Education

Yonsei University

PhD in Industrial Engineering, 2022–2025 (expected)

Dissertation: Essays on Energy in the Theory of Economics, Finance, and Physics

BS in Information and Industrial Engineering, 2015–2022

Honors and Awards

KRX Academic Research Fund, 2023–2024

Yonsei Graduate Fellowship, 2023–2024

Research Fellowship (Information Investment Engineering), 2022–2023

Publications

1. Ahn, K., Jang, H., Jeong, M., and Sohn, S. (2024). Impact of futures trade on the informational efficiency of US REIT market. Financial Innovation (accepted).

2. Ahn, K., Jeong, M., Kim, J., Tarzia, D., and Zhang, P. (2024). Tightening policy and housing price bubbles: Examining an episode in the Chinese housing market. PLoS ONE, 19(9), e0309483.

3. Jeong, M., Joo, K., Kim, J., Kim, J., Kim, J., and Ahn, K. (2024). The impact of trading environments on commodity futures: Evidence from biofuel feedstocks' network. Springer Proceedings in Mathematics and Statistics 446, 367–374.

4. Kim, H., Park, S., Jeong, M., Byun, H., Kim, J., Kim, D.Y., Jeon, J., Yi, E., and Ahn, K. (2023). Scaling behavior and text cohesion in Korean texts. PLoS ONE 18(8), e0290168.

5. Yi, E., Yang, B., Jeong, M., Sohn, S., and Ahn, K. (2023). Market efficiency of cryptocurrency: Evidence from the Bitcoin market. Scientific Reports 13, 4789.

6. Jeong, M., Kim, S., Yi, E., and Ahn, K. (2023). Market efficiency and information flow between the crude palm oil and crude oil futures markets. Energy Strategy Reviews 45, 101008.

7. Kim, H., Jeong, M., An, S., Kim, J., Byun, H., Lee, D.Y., Kim, J., and Ahn, K. (2022). Information management for nuclear decommissioning: Synthesizing texts with drawings. Transactions of the Korean Nuclear Society.

8. Jeong, M., Kim, S., and Yi, E. (2022). Information flow between crude palm oil and crude oil futures. Journal of Physics: Conference Series 2287, 012020.

9. Joo, K., Jeong, M., Seo, Y., Suh, J., and Ahn, K. (2021). Shanghai crude oil futures: Flagship or burst? Energy Reports 7, 4197–4204.

Working Papers

1. Global market integration of vegetable oil futures markets: One great pool? (R&R in Financial Innovation)

2. A quantum model for the overpriced put puzzle (R&R in Financial Innovation)

3. Modeling the tail risk of crude oil futures using a quantum approach (R&R in Humanities & Social Sciences Communications)

4. The role of nuclear energy in the energy mix on social welfare: Episode from South Korea (Submitted to Renewable and Sustainable Energy Reviews)

5. Energy organization sentiment and oil return forecast (Submitted to Energy Economics)

6. A generalized model for Black-Scholes option pricing and investor sentiment (In revision)

Work in Progress

1. The impact of government intervention on housing market information

2. A machine learning based risk indicator using the log-periodic-power law model

3. Information flow between bio marine fuel markets

4. Informativeness of ESG-related assets to the crude oil market

Ad-hoc Reviewer

Computational Economics, Economies, Energy Research and Social Science, Energy Sources Part B, Europhysics Letters, Financial Innovation, Frontiers in Physics, Humanities and Social Sciences Communications, ICAPM 2023, International Finance, Journal of Futures Markets, Journal of Cleaner Production, Ledger, North American Journal of Economics and Finance, PLoS ONE, Technological Forecasting and Social Change