Publications

1. Jeong, M., Yang, B., Zhang, X., Park, T., and Ahn, K. A quantum model for the overpriced put puzzle. Financial Innovation (accepted). (SSCI, Top 0.7%, JCR 2024)

2. Lee, G., Jeong, M., Park, T., and Ahn K. More than ex-post fitting: Log-periodic power law and its AI-based classification. Humanities and Social Sciences Communications (accepted). (SSCI, Top 6.8%, JCR 2024)

3. Jung, L., Jun, Y., Jeong, M., Song, Y., and Ahn, K. The impact of government intervention on housing market network: Evidence from the Seoul metropolitan area. Chaos Solitons and Fractals 200(3), 117015. (SCIE, Top 0.8%, JCR 2024)

4. Jung, L., Jeong, M., Song, Y., and Ahn, K. (2025). Information flow between neighboring housing markets: A case from the Seoul metropolitan area. Lecture Notes in Computer Science 15906, 114–120. (SCOPUS)

5. Ahn, K., Jang, H., Jeong, M., and Sohn, S. (2025). The impact of futures trade on the informational efficiency of the U.S. REIT market. Financial Innovation 11, 45. (SSCI, Top 0.7%, JCR 2024)

6. Jeong, M., and Ahn, K. (2025). Energy organization sentiment and oil return forecast. Energy Economics 141, 108105. (SSCI, Top 0.1%, JCR 2024)

7. Jeong, M., and Ahn, K. (2024). Modeling the tail risk of crude oil futures using a quantum approach. Humanities and Social Sciences Communications 11, 1684. (SSCI, Top 6.8%, JCR 2024)

8. 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. (SCIE, Q2, JCR 2024)

9. 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. (SCOPUS)

10. 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.  (SCIE, Q1, JCR 2023)

11. 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. (SCIE, Q1, JCR 2023)

12. 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. (SCIE, Q1, JCR 2023)

13. 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. (Conference Paper)

14. 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. (SCOPUS)

15. Joo, K., Jeong, M., Seo, Y., Suh, J., and Ahn, K. (2021). Shanghai crude oil futures: Flagship or burst? Energy Reports 7, 4197–4204. (SCIE, Q2, JCR 2021)

Working Papers

1. Global market integration of vegetable oil futures markets: One great pool?

   • R&R in Financial Innovation (SSCI, Top 0.7%, JCR 2024)

2. The impact of nuclear energy on social welfare and the future of renewable energy: Episode from South Korea

   • R&R in Humanities and Social Sciences Communications (SSCI, Top 6.8%, JCR 2024)

3. Sentiment beyond the surface: ChatGPT-driven energy organization sentiment and firm investment

   • Under review in Energy Economics (SSCI, Top 0.1%, JCR 2024)

4. A generalized Black–Scholes option pricing model and investor sentiment (In revision)

   • Under review in Mathematical Finance (SSCI, Q2, JCR 2024)

Work in Progress

1. European carbon market after Brexit: The role of UK allowance

2. AI-driven forward guidance on the oil supply and its macroeconomic effects