■ 개인 웹사이트
https://jooyc117.wixsite.com/young
■ 학력
2019. 중앙대학교 경제학 박사
2014. 고려대학교 경제통계학 석사
2012. 고려대학교 경제학 학사
■ 연구분야
- Financial Economics, Empirical Finance, Applied Econometrics, Energy Economics
■ 경력
2023. 09 ~ 현 재 전북대학교 경영학과 조교수
2022. 09 ~ 2024. 08 Shanghai University, SILC Business School, 부교수
2019. 11 ~ 2022. 08 Shandong University, Center for Economic Research, 조교수
■ 연구실적
o Hedging Bitcoin with Commodity Futures: An Analysis with Copper, Gas, Gold, and Crude Oil Futures (with Sung Y. Park), 2024, North American Journal of Economics and Finance, 72, 102127.
o Quantile Connectedness Between Cryptocurrency and Commodity Futures (with Sung Y. Park), 2023, Finance Research Letters, 58, 104472.
o Which Shrinkage is Better?: Portfolio Selection with a Cleaned Random Matrix (with Sung Y. Park), 2023, Investment Analysts Journal, 52, 297-312.
o The Impact of Oil Price Volatility on Stock Markets: Evidences from Oil-Importing Countries (with Sung Y. Park), 2021, Energy Economics, 101, 105413.
o Optimal Portfolio Selection using a Simple Double-Shrinkage Selection Rule (with Sung Y. Park), 2021, Finance Research Letters, 43, 102019.
o Tail Risk Measures and Portfolio Selection (with Sung Y. Park), 2021, in Sriboonchitta S., Kreinovich V., Yamaka W., eds., Behavioral Predictive Modeling in Economics: Studies in Computational Intelligence, 897, 117-139.
o Oil Prices and Stock Markets: Does the Effect of Uncertainty Change over Time? (with Sung Y. Park), 2017, Energy Economics, 61, 42-51.
o 통일비용 재정의와 비용추계 혁신 방안, 한반도 평화학 : 보편성과 특수성의 전략적 연계(류덕현, 조용신, 주영찬, 홍석철), 2021, 서울대학교 출판문화원, 82-103.
o 기상정보를 활용한 태양광 발전량 모니터링 계량모형(주영찬, 김정인, 박성용), 2019, 에너지경제연구, 18(1), 185-112.
o 분위수회귀분석을 이용한 유가 변동성에 대한 산업별 주식시장의 이질적 반응 분석(주영찬, 박성용), 2019, 경영과 정보연구, 38(3), 1-19.