JOO, YOUNGCHAN 사진
JOO, YOUNGCHAN
Major
Financial Management (Financial Econometrics)
Contact
+82-63-270-4091
E-mail
jooyc@jbnu.ac.kr
Office
College of Business and Economics, Building 3, Room 113

Detail Information

■ Personal Website :https://jooyc117.wixsite.com/young


■ Education

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

M.A. in Economic Statistics, 2014, Korea University, Korea

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


■ Research Areas

Financial Economics, Empirical Finance, Applied Econometrics, Energy Economics


■ Career

2023.09 Present: Assistant Professor, Department of Business Administration, Jeonbuk National University, Korea

2022.09 2024.08: Associate Professor, SILC Business School, Shanghai University, China

2019.11 2022.08: Assistant Professor, Center for Economic Research, Shandong University, China


■ Selected Publications

Joo, Youngchan & Park, Sung Y. (2024). Hedging Bitcoin with Commodity Futures: An Analysis with Copper, Gas, Gold, and Crude Oil Futures. North American Journal of Economics and Finance, 72, 102127.

Joo, Youngchan & Park, Sung Y. (2023). Quantile Connectedness Between Cryptocurrency and Commodity Futures. Finance Research Letters, 58, 104472.

Joo, Youngchan & Park, Sung Y. (2023). Which Shrinkage is Better?: Portfolio Selection with a Cleaned Random Matrix. Investment Analysts Journal, 52, 297-312.

Joo, Youngchan & Park, Sung Y. (2021). The Impact of Oil Price Volatility on Stock Markets: Evidences from Oil-Importing Countries. Energy Economics, 101, 105413.

Joo, Youngchan & Park, Sung Y. (2021). Optimal Portfolio Selection using a Simple Double-Shrinkage Selection Rule. Finance Research Letters, 43, 102019.

Joo, Youngchan & Park, Sung Y. (2021). Tail Risk Measures and Portfolio Selection. In Sriboonchitta S., Kreinovich V., Yamaka W. (Eds.), Behavioral Predictive Modeling in Economics: Studies in Computational Intelligence, 897, 117-139.

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

Ryu, Deokhyun; Cho, Yongsin; Joo, Youngchan; Hong, Seokcheol (2021). Redefining Unification Costs and Innovations in Cost Estimation. In Korean Peninsula Peace Studies: Strategic Linkages of Universality and Specificity, Seoul National University Press, 82-103.

Joo, Youngchan; Kim, Jeongin; Park, Seongyong (2019). Quantitative Model for Monitoring Solar Power Generation Using Weather Information. Energy Economics Research, 18(1), 185-112.

Joo, Youngchan; Park, Seongyong (2019). Heterogeneous Industrial Stock Market Responses to Oil Price Volatility: A Quantile Regression Approach. Management and Information Research, 38(3), 1-19.