윤성민 사진
윤성민
Position
교수
Tel
051-510-2557
Email
smyoon@pusan.ac.kr
Research Area
응용계량경제학
Office
경제통상관 809호

 

◈ 학 력

- 고려대학교 경제학과 학사졸업

- 고려대학교 경제학과 석사졸업

- 고려대학교 경제학과 박사졸업

 

◈ 학교보직 활동

- 2008.3-현재부산대학교 경제학부 교수

- 2016.12-현재부산대학교 경제통상연구원 원장

- 2010.9-현재부산대학교 일반대학원 글로벌 경제컨설팅 계약학과 주임교수, 책임교수

- 2012.1-2017.2부산대학교 사회급변현상연구소 소장, 연구조정실장

- 2010.9-2011.8부산대학교 경제학부 학부장

- 2010.7-2011.8부산대학교 일반대학원 경제학과 학과장

- 2010.7-2011.8부산대학교 경제학과 BK21 사업단 단장

- 2005.3-2006.1부경대학교 경제학부 학부장

- 2005.9-2006.1부경대학교 인문사회과학대학 발전연구위원(부학장)

- 1997.3-1999.2부경대학교 경제학부 학부장

- 1996.7-1999.2부경대학교 산업경제학과 학과장

- 1991.9-2008.2부경대학교 경제학부 전임강사, 조교수, 부교수, 교수

 

◈ 연구업적

1) 단행본

- Advances in Behavioural Finance and Economics, Tomas Kliestik, Maria Kovacova and Katarina Valaskova (Eds.), 2021, Swiss: Basel, MDPI.

- 『창조산업의 동향과 전망』, 부산대학교 경제통상연구원, 2012. (공저)

- 『급변의 과학』, 궁리, 2012. (공역)

- 『세계를 향한 부산의 비전』, 도서출판 정언, 2011. (공저)

- 『2010 부산학연구』, (재)부산발전연구원, 2010. (공저)

- 『부산산업의 비전과 과제』, (재)부산테크노파크 전략산업기획단, 2009. (공저)

- 『부산경제의 재발견』, (재)부산테크노파크전략산업기획단?동북아지역혁신연구원, 2008. (공저)

- 『세계화시대의 지역경제』, 세종출판사, 2008. (공저)

- 『Intelligent Finance』, University of Ballarat, Australia, 2004. (공저)

- 『지역혁신과 부산지역의 산업네트워크』, 경성대학교 출판부, 2004. (공저)

- 『기업민주주의와 기업지배구조』, 백산서당, 2002. (공저)

- 『경제정책』, 부경대학교 출판부, 1996.

- 『경제학연습』, 법문사, 1990. (공저)

 

2) 게재논문

- “Quantile connectedness among gold, gold mining, silver, oil, and energy sector uncertainty indexes,” Resources Policy, 74, 2021, 102450.

- “Network Interdependence and Optimization of Bank Portfolios from Developed and Emerging Asia Pacific Countries,” Asia-Pacific Financial Markets, 28(4), 2021, 613-647.

- “How can investors build a better portfolio in small open economies? Evidence from Asia’s Four Little Dragons,” North American Journal of Economics and Finance, 58, 2021, 101500.

- “How have the dependence structures between stock markets and economic factors changed during the COVID-19 pandemic?” North American Journal of Economics and Finance, 58, 2021, 101546.

- “Financial instability and environmental degradation: a panel data investigation,” Applied Economics, 53(54), 2021, 6319-6331.

- “Measuring Energy Poverty and Its Impact on Economic Growth in Pakistan,” Sustainability, 13(19), 2021, 10969.

- “Nonlinear dependence and connectedness between clean/renewable energy sector equity and European emission allowance prices,” Energy Economics, 101, 2021, 105409.

- “Dynamic Connectedness and Portfolio Diversification during the Coronavirus Disease 2019 Pandemic: Evidence from the Cryptocurrency Market,” Sustainability, 13(14), 2021, 7672.

- “Does oil price variability affect the long memory and weak form efficiency of stock markets in top oil producers and oil Consumers? Evidence from an asymmetric MF-DFA approach,” North American Journal of Economics and Finance, 57, 2021, 101446.

- “Tail dependence risk and spillovers between oil and food prices,” The Quarterly Review of Economics and Finance, 80, 2021, 195-209.

- “Is there a systemic risk between Sharia, Sukuk, and GCC stock markets? A ΔCoVaR risk metric-based copula approach,” International Journal of Finance & Economics, 26(2), 2021, 2904-2926.

- “OPEC News and Jumps in the Oil Market,” Energy Economics, 96, 2021, 105096.

- “The effect of air quality and weather on the Chinese stock market: Evidence from Shenzhen Stock Exchange,” Sustainability, 13(5), 2021, 2931.

- “Spillovers and connectedness between major precious metals and major currency markets: The role of frequency factor,” International Review of Financial Analysis, 74, 2021, 101672.

- “Spillovers and portfolio optimization of agricultural commodity and global equity markets,” Applied Economics, 53(12), 2021, 1326-1341.

- “서울 아파트 매매가격 움직임의 효율성 비교분석”, Journal of The Korean Data Analysis Society, 23(5), 2021, 2285-2296.

- “에너지 가격과 농산물 가격 사이의 연계성: 분위별 교차 스펙트럴 방법을 이용한 실증연구”, 에너지경제연구, 20(2), 2021, 33-60.

- “원유가격과 주식가격 사이의 의존성 구조 분석”, 산업경제연구, 34(3), 2021, 541-562.

- “거시경제변수, 글로벌 경제불확실성, 심리지수가 한국 주식시장의 변동성에 미치는 영향: GARCH-MIDAS 모형을 이용한 분석”, Journal of the Korean Data Analysis Society, 23(4), 2021, 1699-1715.

- “바이오 연료, 국제 원유, 농산물 가격의 상호관계: 분위수 검정기법을 이용한 실증연구”, Journal of the Korean Data Analysis Society, 23(2), 2021, 895-912.

- “The Influence of the Economic Variables on the Chinese B-Share Markets,” 한중사회과학연구, 19(1), 2021, 208-227.

- 강상훈, 윤성민(2008), Long Memory Features in the High Frequency Data of the Korean Stock Market, PHYSICA A-STATISTICAL MECHANICS AND ITSAPPLICATIONS, 387(21), ELSEVIER SCIENCE BV, SCI

- 강상훈, 윤성민(2008), 선물거래가 주식시장 변동성의 크기 및 비대칭성에 미치는 영향, Journal of The Korean Data Analysis Society, 10(3(B)), 한국자료분석학회

- 강상훈, 윤성민(2007), Long Memory Properties in Return and Volatility : Evidence from the Korean Stock Market, PHYSICA A-STATISTICAL MECHANICS AND ITSAPPLICATIONS, 385(2), ELSEVIER SCIENCE BV, SCI

- 김경식, 윤성민, 김수용, H. Takayasu(2007), Minority and Majority Games in Financial Markets, FRACTALS-COMPLEX GEOMETRY PATTERNS AND SCALING IN NATURE AND SOCIETY, 15(1), WORLD SCIENTIFIC PUBLCO PTE LTD, 한국과학재단, SCI

- "Long Memory Properties in Return and Volatility: Evidence from the Korean Stock Market," Physica A 385(2), 2007, 591-600. (with Sang Hoon Kang; SCI)

- "Minority and Majority Games in Financial Markets," Fractals 15(1), 2007, 97-100. (with Kyungsik Kim, S.-Y. Kim and H. Takayasu; SCI)

- "Dynamical Mechanisms of the Continuous-Time Random Walk, Multifractals, Herd Behaviors, and Minority Games in Financial Markets," Journal of the Korean Physical Society 50(1), 2007, 182-190. (with Kyungsik Kim, Soo Yong Kim, Dong-In Lee and Enrico Scalas; SCI)

- "Dynamical Stochastic Processes of Returns in Financial Markets," Physica A 376, 2007, 517-524. (with Gyuchang Lim, Soo Yong Kim, Jae-Won Jung, and Kyungsik Kim: SCI)

- "Dynamical Structures of High-Frequency Financial Data," Physica A 376, 2007, 525-531. (with Kyungsik Kim, SooYong Kim, Ki-Ho Chang, Yup Kim and Sang Hoon Kang: SCI)

- "Asymmetric Long Memory Feature in the Volatility of Asian Stock Markets," Asia-Pacific Journal of Financial Studies 35(5), 2006, 175-198. (with Sang Hoon Kang: SSCI)

 

3) 경 력

- 2006.2-2007.1 University of Washington, Business School, Visiting Scholar

- 2007.8-현재 한국지역사회학회 편집위원

- 1998.9-2003.2 한국지역사회학회 운영위원장, 이사, 편집위원

- 1999.8-2000.8 University of Colorado, Department of Economics, 교환교수

- 1998.3-1998.9 부산광역시 IMF비상대책단 자문위원

- 1989.7-1991.8 한솔투자자문주식회사 연구위원

- 1983.2-1984.3 한국산업은행 행원

 

4) 웹페이지

- Google Scholar: https://scholar.google.com/citations?user=VJqerfoAAAAJ&hl=ko

- ORCID Author page: http://orcid.org/0000-0003-3011-9486

- Scopus Author ID: https://www.scopus.com/authid/detail.uri?authorId=7404035607

- ResearchGate Author page: https://www.researchgate.net/profile/Seong-Min_Yoon