral Predictive Modeling in Economics: Studies in Computational Intelligence, 897, 117-139.

[5] Oil Prices and Stock Markets: Does the Effect of Uncertainty Change over Time? (with Sung Y. Park), 2017, Energy Economics, 61, 42-51.

Working Papers

[1] The Relationship of Skills and the Alcohol Consumptions, (with Sunhyung Kim).

[2] Does ESG performance matter during unstable energy environment?, (with Honghong Wei).

[3] Can Portfolio Diversification using Bitcoin Help?, (with Sung Y. Park).

[4] The Effect of Temperature Anomaly on Commodity Returns.

[5] Effects of Natural Disasters on Stock Markets: Empirical Application of Asian Stock Markets (with Stanley I.M. Ko and Sung Y. Park).

[6] Portfolio Optimization using Distortion Risk Measures.

Conferences

[1] 2023 Chung-Ang University Economic Research Institute International Conference in Remembrance of Professor Ill-Tae Ahn, Chung-Ang University, Seoul, Korea, Aug. 10, 2023.

[2] 2023 Korean Economic Review International Conference, Sono Calm, Yeosu, Korea, Jul. 4-5, 2023.

[3] 2021 Korea’s Allied Economic Associations Annual Meeting, Seoul National University, Seoul, Korea, Feb. 4-5, 2021.

[4] 5th Paris Financial Management Conference (PFMC-2017), IPAG Business School, Paris, France, Dec. 18- 20, 2017.

[5] 13th International Symposium on Econometric Theory and Applications (SETA 2017), Peking University, Beijing, China, Oct. 6-7, 2017.

[6] 2nd Applied Financial Modelling Conference, Deakin University, Melbourne, Australia, Feb. 1-2, 2017.

[7] 1st Applied Financial Modelling Conference, Deakin University, Melbourne, Australia, Feb. 4-5, 2016.