Yoontae Jeon, Toronto Metropolitan University

Research

firm-specific public news jumps in stock returns textual analysis forecasting option pricing machine learning climate variability weather derivatives

Latest funding

The Economic Impacts of Climate Variability: Evidence From the Weather Derivatives Market
SSHRC · 2020 · Principal investigator
$52,000

All 1 grants and awards

The Economic Impacts of Climate Variability: Evidence From the Weather Derivatives Market

Principal investigatorSSHRC2020Insight Development Grant

Principal investigators: Jeon, Yoontae

Keywords: climate variability; weather derivatives; global warming; climate change risk; local temperature shocks; determinants of housing prices; risk neutral moments

$52,000

From CIHR, NSERC and SSHRC funding decisions: CIHR since 2008, NSERC since 1991 and SSHRC since 1998, including their latest published competition results.

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Applying for

Mention their SSHRC grant from 2020

Subject: Prospective PhD student: firm-specific public news Dear Professor Jeon, My name is [your name], and I am a [your current degree or role] at [your institution]. I am applying for a PhD position starting in [term and year]. Your research on firm-specific public news connects closely to my own work on [your research topic]. [One or two sentences on what you did and what you learned.] I also saw your SSHRC-funded project "The Economic Impacts of Climate Variability: Evidence From the Weather Derivatives Market" (2020), and I would be glad to contribute to work in that direction. Are you accepting new PhD students for [term and year]? I have attached my CV and transcripts, and I would be glad to talk at a time that suits you. Thank you for your time. Kind regards, [your name]