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Personal profile

Research interests

My research focuses on business analytics. I am particularly interested in estimating forecast uncertainty in the following areas: renewable energy analytics (generation and demand), financial risk analysis and social media analytics. My research has been supported by the Peer to Peer Energy Trading and Sharing project funded by the UK EPSRC (EP/N03466X/1), the Safe Wind project under the 7th EU Framework Program (Theme 2007-2.3.2: Energy Grant Agreement N° 213740) and Her Majesty’s Government.

I have a BSc in computer science from the Seoul National University, a MSc in Finance from the London Business School and a DPhil degree in Management Studies from the Saïd Business School, University of Oxford. The previous appointments include Lecturer in Management Science at Strathclyde Business School and Junior Research Fellow at the University of Oxford. He has also worked for the IBM and co-founded an IT company.

I hold the visiting Associate Professorship in the Graduate School of Engineering Practice, Seoul National University since 2016.

Willing to supervise PhD

I welcome enquiries from potential PhD students in my research interest areas.

Education/Academic qualification

Management, Doctor of Philosophy, University of Oxford

1 Oct 20061 Oct 2010

Finance, Master of Science, London Business School

External positions

Visiting Associate Professor, Seoul National University

15 Jul 201614 Jul 2018

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Wind power Engineering & Materials Science
Forecasting Mathematics
Farms Engineering & Materials Science
Wind Power Mathematics
Offshore wind turbines Engineering & Materials Science
Implied Volatility Mathematics
Kernel Density Estimation Mathematics
Conditional Density Mathematics

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Projects 2013 2020

Research Output 2012 2019

2 Citations (Scopus)

Probabilistic forecast reconciliation with applications to wind power and electric load

Jeon, J., Panagiotelis, A. & Petropoulos, F., 22 May 2019, In : European Journal of Operational Research. 279, 2, p. 364-379 16 p.

Research output: Contribution to journalArticle

7 Citations (Scopus)

Probabilistic Forecasting of Wave Height for Offshore Wind Turbine Maintenance

Taylor, J. & Jeon, J., 16 Jun 2018, In : European Journal of Operational Research. 267, 3, p. 877-890 14 p.

Research output: Contribution to journalArticle

Offshore wind turbines
Wind Turbine
8 Citations (Scopus)
107 Downloads (Pure)

Short-term density forecasting of wave energy using ARMA-GARCH models and Kernel density estimation

Jeon, J. & Taylor, J. W., Jul 2016, In : International Journal of Forecasting. 32, 3, p. 991-1004

Research output: Contribution to journalArticle

Open Access
Kernel density estimation
Autoregressive conditional heteroskedasticity
Autoregressive moving average
Density forecasting
10 Citations (Scopus)
78 Downloads (Pure)

Forecasting Wind Power Quantiles Using Conditional Kernel Estimation

Taylor, J. W. & Jeon, J., Aug 2015, In : Renewable Energy. 80, p. 370-379

Research output: Contribution to journalArticle

Open Access
Wind power
16 Citations (Scopus)

Using CAViaR models with implied volatility for value-at-risk estimation

Jeon, J. & Taylor, J. W., Jan 2013, In : Journal of Forecasting. 32, 1, p. 62-74 13 p.

Research output: Contribution to journalArticle

Implied Volatility
Value at Risk
Time series
Quantile Regression
Empirical Distribution