Professional Experience
Lecturer, Department of Economics, University Maryland
Instructor of Economics & Statistics, Auburn University, Auburn, AL (2010-2015)
Assistant Professor, Tuskegee University, Tuskegee, AL (2004 - 2010)
Postdoctoral Fellowship, University of Oklahoma (2002 - 2004)
Visiting Assistant Professor Central Michigan U. (2001 - 2002)
Education
Ph.D. Economics, Auburn University, 2015
Dissertation Title: "Three Essays on Applied Time Series Analysis for Financial Markets" (Adviser: Hyeongwoo Kim)
MS Economics, Auburn University, 2014
Ph.D. Mathematics, Michigan State University, 2001
Dissertation Title: Infinitely many Periodic Solutions of Nonlinear Wave Equations on Sn (Adviser: Zhengfang Zhou)
B.A. Physics, Yonsei University, Korea
Research Interests
Financial Economics, International Finance, Commodity Prices
Time Series Econometrics, Forecasting and Simulations
Macroeconomics, Growth and Development, Income Inequality
Mathematical and Quantitative Methods
Publications
"London Calling: Nonlinear Mean Reversion across International Stock Markets", May 2017 (with Hyeongwoo Kim), North American Journal of Economics and Finance 44, 265-277, April 2018.
Working Papers
"Price Adjustment to the Exchange Rate Shock in World Commodity Markets" March 2016 (with Hyeongwoo Kim) , Auburn Economics Working Paper No.2016-01 (submitted for publication).
"On the Robustness of the Impulse-Response Function of Recursively Identified VAR Models" (with Hyeongwoo Kim and Michael Stern, available upon request)
"On Japanese Stock Market - Comovement Analysis (available upon request)
Presentations
The Heterogeneous Responses of World Commodity Prices to Exchange Rate Shocks, 84th SEA annual meeting, New Orleans, LA, 2015
London Calling: Nonlinear Mean Reversion across International Stock Markets, 84th SEA annual meeting, Atlanta, GA, 2014
Stock Market Comovement: Who's the Leader, 78th MEA annual meeting, Evanston, IL, 2014
Service
Faculty council at Tuskegee University
Scholarship Committee Chair of the Korean Scientist and Engineers Association (KSEA)
Chair of KSEA National Mathematics Competition in Alabama
Parish Council at St. Michael's' in Auburn
Other
Publications in Mathematics
A Galerkin method for a gaseous ignition model; Numer. Funct. Anal. Optim. 33 (2012), no. 4, 441–451. (with Mohamed Salman)
Multiple periodic solutions for the nonlinear wave equation on S^n; Electron. J. Diff. Eqns., Conference 17 (2009), pp. 95-105.
Nonlinear elliptic equations on star-shaped domains; J. Differential Equations 225 (2006), 737-753 (with Meijun Zhu)
On Conformal Diffeomorphisms between Almost Hermitian Manifolds and Kaehlerian Manifolds, Comm. Korean Math. Soc. (1987) No. 2, 221-228 (with In-Bae Kim)
Presentations in Mathematics
A Crank-Nicholson Scheme to Solve a Differential Equation Modelling a Tumor Growth, ACTM (Alabama Council of Teachers of Mathematics) Meeting, Tuskegee, AL, February 6, 2010
Existence of time periodic solutions of non-linear wave equations, AMS-MAA Joint Mathematics Meeting (session: Nonlinear Hyperbolic Equations and Control Systems in Physics and Engineering, II),
San Francisco, California, January 15, 2010
Report on the undergraduate research activities of NREUP held at Tuskegee University, AMS-MAA Joint Mathematics Meeting, San Diego, CA. Jan. 8, 2008
Infinitely many Periodic Solutions of Nonlinear Wave Equations on S^n, 7th Mississippi State - UAB Conference on Differential Equations & Computational Simulations, November 2, 2007, Birmingham, AL
An Implicit Scheme to Solve a Differential Equation Modeling a Tumor Growth, HBCU-UP Conference, Tuskegee University, AL, Sep. 27, 2007.
References
Hyeongwoo Kim (Chair) Randolph 'Randy' Beard
Economics, Auburn University Economics, Auburn University
334-844-2928, hzk0001@auburn.edu 334-844-2918, beardtr@auburn.edu
Michael L. Stern
Economics, Auburn University
334-844-2982, sternml@auburn.edu