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Young C. Joo

Assistant Professor
Department of Business Administration, Jeonbuk National University
jooyc@jbnu.ac.kr

EDUCATION

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

Associate Professor, SILC Business School, Shanghai University, 2022 - Present.
Assistant Professor, Center for Economic Research, Shandong University, 2019 - 2022.

RESEARCH FIELDS

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

PUBLICATIONS

Quantile Connectedness Between Cryptocurrency and Commodity Futures (with Sung Y. Park), 2023, Finance Research Letters, Forthcoming.
Which Shrinkage is Better?: Portfolio Selection with a Cleaned Random Matrix (with Sung Y. Park), 2023, Investment Analysts Journal, Forthcoming.
The Impact of Oil Price Volatility on Stock Markets: Evidences from Oil-Importing Countries (with Sung Y. Park) 2021, Energy Economics, 101, 105413.
Optimal Portfolio Selection using a Simple Double-Shrinkage Selection Rule (with Sung Y. Park), 2021, Finance Research Letters, 43, 102019.
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.
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

Can Portfolio Diversification using Bitcoin Help?, (with Sung Y. Park), 2021.
Effects of Natural Disasters on Stock Markets: Empirical Application of Asian Stock Markets (with Stanley I.M. Ko and Sung Y. Park), 2021.
Portfolio Optimization using Distortion Risk Measures, 2018.

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)

Honors and Awards

Best Article of the Year by Nulpurun Foundation, Korean Energy Economic Review, 2020.
Full University Graduate Research Scholarship, Chung-Ang University, 2015 - 2017.
Travel Grant Funds, Chung-Ang University, Fall 2016, Spring 2017 and Fall 2017.

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