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Seong-Min Yoon

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Personal Details

First Name: Seong-Min
Middle Name:
Last Name: Yoon
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RePEc Short-ID: pyo53

Email: [This author has chosen not to make the email address public]
Homepage: http://myweb.pknu.ac.kr/yoonsmin/
Postal Address:
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Affiliation

(80%) Department of Economics
Pusan National University
Location: Pusan, South Korea
Homepage: http://pnuecon.pusan.ac.kr/
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Phone:
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Postal:
Handle: RePEc:edi:depnukr (more details at EDIRC)
(20%) Institut de Préparation à l'Administration et à la Gestion (IPAG)
Location: Paris, France
Homepage: http://www.ipag.fr/
Email:
Phone: 33 1 53 63 36 00
Fax:
Postal: 184 Boulevard Saint-Germain, 75006 Paris
Handle: RePEc:edi:ipagpfr (more details at EDIRC)

Lists

This author is featured on the following reading lists, publication compilations or Wikipedia entries:
  1. Korean Economists

Works

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Working papers

  1. Walid Mensi & Shawkat Hammoudeh & Duc Khuong Nguyen & Seong-Min Yoon, 2014. "Dynamic spillovers among major energy and cereal commodity prices," Working Papers, Department of Research, Ipag Business School 2014-160, Department of Research, Ipag Business School.
  2. Seong-Min Yoon & Sang Hoon Kang, 2012. "Modelling and forecasting the volatility of petroleum futures prices," EcoMod2012, EcoMod 3944, EcoMod.
  3. Seong-Min Yoon & Kyungsik Kim, 2005. "Dynamical Minority Games in Futures Exchange Markets," Papers, arXiv.org physics/0503016, arXiv.org.
  4. Gyuchang Lim & Soo Yong Kim & Junyuan Zhou & Seong-Min Yoon & Kyungsik Kim, 2005. "Dynamical Stochastic Processes of Returns in Financial Markets," Papers, arXiv.org physics/0512216, arXiv.org.
  5. Kyungsik Kim & Seong-Min Yoon & Soo Yong Kim & Ki-Ho Chang & Yup Kim, 2005. "Dynamical Structures of High-Frequency Financial Data," Papers, arXiv.org physics/0512225, arXiv.org.
  6. Kyungsik Kim & S. -M. Yoon & K. H. Chang, 2004. "Power Law Distributions for Stock Prices in Financial Markets," Papers, arXiv.org cond-mat/0412014, arXiv.org.
  7. Kyungsik Kim & S. -M. Yoon & C. Christopher Lee & K. H. Chang, 2004. "Zipf's Law Distributions for Korean Stock Prices," Papers, arXiv.org cond-mat/0405390, arXiv.org.
  8. Kyungsik Kim & Seong-Min Yoon & J. S. Choi & Hideki Takayasu, 2004. "Herd Behaviors in Financial Markets," Papers, arXiv.org cond-mat/0405172, arXiv.org.
  9. Kyungsik Kim & Seong-Min Yoon & C. Christopher Lee & Myung-Kul Yum, 2004. "Dynamical Volatilities for Yen-Dollar Exchange Rates," Papers, arXiv.org cond-mat/0409097, arXiv.org.
  10. Kyungsik Kim & Seong-Min Yoon, 2004. "Power Law Distributions in Korean Household Incomes," Papers, arXiv.org cond-mat/0403161, arXiv.org.
  11. Kyungsik Kim & Seong-Min Yoon, 2004. "Phase Transition of Dynamical Herd Behaviors in Financial Markets," Papers, arXiv.org cond-mat/0408625, arXiv.org.
  12. Kyungsik Kim & Seong-Min Yoon & Jum-Soo Choi, 2004. "Multifractal Measures for the Yen-Dollar Exchange Rate," Papers, arXiv.org cond-mat/0405173, arXiv.org.
  13. Kyungsik Kim & Seong-Min Yoon & Jum Soo Choi, 2003. "Volatility and Returns in Korean Futures Exchange Markets," Papers, arXiv.org cond-mat/0311155, arXiv.org.
  14. Kyungsik Kim & Seong-Min Yoon & Yup Kim, 2003. "Herd Behaviors in the Stock and Foreign Exchange Markets," Papers, arXiv.org cond-mat/0304451, arXiv.org.
  15. Kyungsik Kim & Seong-Min Yoon & Yup Kim, 2003. "Herd Behavior of Returns in the Futures Exchange Market," Papers, arXiv.org cond-mat/0304143, arXiv.org, revised Apr 2003.
  16. Kyungsik Kim & Seong-Min Yoon, 2003. "Multifractal Features in the Foreign Exchange and Stock Markets," Papers, arXiv.org cond-mat/0305270, arXiv.org.
  17. Kyungsik Kim & Seong-Min Yoon, 2002. "Dynamical Behavior of Continuous Tick Data in Futures Exchange Market," Papers, arXiv.org cond-mat/0212393, arXiv.org.

Articles

  1. Mensi, Walid & Hammoudeh, Shawkat & Yoon, Seong-Min, 2014. "Structural breaks and long memory in modeling and forecasting volatility of foreign exchange markets of oil exporters: The importance of scheduled and unscheduled news announcements," International Review of Economics & Finance, Elsevier, Elsevier, vol. 30(C), pages 101-119.
  2. Mensi, Walid & Hammoudeh, Shawkat & Yoon, Seong-Min, 2014. "How do OPEC news and structural breaks impact returns and volatility in crude oil markets? Further evidence from a long memory process," Energy Economics, Elsevier, Elsevier, vol. 42(C), pages 343-354.
  3. Kang, Sang Hoon & Cheong, Chongcheul & Yoon, Seong-Min, 2013. "Intraday volatility spillovers between spot and futures indices: Evidence from the Korean stock market," Physica A: Statistical Mechanics and its Applications, Elsevier, Elsevier, vol. 392(8), pages 1795-1802.
  4. Kang, Sang Hoon & Yoon, Seong-Min, 2013. "Modeling and forecasting the volatility of petroleum futures prices," Energy Economics, Elsevier, Elsevier, vol. 36(C), pages 354-362.
  5. Chongcheul Cheong & Young‐Jae Kim & Seong‐Min Yoon, 2012. "Can We Predict Exchange Rate Movements at Short Horizons?," Journal of Forecasting, John Wiley & Sons, Ltd., John Wiley & Sons, Ltd., vol. 31(7), pages 565-579, November.
  6. Kang, Sang Hoon & Cheong, Chongcheul & Yoon, Seong-Min, 2011. "Structural changes and volatility transmission in crude oil markets," Physica A: Statistical Mechanics and its Applications, Elsevier, Elsevier, vol. 390(23), pages 4317-4324.
  7. Suyeol Ryu & Seong‐Min Yoon, 2011. "Monotone strong increases in risk and their comparative statics," International Journal of Economic Theory, The International Society for Economic Theory, The International Society for Economic Theory, vol. 7(3), pages 269-281, 09.
  8. Kang, Sang Hoon & Jiang, Zhuhua & Cheong, Chongcheul & Yoon, Seong-Min, 2011. "Changes of firm size distribution: The case of Korea," Physica A: Statistical Mechanics and its Applications, Elsevier, Elsevier, vol. 390(2), pages 319-327.
  9. Kang, Sang Hoon & Jiang, Zhuhua & Lee, Yeonjeong & Yoon, Seong-Min, 2010. "Weather effects on the returns and volatility of the Shanghai stock market," Physica A: Statistical Mechanics and its Applications, Elsevier, Elsevier, vol. 389(1), pages 91-99.
  10. Kang, Sang Hoon & Cheong, Chongcheul & Yoon, Seong-Min, 2010. "Contemporaneous aggregation and long-memory property of returns and volatility in the Korean stock market," Physica A: Statistical Mechanics and its Applications, Elsevier, Elsevier, vol. 389(21), pages 4844-4854.
  11. Kang, Sang Hoon & Cheong, Chongcheul & Yoon, Seong-Min, 2010. "Long memory volatility in Chinese stock markets," Physica A: Statistical Mechanics and its Applications, Elsevier, Elsevier, vol. 389(7), pages 1425-1433.
  12. Kang, Sang Hoon & Cho, Hwan-Gue & Yoon, Seong-Min, 2009. "Modeling sudden volatility changes: Evidence from Japanese and Korean stock markets," Physica A: Statistical Mechanics and its Applications, Elsevier, Elsevier, vol. 388(17), pages 3543-3550.
  13. Sang Hoon Kang & Hwan-Gue Cho & Suyeol Ryu & Seong-Min Yoon & Sung-Jin Cho, 2009. "Value-At-Risk Analysis Of Kospi 200 Sector Indices," Theoretical and Applied Economics, Asociatia Generala a Economistilor din Romania - AGER, Asociatia Generala a Economistilor din Romania - AGER, vol. 12(12(541)(s), pages 771-777, December.
  14. Jungseek Hwang & Sungkyun Park & Sang Hoon Kang & Suyeol Ryu & Seong-Min Yoon, 2009. "Volatility Dynamics Of Euro–Dollar Foreign Exchange Market," Theoretical and Applied Economics, Asociatia Generala a Economistilor din Romania - AGER, Asociatia Generala a Economistilor din Romania - AGER, vol. 12(12(541)(s), pages 756-762, December.
  15. Kang, Sang Hoon & Kang, Sang-Mok & Yoon, Seong-Min, 2009. "Forecasting volatility of crude oil markets," Energy Economics, Elsevier, Elsevier, vol. 31(1), pages 119-125, January.
  16. Yoon, Seong-Min & Kang, Sang Hoon, 2009. "Weather effects on returns: Evidence from the Korean stock market," Physica A: Statistical Mechanics and its Applications, Elsevier, Elsevier, vol. 388(5), pages 682-690.
  17. Seong-Min Yoon & Sang Hoon Kang & Sung-Jin Cho & Gyun Woo & Jeong-Hoon Ji, 2009. "Forecasting Long-Memory Volatility Of The Australian Futures Market," Theoretical and Applied Economics, Asociatia Generala a Economistilor din Romania - AGER, Asociatia Generala a Economistilor din Romania - AGER, vol. 12(12(541)(s), pages 763-770, December.
  18. Kang, Sang Hoon & Yoon, Seong-Min, 2008. "Long memory features in the high frequency data of the Korean stock market," Physica A: Statistical Mechanics and its Applications, Elsevier, Elsevier, vol. 387(21), pages 5189-5196.
  19. Kim, Kyungsik & Yoon, Seong-Min & Kim, SooYong & Chang, Ki-Ho & Kim, Yup & Hoon Kang, Sang, 2007. "Dynamical structures of high-frequency financial data," Physica A: Statistical Mechanics and its Applications, Elsevier, Elsevier, vol. 376(C), pages 525-531.
  20. Kang, Sang Hoon & Yoon, Seong-Min, 2007. "Long memory properties in return and volatility: Evidence from the Korean stock market," Physica A: Statistical Mechanics and its Applications, Elsevier, Elsevier, vol. 385(2), pages 591-600.
  21. Lim, Gyuchang & Kim, SooYong & Yoon, Seong-Min & Jung, Jae-Won & Kim, Kyungsik, 2007. "Dynamical stochastic processes of returns in financial markets," Physica A: Statistical Mechanics and its Applications, Elsevier, Elsevier, vol. 376(C), pages 517-524.
  22. Yoon, Seong-Min & Choi, J.S. & Christopher Lee, C. & Yum, Myung-Kul & Kim, Kyungsik, 2006. "Dynamical volatilities for yen–dollar exchange rates," Physica A: Statistical Mechanics and its Applications, Elsevier, Elsevier, vol. 359(C), pages 569-575.
  23. Yoon, Seong-Min & Choi, J.S. & Kim, Y. & Kim, Kyungsik, 2006. "Phase transition of dynamical herd behaviors for Yen–Dollar exchange rates," Physica A: Statistical Mechanics and its Applications, Elsevier, Elsevier, vol. 359(C), pages 563-568.
  24. Kim, Kyungsik & Yoon, Seong-Min & Kul Yum, Myung, 2004. "Dynamics of the minority game for patients," Physica A: Statistical Mechanics and its Applications, Elsevier, Elsevier, vol. 344(1), pages 30-35.
  25. Kim, Kyungsik & Yoon, Seong-Min & Kim, Yup, 2004. "Herd behaviors in the stock and foreign exchange markets," Physica A: Statistical Mechanics and its Applications, Elsevier, Elsevier, vol. 341(C), pages 526-532.
  26. Kim, Kyungsik & Yoon, Seong-Min, 2004. "Multifractal features of financial markets," Physica A: Statistical Mechanics and its Applications, Elsevier, Elsevier, vol. 344(1), pages 272-278.

NEP Fields

1 paper by this author was announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-AGR: Agricultural Economics (1) 2014-03-30. Author is listed
  2. NEP-ENE: Energy Economics (1) 2014-03-30. Author is listed

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