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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

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

  1. Korean Economists
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  1. Walid Mensi & Shawkat Hammoudeh & Duc Khuong Nguyen & Seong-Min Yoon, 2014. "Dynamic spillovers among major energy and cereal commodity prices," Working Papers 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 3944, EcoMod.
  3. Seong-Min Yoon & Kyungsik Kim, 2005. "Dynamical Minority Games in Futures Exchange Markets," Papers physics/0503016, arXiv.org.
  4. Kyungsik Kim & Seong-Min Yoon & Soo Yong Kim & Ki-Ho Chang & Yup Kim, 2005. "Dynamical Structures of High-Frequency Financial Data," Papers physics/0512225, arXiv.org.
  5. Gyuchang Lim & Soo Yong Kim & Junyuan Zhou & Seong-Min Yoon & Kyungsik Kim, 2005. "Dynamical Stochastic Processes of Returns in Financial Markets," Papers physics/0512216, arXiv.org.
  6. Kyungsik Kim & Seong-Min Yoon & J. S. Choi & Hideki Takayasu, 2004. "Herd Behaviors in Financial Markets," Papers cond-mat/0405172, arXiv.org.
  7. Kyungsik Kim & Seong-Min Yoon, 2004. "Phase Transition of Dynamical Herd Behaviors in Financial Markets," Papers cond-mat/0408625, arXiv.org.
  8. Kyungsik Kim & S. -M. Yoon & C. Christopher Lee & K. H. Chang, 2004. "Zipf's Law Distributions for Korean Stock Prices," Papers cond-mat/0405390, arXiv.org.
  9. Kyungsik Kim & Seong-Min Yoon & C. Christopher Lee & Myung-Kul Yum, 2004. "Dynamical Volatilities for Yen-Dollar Exchange Rates," Papers cond-mat/0409097, arXiv.org.
  10. Kyungsik Kim & Seong-Min Yoon, 2004. "Power Law Distributions in Korean Household Incomes," Papers cond-mat/0403161, arXiv.org.
  11. Kyungsik Kim & S. -M. Yoon & K. H. Chang, 2004. "Power Law Distributions for Stock Prices in Financial Markets," Papers cond-mat/0412014, arXiv.org.
  12. Kyungsik Kim & Seong-Min Yoon & Jum-Soo Choi, 2004. "Multifractal Measures for the Yen-Dollar Exchange Rate," Papers cond-mat/0405173, arXiv.org.
  13. Kyungsik Kim & Seong-Min Yoon & Yup Kim, 2003. "Herd Behavior of Returns in the Futures Exchange Market," Papers cond-mat/0304143, arXiv.org, revised Apr 2003.
  14. Kyungsik Kim & Seong-Min Yoon & Yup Kim, 2003. "Herd Behaviors in the Stock and Foreign Exchange Markets," Papers cond-mat/0304451, arXiv.org.
  15. Kyungsik Kim & Seong-Min Yoon & Jum Soo Choi, 2003. "Volatility and Returns in Korean Futures Exchange Markets," Papers cond-mat/0311155, arXiv.org.
  16. Kyungsik Kim & Seong-Min Yoon, 2003. "Multifractal Features in the Foreign Exchange and Stock Markets," Papers cond-mat/0305270, arXiv.org.
  17. Kyungsik Kim & Seong-Min Yoon, 2002. "Dynamical Behavior of Continuous Tick Data in Futures Exchange Market," Papers cond-mat/0212393, arXiv.org.
  1. Mensi, Walid & Hammoudeh, Shawkat & Yoon, Seong-Min, 2015. "Structural breaks, dynamic correlations, asymmetric volatility transmission, and hedging strategies for petroleum prices and USD exchange rate," Energy Economics, Elsevier, vol. 48(C), pages 46-60.
  2. Mensi, Walid & Hammoudeh, Shawkat & Nguyen, Duc Khuong & Yoon, Seong-Min, 2014. "Dynamic spillovers among major energy and cereal commodity prices," Energy Economics, Elsevier, vol. 43(C), pages 225-243.
  3. 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, vol. 30(C), pages 101-119.
  4. 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, vol. 42(C), pages 343-354.
  5. Kang, Sang Hoon & Yoon, Seong-Min, 2013. "Modeling and forecasting the volatility of petroleum futures prices," Energy Economics, Elsevier, vol. 36(C), pages 354-362.
  6. 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, vol. 392(8), pages 1795-1802.
  7. 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., vol. 31(7), pages 565-579, November.
  8. 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, vol. 7(3), pages 269-281, 09.
  9. 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, vol. 390(23), pages 4317-4324.
  10. 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, vol. 390(2), pages 319-327.
  11. Sang Hoon Kang & Seong-Min Yoon, 2010. "Sudden Changes and Persistence in Volatility of Korean Equity Sector Returns," Korean Economic Review, Korean Economic Association, vol. 26, pages 431-451.
  12. 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, vol. 389(1), pages 91-99.
  13. Kang, Sang Hoon & Cheong, Chongcheul & Yoon, Seong-Min, 2010. "Long memory volatility in Chinese stock markets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 389(7), pages 1425-1433.
  14. 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, vol. 389(21), pages 4844-4854.
  15. 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, vol. 12(12(541)(s), pages 771-777, December.
  16. Kang, Sang Hoon & Kang, Sang-Mok & Yoon, Seong-Min, 2009. "Forecasting volatility of crude oil markets," Energy Economics, Elsevier, vol. 31(1), pages 119-125, January.
  17. 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, vol. 12(12(541)(s), pages 756-762, December.
  18. Sang Hoon Kang & Seong-Min Yoon, 2009. "Value-at-Risk Analysis for Asian Emerging Markets: Asymmetry and Fat Tails in Returns Innovation," Korean Economic Review, Korean Economic Association, vol. 25, pages 387-411.
  19. 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, vol. 388(17), pages 3543-3550.
  20. 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, vol. 388(5), pages 682-690.
  21. 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, vol. 12(12(541)(s), pages 763-770, December.
  22. 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, vol. 387(21), pages 5189-5196.
  23. Sang Hoon Kang & SEONG-MIN YOON, 2008. "Asymmetry and Long Memory Features in Volatility: Evidence From Korean Stock Market," Korean Economic Review, Korean Economic Association, vol. 24, pages 383-412.
  24. 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, vol. 376(C), pages 525-531.
  25. 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, vol. 385(2), pages 591-600.
  26. 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, vol. 376(C), pages 517-524.
  27. 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, vol. 359(C), pages 563-568.
  28. 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, vol. 359(C), pages 569-575.
  29. Kim, Kyungsik & Yoon, Seong-Min, 2004. "Multifractal features of financial markets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 344(1), pages 272-278.
  30. Kim, Kyungsik & Yoon, Seong-Min & Kul Yum, Myung, 2004. "Dynamics of the minority game for patients," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 344(1), pages 30-35.
  31. 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, vol. 341(C), pages 526-532.
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 1 paper announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  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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