Primary: Industrial Organization, Financial Economics
Secondary: Health Economics, Public Economics, Applied Microeconomics
Ph.D. in Economics
University of Oklahoma, May 2014
M.A. in Economics
Texas Tech University, May 2007
B.S. in Economics
Myongji University, Korea, 2004
- "Dependence Structure between Oil Prices, Exchange Rates, and Interest Rates" (with J. Kim) The Energy Journal, 2017, forthcoming.
- "Time series forecasting using functional partial least square regression with stochastic volatility, GARCH, and exponential smoothing" (with J. Kim) Applied Economics, 2017, forthcoming.
- "Relationship between oil Price and Exchange Rate by FDA and Copula" (with J. Kim) Applied Economics, 2017, forthcoming.
- "Can Asymmetric Conditional Volatility Imply Asymmetric Tail Dependence?" (with J. Kim) Economic Modelling, August 2017, 64:409-418.
- "A New Generlalized Volatility Proxy via the Stochastic Volatility Model" (with J.Kim and L. Qin) Applied Economics, 2017, 49(23):2259-2268.
- "Does an Economically Active Population Matter in Housing Price?" (with C. Choi) Applied Economics Letters, 2017, 24(15): 1061-1064.
- "Linear time-varying regression with Copula-DCC-GARCH models for volatility" (with J. Kim) Economics Letters, Aug 2016, 145:262-265.
- "Linear Time-Varying Regression with a DCC-GARCH Model for Volatility" (with J. Kim and L. Qin) Applied Economics, 2016, 48(17): 1537-1582.
- "Renegotiation on Incomplete Procurement Contracts" Applied Economics, 2016, 48 (23): 2125-2138.