학술지 논문

• (2024)  Forecasting Stock Market Volatility: A Sentiment Based Approach.  Journal of Economic Theory and Econometrics.  35,  1
• (2023)  The Effect of the Franchises on Local Bakeries with High-Dimensional Controls.  계량경제학보.  34,  2
• (2022)  Measuring the Effects of Bid-Rigging on Prices with Binary Misclassification.  REVIEW OF INDUSTRIAL ORGANIZATION.  61,  3
• (2022)  Re-examining The Time-varying Relationship Between Health and Income Distributions.  International Economic Journal.  36,  2
• (2022)  Return Predictability using an Endogenous Regime Switching Model.  Journal of Economic Theory and Econometrics.  33,  1
• (2021)  Forecasting regional long-run energy demand: A functional coefficient panel approach.  ENERGY ECONOMICS.  96,  -
• (2020)  World distribution of income for 1970-2010: dramatic reduction in world income inequality during the 2000s.  EMPIRICAL ECONOMICS.  59,  2
• (2020)  Evaluating trends in time series of distributions: A spatial fingerprint of human effects on climate.  JOURNAL OF ECONOMETRICS.  214,  1
• (2019)  내생적 국면전환을 이용한 GARCH 모형.  계량경제학보.  30,  2
• (2018)  RMB Bloc in East Asia: Too Early to Talk About It?.  ASIAN ECONOMIC PAPERS.  17,  3
• (2018)  고빈도 데이터를 활용한 주택용 전력 최대수요의 가격탄력성 추정.  계량경제학보.  29,  1
• (2016)  A new approach to modeling the effects of temperature fluctuations on monthly electricity demand.  ENERGY ECONOMICS.  60, 
• (2016)  Disentangling temporal patterns in elasticities: A functional coefficient panel analysis of electricity demand.  ENERGY ECONOMICS.  60, 
• (2016)  Nonstationarity in time series of state densities.  JOURNAL OF ECONOMETRICS.  192,  1
• (2015)  Equity premium over different investment horizons.  EMPIRICAL ECONOMICS.  48, 
• (2014)  Time-varying Long-run Income and Output Elasticities of Electricity Demand with an Application to Korea.  ENERGY ECONOMICS.  46,  Special SI
• (2013)  Efficient Estimation of Regressions with Nonstationary Heteroskedasticity.  계량경제학보.  24,  3
• (2012)  Testing the Monday Effect using High-frequency Intraday Returns: A Spatial Dominance Approach.  KOREAN ECONOMIC REVIEW.  28,  1
• (2012)  Partial parametric estimation for nonstationary nonlinear regressions.  JOURNAL OF ECONOMETRICS.  167,  2
• (2011)  에너지 상대가격 변화에 따른 에너지 수요 예측.  경제학연구.  59,  4