Hamed Ghoddusi

Stevens Institute of Technology - School of Business

Assistant Professor of Finance

Hoboken, NJ 07030

United States

http://www.ghoddusi.com

SCHOLARLY PAPERS

32

DOWNLOADS
Rank 7,315

SSRN RANKINGS

Top 7,315

in Total Papers Downloads

6,055

CITATIONS

8

Scholarly Papers (32)

1.

Price Elasticity of Gasoline Smuggling: A Semi-Structural Estimation Approach

Energy Economics, Vol. 71, 2018
Number of pages: 45 Posted: 19 Apr 2017 Last Revised: 21 Dec 2018
Stevens Institute of Technology - School of Business, Sharif University of Technology - Graduate School of Management and Economics and Sharif University of Technology
Downloads 871 (26,256)

Abstract:

Loading...

Gasoline Smuggling , Fuel Subsidy Removal, Price Elasticity, Gasoline Price Differential, Panel Data Estimation

2.

Islamic Finance and the Energy Sector

Number of pages: 28 Posted: 18 Feb 2015
Hamed Ghoddusi and Sajjad Khoshroo
Stevens Institute of Technology - School of Business and University of Oxford - Centre for Socio-Legal Studies
Downloads 697 (35,691)
Citation 1

Abstract:

Loading...

Energy Finance, Energy Supply, Access to Energy, Islamic Project Finance, Middle East

3.

Machine Learning in Energy Economics and Finance: A Review

Energy Economics, Vol. 81, 2019
Number of pages: 71 Posted: 15 Nov 2018 Last Revised: 08 Jun 2019
Hamed Ghoddusi, Germán G. Creamer and Nima Rafizadeh
Stevens Institute of Technology - School of Business, Stevens Institute of Technology, School of Business and Sharif University of Technology - Graduate School of Management and Economics
Downloads 464 (60,475)
Citation 1

Abstract:

Loading...

Machine Learning, Energy Markets, Energy Finance, Support Vector Machine, Artificial Neural Network, Forecasting, Crude Oil, Electricity Price

4.

Maturity Structure of Commodity Roll Strategies: Evidence from the Energy Futures

Stevens Institute of Technology School of Business Research Paper No. 2820228
Number of pages: 23 Posted: 12 Aug 2016
Hamed Ghoddusi
Stevens Institute of Technology - School of Business
Downloads 346 (85,604)

Abstract:

Loading...

5.

Jean Tirole's Enduring Influence on Energy Policy Analysis

Number of pages: 16 Posted: 23 Jan 2015 Last Revised: 20 Feb 2015
Hamed Ghoddusi and Ali Dadpay
Stevens Institute of Technology - School of Business and St. Edward's University
Downloads 340 (87,338)

Abstract:

Loading...

Competition Policy, Information Asymmetry, Regulation, Investment, Industrial Organization, Jean Tirole

6.

A Dynamic Relationship between Crude Oil and Refined Products Prices

Number of pages: 41 Posted: 23 Jun 2017
Mohamad Afkhami, Robert M. Kunst and Hamed Ghoddusi
Stevens Institute of Technology - School of Business, University of Vienna and Stevens Institute of Technology - School of Business
Downloads 333 (89,394)

Abstract:

Loading...

Crude Oil, Gasoline Price, Structural Breaks, Cointegration

7.

Foreign Exchange Shocks and Gasoline Consumption

Stevens Institute of Technology School of Business Research Paper
Number of pages: 36 Posted: 12 Nov 2018 Last Revised: 08 Jul 2019
Hamed Ghoddusi, Mohammad Morovati and Nima Rafizadeh
Stevens Institute of Technology - School of Business, Khatam University and Sharif University of Technology - Graduate School of Management and Economics
Downloads 255 (119,108)

Abstract:

Loading...

Foreign Exchange Rate, Exchange Rate Volatility, Gasoline Consumption, Elasticity of Demand, Panel Data Estimation

8.

Integration of Physical and Futures Prices in the US Natural Gas Market

Number of pages: 22 Posted: 29 Mar 2015
Hamed Ghoddusi
Stevens Institute of Technology - School of Business
Downloads 218 (139,184)
Citation 1

Abstract:

Loading...

Natural Gas, Spot-Futures Cointegration, VECM, Unit Root

9.

Blending Under Uncertainty: Option Value of Biofuels Mandates

Stevens Institute of Technology School of Business Research Paper No. 2731729
Number of pages: 36 Posted: 13 Feb 2016
Hamed Ghoddusi
Stevens Institute of Technology - School of Business
Downloads 209 (144,842)

Abstract:

Loading...

10.

Biofuel Producers in a Deregulated Market

Howe School Research Paper No. 2014-41
Number of pages: 41 Posted: 28 Aug 2014 Last Revised: 19 May 2017
Hamed Ghoddusi
Stevens Institute of Technology - School of Business
Downloads 205 (147,494)

Abstract:

Loading...

Price Risks, Biofuels Policies, Risk Management, Free Cash-Flow

11.

The Most Predictive Energy Search Terms

Stevens Institute of Technology School of Business Research Paper No. 2853004
Number of pages: 24 Posted: 17 Oct 2016 Last Revised: 16 Jan 2017
Mohamad Afkhami, Lindsey Cormack and Hamed Ghoddusi
Stevens Institute of Technology - School of Business, Stevens Institute of Technology - College of Arts and Letters and Stevens Institute of Technology - School of Business
Downloads 177 (168,768)
Citation 1

Abstract:

Loading...

Google Search Activity, Energy Market, Volatility Prediction, Energy Price Volatility

12.

Crude or Refined? Rationality of Downstream Investment for Oil-Rich Economies

Stevens Institute of Technology School of Business Research Paper
Number of pages: 49 Posted: 13 Feb 2018 Last Revised: 06 Oct 2018
Hamed Ghoddusi and Franz Wirl
Stevens Institute of Technology - School of Business and University of Vienna - Institute of Business Administration
Downloads 172 (173,051)

Abstract:

Loading...

13.

The Effect of Fuel Subsidy Reforms on the Behavior of Gasoline Consumers

Number of pages: 28 Posted: 06 Jan 2019
Hamed Ghoddusi and Nima Rafizadeh
Stevens Institute of Technology - School of Business and Sharif University of Technology - Graduate School of Management and Economics
Downloads 166 (178,452)

Abstract:

Loading...

Subsidy Reform, Price Elasticity, Subsidized Gasoline, Gasoline Smuggling, Panel Data Estimation

14.

Virtual Water Trade: The Implications of Capital Scarcity

Number of pages: 38 Posted: 25 Apr 2018 Last Revised: 10 May 2018
Stevens Institute of Technology - School of Business, University of Padua - Department of Economics, Stevens Institute of Technology - School of Business and Università Carlo Cattaneo (LIUC) - Institute of Economics
Downloads 163 (181,234)

Abstract:

Loading...

Virtual Water, International Trade, Global Water Trade, Economic Development, Heckscher-Ohlin

15.

The Expected Hitting Time Approach to Optimal Price Adjustment Problems

Stevens Institute of Technology School of Business Research Paper
Number of pages: 37 Posted: 02 May 2017
Yiying Cheng, Hamed Ghoddusi, Yaozhong Hu and Chihoon Lee
University of Kansas, Stevens Institute of Technology - School of Business, University of Kansas and Stevens Institute of Technology
Downloads 141 (204,400)

Abstract:

Loading...

Stochastic Control, Impulse Control, Expected Hitting Time, Price Setting, Energy Subsidies

16.

Income Elasticity of Demand Versus Income Elasticity of Consumption

Number of pages: 14 Posted: 22 Feb 2018
Hamed Ghoddusi and Mandira Roy
Stevens Institute of Technology - School of Business and Massachusetts Institute of Technology
Downloads 139 (206,773)

Abstract:

Loading...

Supply Elasticity, Demand Elasticity, Demand Shift, Rebound , Engel Curve

17.

Biofuels Supply Risk and Price Volatility

Number of pages: 28 Posted: 27 Dec 2014
Hamed Ghoddusi, Mandira Roy and Jessika E. Trancik
Stevens Institute of Technology - School of Business, Massachusetts Institute of Technology and Massachusetts Institute of Technology
Downloads 125 (224,801)

Abstract:

Loading...

Biofuels, Energy Security, Risk Management

18.

Input-Price Risk Management: Technology Improvement and Financial Hedging

HEC Paris Research Paper No. MOSI-2017-1231, Stevens Institute of Technology School of Business Research Paper
Number of pages: 37 Posted: 25 Sep 2017 Last Revised: 09 Feb 2018
Ali Shantia, Sam Aflaki and Hamed Ghoddusi
University of Toulouse - Toulouse Business School, HEC Paris - Operations Management and Information Technology and Stevens Institute of Technology - School of Business
Downloads 123 (227,537)
Citation 1

Abstract:

Loading...

Risk Management, Risk Exposure, Technology Improvement, Financial Hedging

19.

Floor-and-Trade Markets under Uncertainty: The Case of Renewable Identification Numbers (RINs)

Number of pages: 53 Posted: 19 Mar 2018 Last Revised: 12 Oct 2018
Mohamad Afkhami and Hamed Ghoddusi
Stevens Institute of Technology - School of Business and Stevens Institute of Technology - School of Business
Downloads 107 (251,719)

Abstract:

Loading...

Renewable Energy, Embedded Options, Floor and Trade Mechanism, Spread Option Pricing, Least Square Monte Carlo

20.

On Quota Violations of OPEC Members

Number of pages: 45 Posted: 10 Oct 2017 Last Revised: 12 Oct 2017
Hamed Ghoddusi, Masoud Nili and Mahdi Rastad
Stevens Institute of Technology - School of Business, Sharif University of Technology and Orfalea College of Business, California State Polytechnic University
Downloads 107 (251,719)

Abstract:

Loading...

Energy; OPEC; Cartels; Oil Market; Compliance; Quota; Cournot Duopoly; Collusion

21.

Volatility Can Be Detrimental to Option Values!

Stevens Institute of Technology School of Business Research Paper No. 2837292
Number of pages: 13 Posted: 12 Sep 2016 Last Revised: 16 Jan 2017
Hamed Ghoddusi and Arash Fahim
Stevens Institute of Technology - School of Business and Florida State University - Department of Mathematics
Downloads 98 (267,209)
Citation 1

Abstract:

Loading...

Digital Options, Hitting Probability, Volatility, Non-Monoton Option Value

22.

Is Atmospheric Water Generation an Economically Viable Solution?

Number of pages: 41 Posted: 12 Aug 2019
Stevens Institute of Technology - School of Business, Texas State University, San Marcos, University of California, San Diego (UCSD) and Texas State University, San Marcos
Downloads 80 (303,515)

Abstract:

Loading...

Atmospheric Water Generation (AWG), Air to Water, Water Crisis, Atmospheric Water Harvesting, Risk, Economic Analysis

23.

The Option Value of Mortgage Interest Tax Deductibility

Stevens Institute of Technology School of Business Research Paper
Number of pages: 30 Posted: 03 Apr 2017 Last Revised: 06 Oct 2018
Hamed Ghoddusi and Mohamad Afkhami
Stevens Institute of Technology - School of Business and Stevens Institute of Technology - School of Business
Downloads 80 (303,515)

Abstract:

Loading...

Mortgage Interest, Tax Shield, Option Value, Housing Policies, Dynamic Valuation

24.

Option Prices Incorporate Fundamentals: Evidence from US Natural Gas Market

Number of pages: 42 Posted: 28 Aug 2017
Sahar Emamzadehfard and Hamed Ghoddusi
Stevens Institute of Technology - School of Business and Stevens Institute of Technology - School of Business
Downloads 77 (310,422)

Abstract:

Loading...

25.

Can Long-Run Risks Explain Commodity Excess Risk Premium Puzzle?

Number of pages: 30 Posted: 03 Nov 2013 Last Revised: 28 Mar 2015
Hamed Ghoddusi
Stevens Institute of Technology - School of Business
Downloads 62 (349,078)
Citation 1

Abstract:

Loading...

Long-run risks, asset pricing, commodity price, storage

26.

Structural Model of Long-Term Commodity Price Dynamics

Number of pages: 29 Posted: 03 Nov 2013 Last Revised: 28 Mar 2015
Hamed Ghoddusi
Stevens Institute of Technology - School of Business
Downloads 62 (349,078)

Abstract:

Loading...

Commodity Prices, Capacity Expansion Options, Hotelling Role, Investment Under Uncertainty

27.

Chain of Cointegration in the Refined Products Market: From Crude Oil Spot to Gasoline Futures

Stevens Institute of Technology School of Business Research Paper No. 2820227
Number of pages: 27 Posted: 12 Aug 2016
Hamed Ghoddusi
Stevens Institute of Technology - School of Business
Downloads 57 (363,834)

Abstract:

Loading...

Crude Oil, Gasoline Futures, Spot-Futures Cointegration, VECM, Causality

28.

Migration Options for Skilled Labor and Optimal Investment in Human Capital

Number of pages: 38 Posted: 03 Dec 2013 Last Revised: 28 Mar 2015
Hamed Ghoddusi and Baran Siyahhan
Stevens Institute of Technology - School of Business and Institut Mines-Telecom Business School
Downloads 55 (370,102)

Abstract:

Loading...

Human capital investment, Immigration, Real options, Skilled labor

29.

Coalition and Victory: The Correlated Equilibria of Shareholder Voting

Number of pages: 16 Posted: 17 Feb 2009
Hamed Ghoddusi
Stevens Institute of Technology - School of Business
Downloads 45 (403,590)

Abstract:

Loading...

correlated equilibria, shareholder voting, corporate governance

30.

Persistence of Shocks in the US Natural Gas Market: A Sector-Level Analysis

Number of pages: 11 Posted: 26 May 2015
Hamed Ghoddusi
Stevens Institute of Technology - School of Business
Downloads 42 (414,577)

Abstract:

Loading...

Unit-Root Tests, Natural Gas, Structural Breaks, Energy Consumption

31.

Dynamic Investment in Extraction Capacity of Exhaustible Resources

Scottish Journal of Political Economy, Forthcoming
Number of pages: 20 Posted: 12 Jun 2010
Hamed Ghoddusi
Stevens Institute of Technology - School of Business
Downloads 39 (426,160)

Abstract:

Loading...

Capacity Expansion Options, Hotelling Role, Investment Under Uncertainty

32.

The Effect of Financial Constraints on Energy-Climate Scenarios

Energy Policy, 59 (2013) 562-572
Posted: 03 Nov 2013
Hamed Ghoddusi
Stevens Institute of Technology - School of Business

Abstract:

Loading...

Financial constraint, Climate policy, Scenario