Working Paper

• 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.

Conference Contribution

(P=presentation, C=presented by coauthor, D=discussion)

• 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)

Research Interest

• Derivatives Markets (G13)

• Asset Pricing (G12)