Hamed Ghoddusi
Associate Professor
Dr Ghoddusi is an applied theorist and structural modeller with research interests in energy/commodity markets, real estate, platforms, and risk/uncertainty. He has published 25 peer-review journal articles (the majority in the A+ journals of the ABDC ranking) and is working on multiple under review and working papers.
Dr Ghoddusi has received his PhD from Vienna Graduate School of Finance (VGSF). He also holds two graduate degrees in Quantitative Economics (Institute for Advanced Studies) and Management Science/MBA (Sharif University of Technology) and as well as a bachelor of science in Industrial Engineering (Sharif University of Technology). He has also been a visiting PhD student at UT Austin Prior to joining Cal Poly, he worked as an assistant professor of finance at Stevens Institute of Technology (2013-2020), a postdoctoral associate with Massachusetts Institute of Technology (MIT), and a consultant for United Nations Industrial Development Organization (UNIDO).
He has more than 10 years of teaching experience. He teaches Security Analysis and Investment Management (BUS431) and Fixed Income Markets and Securities (BUS439) at Cal Poly and has previously taught courses on topics such as Corporate Finance (undergraduate), Econometrics (masters), Financial Econometrics (masters), Microeconomic Theory (PhD), and Quantitative-Finance Senior Thesis (undergraduate).
CV (PDF)
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Selected Publications
- Ghoddusi, H., Titman, S., Tompaidis, S., “Hedging Commodity Price Risk”, Forthcoming, Journal of Financial and Quantitative Analysis (JFQA)
- Afkhami, M., and Ghoddusi, H., “Pricing Renewable Energy Certificates under Uncertainty”, 2021, Quantitative Finance
- Ghoddusi, H., and Siyahhan, B., “Optimal Investment in Human Capital under Migration Uncertainty”, 2021, Review of International Economics
- Ghoddusi, H., Wirl, F., “A Risk-Hedging View to Downstream Investment for Oil-Rich Economies”, 2021, The Energy Journal
- Ghoddusi, H., Morovati, M., Rafizadeh, N., 2019, “Exchange Rate Volatility and Gasoline Consumption“, Energy Economics
- Ghoddusi, H., Creamer, G., Rafizadeh, N., 2019, “Machine Learning in Energy Economics: A Review“, Energy Economics
- Shantia, A., Aflaki, S., Ghoddusi, H., 2019, “Input-price Risk Management:Technology Improvement and Financial Hedging“, Production and Operations Management (POM)
- Ghoddusi H., Afkhami, M., 2019, “Valuation of Mortgage Interest Deduction under Uncertainty: An Option Pricing Approach“, Journal of Economic Dynamics and Control (JEDC)
- Ghoddusi H, Rafizadeh N, Rahmati, MH, 2018, “Price Elasticity of Gasoline Smuggling“, Energy Economics
- Ghoddusi H, Nili, M, and Rastad, M, 2017, “On Quota Violations of OPEC Members“, Energy Economics
- Ghoddusi H and Roy M, 2017, “Supply Elasticity Matters for the Rebound Effect and Its Policy Implications“, Energy Economics
- Ghoddusi H, Afkhami, H. Cormack, L., 2017, “The Most Predictive Energy Search Terms“, Energy Economics
- Ghoddusi, H, Emamzadeh Fard, S, 2017, “Optimal Hedging in the US Natural Gas Market: the Effect of Maturity and Cointegration“, Energy Economics
- Ghoddusi, H, 2017, “Blending Under Uncertainty: Real Options Analysis of Ethanol Plants and Biofuels Mandates“, Energy Economics
- Ghoddusi, H and Fahim, A, 2016, “Volatility Can be Deterimental to Option Values“, Economics Letters
- Ekholm, T., Ghoddusi, H., Krey, V., & Riahi, K, 2013, The Effect of Financial Constraints on Energy-Climate Scenarios. Energy Policy
- Ghoddusi, H, 2010, Dynamic Investment in Extraction Capacity of Exhaustible Resources , Scottish Journal of Political Economy
