Jooyoung Jeon
Dr. Jooyoung Jeon is a Junior Research Fellow funded by Her Majesty’s Government in the Smith School’s Catastrophe Risk Financing reasearch area.
His research is in time series modelling. He is particularly interested in forecasting uncertainty. He has mainly concerned the following application areas: financial risk management, wind energy forecasting and predictions with social networks.
Jooyoung has a BSc in computer science from the Seoul National University and an MSc in Finance from the London Business School and received a DPhil degree in Management Studies (concentration in Management Sciences) from the Said Business School, University of Oxford. He also worked for a multinational consulting firm and co-founded an IT company.
Recent papers on forecasting and risk:
- Jeon, J. and Taylor, J.W. (2012) Using Conditional Kernel Density Estimation for Wind Power Density Forecasting. Journal of the American Statistical Association. In Press.
- Jeon, J. and Taylor, J.W. (2012) Using CAViaR Models with Implied Volatility for Value at Risk Estimation. Journal of Forecasting. In Press.
joo.jeon [at] smithschool.ox.ac.uk
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