Yoon, Jungah, Ruan, Xinfeng, and Zhang, Jin E., 2022, VIX option-implied volatility slope and VIX futures returns, Journal of Futures Markets, 42(6), 1002-1038.
Yoon, Jungah, Ruan, Xinfeng, and Zhang, Jin E., 2021, The skewness risk in the energy market, Journal of Risk and Financial Management, 14(12), 620.
Yoon, Jungah, Xinfeng, Ruan, and Jin E. Zhang, The role of hedgers and speculators in the currency futures markets.
Yoon, Jungah, Xinfeng, Ruan, and Jin E. Zhang, The Information Content of the Implied Volatility Smirk of VIX and VXX on SPX Options.
In, Soh Young, Jungah, Yoon, Gaku, Morio, and Christopher D. Manning. When Do Firms Oversell or Undersell Their Environmental Sustainability? An Empirical Analysis of Corporate Environmental Communication.
(P=presentation, C=presented by coauthor, D=discussion)
In, Soh Young, Jungah, Yoon, Gaku, Morio, and Christopher D. Manning. When Do Firms Oversell or Undersell Their Environmental Sustainability? An Empirical Analysis of Corporate Environmental Communication. Sustainable Transition with AI (STAI) Workshop, 5 August 2024. Retrieved from STAI 2024 (C)
Morio, Gaku, Soh Young In, Jungah Yoon, Harri Rowlands, Christopher Manning. ReportParse: A Unified NLP Tool for Extracting Document Structure and Semantics of Corporate Sustainability Reporting. Proceedings of the 33rd International Joint Conference on Artificial Intelligence, 3-9 August 2024. Retrieved from IJCAI 2024 (C)
Yoon, Jungah, Xinfeng, Ruan, and Jin E. Zhang, The Information Content of the Implied Volatility Smirk of VIX and VXX on SPX Options. Proceedings of the 27th New Zealand Finance Colloquium, 16-17 February 2023. Retrieved from NZFC 2023 (P)
Yoon, Jungah, Xinfeng, Ruan, and Jin E. Zhang, The role of hedgers and speculators in the currency futures markets. Proceedings of the Financial Management Association (FMA) 12th Asia/Pacific Conference, 11 - 13 December 2022. Retrieved from FMA Asia/Pacific 2022 (P, D)
Yoon, Jungah, Xinfeng, Ruan, and Jin E. Zhang, The role of hedgers and speculators in the currency futures markets. Proceedings of the 26th New Zealand Finance Colloquium, 17-18 February 2022. Retrieved from NZFC 2022 (P)
Yoon, Jungah, Xinfeng, Ruan, and Jin E. Zhang, Volatility risk premium and the implied volatility curve of VIX options. Proceedings of the Tenth International Conference on Futures and Other Derivatives, 10-12 December 2021. Retrieved from ICFOD Online (P, D)
Yoon, Jungah, Xinfeng, Ruan, and Jin E. Zhang, The slope of implied volatility skew of VIX options. Proceedings of the 25th New Zealand Finance Colloquium, 11-12 February 2021. Retrieved from NZFC 2021 (P)
Yoon, Jungah, Xinfeng, Ruan, and Jin E. Zhang, Does average skewness matter in the energy market?. Proceedings of the Ninth International Conference on Futures and Other Derivatives, 4-5 December 2021. Retrieved from ICFOD Online (P, D)
Derivative Markets
Investment