Research

Research

Publications

  1. Yoon, Jungah, Xinfeng Ruan, and Jin E. Zhang, 2022, VIX Option-Implied Volatility Slope and VIX Futures Returns, Journal of Futures Markets, 42(6), 1002-1038.

  2. Yoon, Jungah, Xinfeng Ruan, and Jin E. Zhang, 2021, The Skewness Risk in the Energy Market, Journal of Risk and Financial Management, 2021, 14(12), 620.

Working papers

  1. Yoon, Jungah, Xinfeng Ruan, and Jin E. Zhang, The role of hedgers and speculators in the currency futures markets.

  2. Yoon, Jungah, Xinfeng Ruan, and Jin E. Zhang, The Information Content of the Implied Volatility Smirk of VIX and VXX on SPX Options.

  3. 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.

Conferences

  1. Sustainable Transition with AI (STAI) Workshop, 5 August 2024, Jeju-Island, South Korea.
    • 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.
    • Co-Presentor
  2. 33rd International Joint Conference on Artificial Intelligence, 3-9 August 2024, Jeju-Island, South Korea.
    • 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.
    • Co-Presentor
  3. 27th New Zealand Finance Colloquium (NZFC), 16 - 17 February 2023, Wellington, New Zealand.
    • Yoon, Jungah, Xinfeng Ruan, and Jin E. Zhang, The Information Content of the Implied Volatility Smirk of VIX and VXX on SPX Options.
    • Presentor
  4. Financial Management Association (FMA) 12th Asia/Pacific Conference, 11 - 13 December 2022, Melbourne, Australia.
    • Yoon, Jungah, Xinfeng Ruan, and Jin E. Zhang, The Role of Hedgers and Speculators in the Currency Futures Markets.
    • Presentor; Discussant
  5. 26th New Zealand Finance Colloquium (NZFC), 17 - 18 February 2022, Christchurch, New Zealand.
    • Yoon, Jungah, Xinfeng Ruan, and Jin E. Zhang, The Role of Hedgers and Speculators in the Currency Futures Markets.
    • Presentor
  6. 10th International Conference on Futures and Other Derivatives (ICFOD), 10-12 December 2021, Nanging, China.
    • Yoon, Jungah, Xinfeng Ruan, and Jin E. Zhang, Volatility Risk Premium and the Implied Volatility Curve of VIX Options.
    • Presentor; Discussant
  7. 25th New Zealand Finance Colloquium (NZFC), 11-12 February 2021, Tauranga, New Zealand.
    • Yoon, Jungah, Xinfeng Ruan, and Jin E. Zhang, The Slope of Implied Volatility Skew of VIX Options.
    • Presentor
  8. 9th International Conference on Futures and Other Derivatives (ICFOD), 4-5 December 2020, Nanjing, China.
    • Yoon, Jungah, Xinfeng Ruan, and Jin E. Zhang, Does Average Skewness Matter in the Energy Market?
    • Presentor; Discussant