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CV

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EDUCATION

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

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

  • 2012 B.A. in Economics, Korea University

EMPLOYMENT

  • Assistant Professor, Department of Business Administration, Jeonbuk National University, 2024 - Present.

  • Associate Professor, SILC Business School, Shanghai University, 2022 - 2024.

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

RESEARCH FIELDS

  • Empirical Finance, Financial Econometrics, Applied Econometrics, Financial Economics, Energy Economics

PUBLICATIONS

WORKING PAPERS

  • Cognitive, Social, and Noncognitive Skills and Alcohol Consumption, (with Sunhyung Kim). 

  • Does ESG performance matter during unstable energy environments? (with Honghong Wei).

  • Can Portfolio Diversification using Bitcoin Help?, (with Sung Y. Park).

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

  • Portfolio Optimization using Distortion Risk Measures.

WORKING IN PROGRESS

  • Optimal Hedge Ratio Estimation with Distortion Risk Measures (with Sung Y. Park).

  • For Better Performance: Portfolio Selection based on Constrained Covariance Matrix Estimator.

  • Portfolio Selection using a Modified Resampled Portfolio Approach (with Sung Y. Park).

  • Time-varying Optimal Portfolio Selection using Multivariate GARCH Models (with Jia Chen and Sung Y. Park).

RESEARCH EXPERIENCES

  • Assistant Administrator, Journal of Economic Development, Mar 2016 - Sep 2019.

TEACHING EXPERIENCES

  • Financial Derivatives, Jeonbuk National University, 2024

  • Risk Management, Jeonbuk National University, 2024

  • Research Methods, Jeonbuk National University, 2024

  • Fintech Practice, Shanghai University, Winter 2023-2024.

  • Quantitative Business Analysis, Shanghai University, Fall 2023-2024.

  • Economics for Business, Shanghai University,  Fall 2023-2024.

  • Financial Frontier (Undergraduate), Shanghai University,  Spring 2022-2023.

  • Quantitative Investment (Graduate), Shanghai University,  Winter 2022-2023.

  • Economics II (Undergraduate), Shanghai University,  Winter 2022-2023.

  • Statistics for Economist, Department of Economics, Chung-Ang University, 2022

  • Financial Measurement Topics, Center for Economic Research, Shandong University, 2021

  • Practical Economics, Department of Economics, Korea Aerospace University, Spring 2016 -Fall 2017

PRESENTATION IN CONFERENCES

  • 2024 Sungkyun Economic Research Institute (SERI) International Conference, Sungkyunkwan University, Seoul, Korea, Jul. 12-13, 2024.

  • 2024 Korean Economic Review International Conference (KER2024), Alepnsia Convention Center, Pyeong-chang, Korea, Jun. 18-19, 2024.

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

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

  • 2021 Korea's Allied Economic Associations Annual Meeting, Seoul National University, Seoul, Korea, Feb. 4-5, 2021.

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

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

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

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

Young C. Joo

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