Kyungpook National University (KNU)
School of Economics and Trade
Vitae of Kiho Jeong


  Name: JEONG, Kiho (鄭基虎)
  Office Address: Kyungpook National University
                       School of Economics and Trade
                       Daegu City 702-701
                       The Republic of Korea
   E-mail: khjeong@knu.ac.kr

EDUCATION

1986 - 1991 University of Wisconsin - Madison (Ph.D.: Econometrics)
1984 - 1986 Korea University, Dept of Economics (Ph.D. Course)
1982 - 1984 Korea University, Dept of Economics (M.A.)
1978 - 1982 Korea University, Dept of Economics (B.A.)

EMPLOYMENT

1994 - Professor in Economics (KNU)
1992 - 1994 Research Fellow (Korea Energy Economics Institute)
1989 - 1991 Research Assistant (University of Wisconsin - Madison)
1987 - 1989 Teaching Assistant (University of Wisconsin - Madison)

AWARDS

2018 the Albert Nelson Marquis Lifetime Achievement (The Marquis Who's Who)
2017 the Who's Who in the World (The Marquis Who's Who)
2013 University Research Award (Kyungpook National University)
2011 Award of Evergreen (the 2011 Best Research Paper, Korea Resource Economics Association)
1993 Award of Best Researcher (Korea Energy Economics Institute)
1986 Taro Yamane Memorial Scholarship (University of Wisconsin - Madison)
1983 Samil Scholarship (Samil Foundation, Korea)

VISITING RESEARCH

2014
November 		Xiamen University (China),
      School of Economics
2014
October 		Fudan University (China),
     Research Center of Chinese Economy
2014
August~September 		Humboldt University (Germany),
      Center for Applied Statistics and Economics
2011
August 		Humboldt University (Germany),
      Center for Applied Statistics and Economics
2011
August 		University of Ljubljana (Slovenia),
      Prof. Ivo Lavrac in Faculty of Economics
2009
December 		Fudan University (China),
      Research Center of Chinese Economy
2009
July~August 		Kyoto University (Japan),
      Institute of Economic Research
2007
July~August 		Humboldt University (Germany),
      Center for Applied Statistics and Economics
2007
February 		Fudan University (China),
      Research Center of Chinese Economy
2007
January 		Kyoto University (Japan),
      Institute of Economic Research
2006
February 		Kyoto University (Japan),
      Institute of Economic Research
2005
November 		Fudan University (China),
      Research Center of Chinese Economy
2005
July~August 		Humboldt University (Germany),
      Center for Applied Statistics and Economics
2005
March~April 		Kyoto University (Japan),
      Institute of Economic Research

DISSERTATION

Title Model Misspecification Tests of Regression Functions
Committee James Powell , William Brock , John Rust

RESEARCH INTERESTS

  • Nonparametric Causality Test
  • Machine Learning Based Forecasting

WORKING PAPERS

  • "Recurrent Support Vector Regression for Nonlinear ARMA Model with Applications to Financial Forecasting" (Shiyi Chen, Kiho Jeong and Wolfgang Haerdle)
    • SFB 649 Discussion Paper 2008-051, Humboldt-University zu Berlin,

RESEARCH IN PROGRESS

  • "Semiparametric Estimation Methods for Tobit Censored Model" (Kiho Jeong and Wolfgang Haerdle)
  • "Spatial Econometric Approach for Climate Change" (Kiho Jeong and Seonghoon Cho)
  • "High-order Causality Test among Energy Markets, Grain Markets and Financial Markets" (Kiho Jeong)
  • "Forecasting Using Machine Learning and Big Data: Energy Markets and Grain Markets" (Kiho Jeong)
  • "Support Vector Regression Based Forecasting Method" (Kiho Jeong)
  • "Support Vector Regression Based GARCH Models" (Kiho Jeong and Heejun Han)
  • "Semiparametric Kernel Regression with Longitudinal Data" (Kiho Jeong and Dedy Dwi Prastyo)
  • "Semiparametric Kernel Regression Approach to Longitudinal Weather Data" (Kiho Jeong and Mengmeng Guo)
  • "Semiparametric Evaluation of Environmental Goods" (Kiho Jeong and Joo Hyun Park)
  • "Determining Weather Derivatives Prices" (Jiyung Kim and Kiho Jeong)
  • "Bottom-up and Top-down Models for Climate Change Policies" (Jaehyun Kim and Kiho Jeong)
  • "Dynamic Real Option Evaluation of Energy Technology" (Dongsoo Lee and Kiho Jeong)

PUBLICATIONS

    [2017]
  • K. Jeong (2017), "Quantile causality from dollar exchange rate to international oil price," Journal of the Korean Data & Information Science Society, vol.28 no.2
  • K. Jeong (2017), "Causal Relationships in Moments between Agricultural Commodity Prices and Crude Oil Prices," Korean Journal of Agricultural Management and Policy, vol.44 no.1
  • K. Jeong (2017), "Linear causality in moments from climate to international crop prices," Journal of the Korean Data & Information Science Society, vol.28 no.1
    [2015]
  • Shiyi, C., K. Jeong and W. Haerdle (2015), "Recurrent Support Vector Regression for a Non-linear ARMA model with Applications to Forecasting Financial Returns," Computational Statistics, available online
    [2014]
  • Jeong, K. and S. Whang (2014), "Analyzing the Economic Effects of Flood Damage by Dynamic CGE Mode," Environmental and Resource Economics Review, vol.23 no.4
  • Richey, J. and K. Jeong (2014), "Intergenerational Economic Mobility in Korea Using a Quantile Regression Analysis," Journal of the Korean Data & Information Science Society, vol.25 no.4
  • Kim, J. and K. Jeong (2014), "The Research on Daily Temperature Using Continuous AR Model," Journal of the Korean Data & Information Science Society, vol.25 no.1
    [2013]
  • Jeong, K. and J. Kim (2013), "The Regional Effects of Interest Rate Change: Multiregional CGE Model Approach," The Korean Spatial Planning Review, vol. 77
  • K. Jeong (2013), "Analyzing Interindustrial Linkage of Local Government Using Input-output Method, with Comparison with Central Government," The Korea Local Administration Review, vol. 27 no. 2
  • Jeong, K. (2013), "Risk Premium of the Stable Water Resource Management: the Case of Soyang River Dam," Journal of Economic Studies, vol.30 no.1
    [2012]
  • Jeong, K., W. Haerdle, and S. Son (2012), "A Consistent Nonparametric Test for Causality in Quantile," Econometric Theory, vol. 28 no. 4
  • Lee, D., S. Yun, S. Kim and K. Jeong (2012), "Economic Evaluation of Offshore Wind Power Demonstration Project by the Real Option Method," Korea Energy Economic Review, vol.11 no.2
  • Jeong, K. (2012), "Risk Premium of the Stable Water Resource Management: the Case of Soyang River Dam," Journal of Economic Studies, vol.30 no.1
  • Jeong, K. and J. Kim (2012), "Economic Impact Analysis of Multi-Purpose Dam Management Using CGE Model with Focus on Water Supply Functions," Environmental and Resource Economics Review, vol. 21 no. 1
  • Lee, J. and K. Jeong (2012), "Estimation of Science Academy’s Value: a Case Study of Daegu Science High School," Secondary Education Research, vol. 60 no. 3
  • Jeong, K. (2012), "Estimating the Benefit of Constructing the International Horse Riding Arena at Sangju," Journal of the Korean Data & Information Science Society, vol. 23 no. 5
    [2011]
  • Nishiyama, Y., K. Hitomi, Y. Kawasaki and K. Jeong (2011), "A Consistent Nonparametric Test for Nonlinear Causality," Journal of Econometrics, vol. 165 no. 1
  • K. Jeong (2011), "Evaluating Social Value of the SMART(System-integrated Modular Advanced ReacTor)," Korea Energy Economic Review, vol.10 no.2
  • Lee, D. and K. Jeong (2011), "Valuation on the Photovoltaic Core Material Technology Using Black-Scholes Model: a Company’s Case Study," Journal of Korea Technology Innovation Society, vol. 14 no. 3
  • Park, S. and K. Jeong (2011), "The Determinants of Private Health Insurance and Its Effects on Medical Utilization in Korea," Journal of Korean Insurance, vol. 88
  • Jeong, K. (2011), "The Benefit Analysis of Constructing the Visual Conservation Center," Journal of the Korean Data & Information Science Society, vol. 22 no. 5
  • Jeong, I. and K. Jeong (2011), "Evaluation of Local Government Officer’s Education Program by Contingent Valuation Method," The Korean Local Administration Review, vol. 25 no.3
  • B. Min, M. Lee, K. Nam and K. Jeong (2011), "Nuclear Human Resources Projection up to 2030 in Korea," Nuclear Engineering and Technology, Vol 43, No 4
  • Jahyun Kim and Kiho Jeong (2011), "Analyzing the Effects on Korean Regional Economy-Energy-Environment Gaps of GFGs Reduction," Environment and Resource, Vol 20, No 2 (in Korean)
  • Giduck Bu and Kiho Jeong (2011), "The analysis of EU carbon trading and energy prices using vector error correction model," Journal of the Korean Data and Information Science Society, Vol 22, No 3 (in Korean)
  • Sungbok Park and Kiho Jeong (2011), "The Determinants of Private Health Insurance and Its Effects on Medical Utilization in Korea," Journal of Korean Insurance Academic Society, Vol 88 (in Korean)
  • Dongsoo Lee and Kiho Jeong (2011), "Economic Evaluation of Alternatives for CO2 Reduction of Thermal Power Generation Companies using ROPM: Comparing CCS with RPS Implementation," Environment and Resource, Vol 20 No 1 (in Korean)
  • Kiho Jeong (2011), "MRIO Model for Local Government Using Linear Constraints," Journal of Economic Studies, Vol 29 No 1 (in Korean)
    [2010]
  • Shiyi Chen, Wolfgang Haerdle and Kiho Jeong (2010), "Forecasting Volatility with Support Vector Machine-Based Garch Model," Journal of Forecasting, Vol 28, No 8
  • Mark Howells, Lucille Langlois, Kiho Jeong, Kee-Yung Nam, Hans Holger Rogner and Manki Lee (2010), "Incorporating macroeconomic feedback into an energy systems model using an IO approach: Evaluating the rebound effect in the Korean electricity system," Energy Policy, Vol 38, No 6
    [2009]
  • Kiho Jeong, Inbong Ha, Chungsil Kim, Yoonkyung Kim, Sungsuk Park and Gyungha Jeong (2009), "Economy-Energy-Environment IO Model for Local Government: the Case of Pohang City", The Korea Spatial Planning Review, Vo. 60 (in Korean)
  • Chungsil Kim, Sang Ho Lee, Kiho Jeong and inbong Ha (2009), "The Impact of Greenhouse Gas Reduction on the Economy in Daegu and Gyeongbuk Province Using Regional CGE," Journal of Environmental Policy, Vol 17, No 2 (in Korean)
  • Shiyi Chen and Kiho Jeong (2009), "Predicting Exchange Rates by Support Vector Regression," Journal of Economic Theory and Econometrics, Vol 20, No 2
  • MANKI LEE, KEE YUNG NAM, KIHO JEONG, BYUNG-JOO MIN and YOUNG-EEK JUNG (2009), "Contribution of Nuclear Power to the National Economic Development in Korea," NUCLEAR ENGINEERING AND TECHNOLOGY, Vol 41, No 4
    [2008]
  • Kiho Jeong and Sangho Lee (2008), "Analysing Korean Residential House Tenure Choice by Mixed Logit Panel Model," Journal of the Korean Data and Information Science Society, Vol 19, No 2 (in Korean)
  • Tae-Kyun Kim, JooHo Song, Jae-Hwan Cho and Kiho Jeong (2008), "An Empirical Analysis of Adverse Selection in Livestock Insurance," The Agricultural Economic Studies, Vol 49, No 1 (in Korean)
    [2007]
  • Sootaek Kim, Kiho Jeong and Seolhee Kim (2007), "Developing the Quality Assessment Indicators for the National Processing Statistics of Korea," The Korean Communications in Statistics, Vol 14, No 3 (in Korean)
  • Kiho Jeong and Yoshihiko Nishiyama (2007), "Nonparametric Granger Causality Test," Journal of the Korean Data & Information Science Society, Vol 18, No 1 (in English)
    [2006]
  • Kiho Jeong, Jinsam Cho, Jeeyoung Kim and Jun-Yeon Kim (2006), "Evaluating Proton Accelerator in Korea," Environmental and Resource Economics Review, Vol 15, No 4 (in Korean)
  • Kiho Jeong and Jun-Yeon Kim (2006), "Estimating Potential Value of Proton Accelerator in Korea Using Contingent Valuation Method," Journal of the Korean Data & Information Science Society, Vol 17, No 2 (in Korean)
    [2005]
  • Kiho Jeong (2005), "Input-Output Analysis of the Economic Effects of R&D Expenditure in the Atomic Energy Industry", Environmental and Resource Economics Review (in Korean)
  • Kihwan Moon, Kiho Jeong, and Makee Lee (2005), "Spillover Effects of KAERI's Technology Self-reliance in NSSS Design on the National Economy," Journal of Korea Technology Innovation Society, Vol 8
    [2004]
  • Kiho Jeong (2004), "Nonparametric Test for Money and Income Causality," Journal of the Korean Data & Information Science Society, Vol 15, No 2
  • Kiho Jeong and Mankee Lee (2004), "Prediction Method of Input-Output Coefficients Matrix Using Information of Value-added Ratio," Journal of the Korean Econometric Society (in Korean), Vol 15, No 2
  • Geunjon Chung and Kiho Jeong (2004), "Empirical Analysis of Korean Exchange Rate against Euro by the Monetary Approach," Review of Economics and Business (in Korean), Vol 32, No 1
  • Kiho Jeong and Geunjon Chung (2004), "Comparing Productivities among Korea, USA and Japan and Testing Causality - Nonparametric Malmquist Approach," Review of Economics and Business (in Korean), Vol 32, No 1
    [2003]
  • Kim, T., Jeong, K. and Kim, D. (2003), "Prediction of Financial Distress of Agricultural Cooperatives in Gyeongbuk Province," Korean Journal of Agricultural Economics, Vol 44, No 4
  • Kiho Jeong (2003), "Semiparametric Evaluation of Environmental Goods: Local Linear Model Approach," Journal of the Korean Data & Information Science Society, Vol 14, No 2.
    [2002]
  • Kiho Jeong and Chungyung Lee (2002), "Kalman Filter Estimation of a Company's Intangible Assets," Journal of the Korean Data & Information Science Society, Vol 13, No 2.
  • Jeong, K. (2002), "The Impact of Structural Shift in Export on Energy Intensity: A Divisia Index Approach," Journal of Economics and Business (in Korean), Vol 30, 295-301.
  • Jeong, K. (2002), "The Asymptotic Propertis of Semiparametric Iterative Least Square Estimator," National Economics & Management Review (in Korean), Vol 2, No 1, 233-242.
    [2001]
  • Jeong, K. and K. Kim (2001), "Identification of Small Business-Type Manufacturing Industries in Korea Using Minimum Efficient Scale," Korean Small Business Review, Vol 23, No 4.
    [1999]
  • Jeong, K. and M. Lee (1999), "Extension of RAS for Forecasting Input-Output Coefficients", Econometric Journal (in Korean), Vol. 10.
  • Jeong, K. (1999), "Evaluating Economic Benefits of Preserving Natural Park", Journal of Public Economics (in Korean), Vol. 4, No. 2, pp. 119-137.
    [1998]
  • Jeong, K. (1998), "Semiparametric Iterative Least Square Estimation Methods for Evaluation of Environmental Goods", Journal of Public Economics (in Korean), Vol. 3, No. 2, pp. 165-188.
    [1997]
  • Jeong, K. (1997), "Prewhitened Kernel Estimators of 2 pi Times the Spectral Density at Frequency Zero of Nonparametric Regression Error", Journal of Economic Theory and Econometrics (in Korean), Vol. 3, No. 2, pp. 107-122.
  • Jeong, K. and T. Jeong (1997), "Semiparametric Estimation of Ordered Responses Model: Empirical Results on Residential Electricity Demand in Korea", Journal of Economics and Business (in Korean), Vol. 25, No. 1, pp. 209-217.
  • Jeong,K., S. Kim and S. Kwag (1997), "Evaluation of Improving Drinking Water: Parametric and Semiparametric Approach", Journal of Energy and Resource Economics (in Korean), Vol. 6, No. 2, pp. 233-258.
    [1996]
  • Jeong,K. (1996), "Kernel Estimators of 2pi Times the Spectral Density at Frequency Zero of Nonparametric Regression Errors", Journal of Economic Theory and Econometrics (in Korean), Vol. 2, No. 1.
    [1995]
  • Jeong, K. (1995), "Evaluating Price Efficiency of Electricity Industry", Journal of Korean Economics, Vol. 43, No. 1.
    [1993]
  • Jeong, K. (1993), "Short Term Energy Demand Model of Household Sector", Journal of Energy and Resource Economics (in Korean), Vol. 3, No. 1.
    [1991]
  • Jeong, K. (1991), "Weak Uniform Consistency of Nonparametric Kernel Estimators for Strong-Mixing Data", Econometric Journal (in Korean), Vol. 2.

PRESENTATION

    [2010]
  • Ahn, M., M. Lee, K. Nam and K. Jeong, "Optimal Electricity Supply Mix in the Context of Climate Change: Bottom-up Model Approach", Feb. 2010, the Annual Allied Meeting of the Korean Economic Societies, Seoul, Korea
  • Park, S. and K. Jeong, "Real Option Evaluation of the New Uljin Nuclear Power Plant 1 and 2", Feb. 2010, the Annual Allied Meeting of the Korean Economic Societies, Seoul, Korea
  • Kim, J. and K. Jeong, "Analyzing the Effects on Korean Regional Economy-Energy-Environment Gaps of the Reduction of GHGs by Using Multi-regional Dynamic CGE Model", Feb. 2010, the Annual Allied Meeting of the Korean Economic Societies, Seoul, Korea
    [2009]
  • Jeong,K., W. Haerdle and S. Song, "A Consistent Nonparametric Test for Causality in Quantile", July, 2009, International Symposium on Econometric Theory and Applications(SETA), Kyoto, Japan
  • Jeong, K., I. Ha, C.Kim, Y.Kim, S.Park and G.Jeong, "Economy-Energy-Environment IO Model for Local Government: the Case of Pohang City", Feb. 2009, the Annual Allied Meeting of the Korean Economic Societies, Seoul, Korea
  • Lee, D. and K. Jeong, "Evaluation of Photovoltaic Energy Technology by Real Option", Feb. 2009, the Annual Allied Meeting of the Korean Economic Societies, Seoul, Korea
  • Kim, J. and K. Jeong, "Dynamic Multiregional Environmental CGE Model for Korea", Feb. 2009, the Annual Allied Meeting of the Korean Economic Societies, Seoul, Korea
    [2008]
  • S. Chen and Jeong, K., "Recurrent Support Vector Regression for Nonlinear ARMA Model with Applications to Forecasting Financial Variables," Nov., 2008, the Annual Fall Meeting of the Korean Statistical Society, Seoul, Korea
  • Jeong, K. and W. Haerdle, "Nonparametric Test for Granger Causality in Quantile,"
    Sep., 2009, Symposium on Econometric Theory and Applications(SETA2009), Kyoto, Japan /
    Sep., 2008, NBER-NSF Time Series Conference, Aarhus, Denmark
    [2007]
  • S. Chen and Jeong, K., "Support Vector Regression Based GARCH Model with Application to Forecasting Volatility of Financial Returns," Aug., 2007, Conference on Advances in Semiparametric Methods and Applications - Satellite Meeting of ISI 2007, Lisbon, Portugal
  • S. Chen and Jeong, K., "Prediciting Exchange Rates by Support Vector Regression," 2007, the 6th Northeast Asia Management & Economy Joint Conference, Gwangju, Korea.
    [2006]
  • S. Chen and Jeong, K., "Recurrent Support Vector Regression for Nonlinear ARMA Model with Applications to Forecasting Financial Variables," 2006, the Far Eastern Econometric Society, Beijing, China.
  • Kim S., Jeong, K. and Kim S., "Developing the Quality Diagnostic Indicators for the Processed Statistics," 2006 Fall Meeting, the Korean Assoication for Survey Research, Busan, Korea.
  • Jeong, K., "Estimating the Future Demand for Proton Accelerator in Korea Using Discrete Conjoint Analysis," 2006 Kansai Econometrics Conference, Kobe, Japan.
  • Jeong, K., J. Cho, J. Kim and J. KIm, "Evaluating Future Demand of Proton Acclerator," 2006 Korean Economic Society Meeting
    [2005]
  • S. Chen and K. Jeong (2005), "Forecasting Exchange Rates Using Support Vector Machines: ARIMA Approach," Weierstrass Institute for Applied Analysis and Stochastics, Humboldt University, Germany
    [2003]
  • Jeong, K., "Nonparametric Granger Causality Test," 2003 Korean Econometric Society Meeting
  • Kim, T., K. Jeong and Kim, D., "Prediction of Financial Distress of Agricultural Cooperatives in Gyeongbuk Province ," 2003 Korean Economic Society Meeting
    [2001]
  • Jeong, K. and C. Lee, "Decomposition of Intangible Assets into a Permanent and a Transitory Component," 2001 Econometric Society Australasian Meeting CD-ROM, New Zealand
  • Jeong, K. and C. Lee, "Input-Output Analysis of Tourism Using Tourism Ratio," 2001 Input-Output Workshop at Kyungpook National University.
    [2000]
  • Jeong, K. and M. Lee, "Modified RAS Method with Fixed Value-Added Ratio for Forecasting Input-Output Coefficients, " 2000 Input-Output Workshop at Kyungpook National University.
    [1999]
  • Jeong, K., "A Functional Misspecification Test for Time Series, " 1999 Korean Econometric Society Meeting
  • Jeong, K., E. Kim and S. Chae, "Decomposition and Comparison of Productivities of Korea, USA, and Japan Using Malmquist Productivity Change Index", 1998 Korean Econometric Society Meeting.
    [1996]
  • Jeong, K. (1996), "Prewhittened Kernel Estimators of 2pi Times the Spectral Density at Frequency Zero of Nonparametric Regression Errors", 1996 Econometric Society Australasian Meeting, Australia.
    [1995]
  • Jeong, K (1995). "Functional Misspecification Consistent Estimation of Long-Run Variance", the Econometric Society 7th World Congress, Japan.