Yōkai (妖怪) are apparently a are a class of supernatural monsters, spirits and demons in Japanese folklore.
Naver Dictionary translates this term as '요괴', but I am wondering if the word 요괴 refers to spirits and demons in a general sense (and perhaps if there might be some Korean '요괴'?), or if it's simply a transliteration of the Japanese term and understood to refer only to a Japanese concept of supernatural beings.