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

Fingerprint Fingerprint is based on mining the text of the person's scientific documents to create an index of weighted terms, which defines the key subjects of each individual researcher.

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Projects 2013 2019

Research Output 2012 2017

Service vessels
Offshore wind turbines
Wind power
4 Citations

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

Empirical study
2 Citations

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
6 Citations

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

Time series
Value at risk
Quantile regression
70 Citations

Using conditional kernel density estimation for wind power density forecasting

Jeon, J. & Taylor, J. W. 2012 In : Journal of the American Statistical Association. 107, 497, p. 66-79 14 p.

Research output: Contribution to journalArticle

Open Access
Wind power
Renewable energy resources
Probability distributions
Power generation