Education

Yonsei University

PhD in Industrial Engineering, 2022–2025 (expected)

Dissertation: Three Essays on Energy Economics and Finance

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. Jeong, M., Joo, K., Kim, J., Kim, J., Kim, J., and Ahn, K. (2023). Impact of trading environments on commodity futures: Evidence from biofuel feedstock network. Springer Proceedings in Mathematics and Statistics (accepted).

2. 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.

3. 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.

4. 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.

5. 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.

6. 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.

7. 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. Impact of futures trade on the informational efficiency of US REIT market (R&R in Financial Innovation)

3. Soft landing or hard fall? The evidence from the Chinese housing market (R&R in PLoS ONE)

4. A quantum model for the overpriced put puzzle (Under review by Financial Innovation)

5. The role of nuclear energy in the energy mix on social welfare: Episode from South Korea (Submitted to Computational Economics)

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

Work in Progress

1. Modelling the tail risk of crude oil futures with a quantum approach

2. Sentiment of international energy organizations and its use for the crude oil pricing

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

Ad-hoc Reviewer

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