Prof. Hojin Jung, PhD

Research Interests

Primary: Industrial Organization, Financial Economics

Secondary: Health Economics, Public Economics, Applied Microeconomics

 

Education

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

 

Publications

  1. "Dependence Structure between Oil Prices, Exchange Rates, and Interest Rates" (with J. Kim) The Energy Journal, 2017, forthcoming.

  2. "Time series forecasting using functional partial least square regression with stochastic volatility, GARCH, and exponential smoothing" (with J. Kim) Applied Economics, 2017, forthcoming.

  3. "Relationship between oil Price and Exchange Rate by FDA and Copula" (with J. Kim) Applied Economics, 2017, forthcoming.

  4. "Can Asymmetric Conditional Volatility Imply Asymmetric Tail Dependence?" (with J. Kim) Economic Modelling, August 2017, 64:409-418.

  5. "A New Generlalized Volatility Proxy via the Stochastic Volatility Model" (with J.Kim and L. Qin) Applied Economics, 2017, 49(23):2259-2268.

  6. "Does an Economically Active Population Matter in Housing Price?" (with C. Choi) Applied Economics Letters, 2017, 24(15): 1061-1064.

  7. "Linear time-varying regression with Copula-DCC-GARCH models for volatility" (with J. Kim) Economics Letters, Aug 2016, 145:262-265.

  8. "Linear Time-Varying Regression with a DCC-GARCH Model for Volatility" (with J. Kim and L. Qin) Applied Economics, 2016, 48(17): 1537-1582.

  9. "Renegotiation on Incomplete Procurement Contracts" Applied Economics, 2016, 48 (23): 2125-2138.

 

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