Hamed Ghoddusi

Stevens Institute of Technology - School of Business

Assistant Professor of Finance

Hoboken, NJ 07030

United States

http://www.ghoddusi.com

Economic Research Forum

Associate

Cairo

Egypt

SCHOLARLY PAPERS

37

DOWNLOADS
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Top 5,449

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8,407

SSRN CITATIONS
Rank 43,831

SSRN RANKINGS

Top 43,831

in Total Papers Citations

10

CROSSREF CITATIONS

4

Scholarly Papers (37)

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, affiliation not provided to SSRN and Sharif University of Technology
Downloads 1,233 (17,585)
Citation 3

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

2.

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 affiliation not provided to SSRN
Downloads 919 (27,179)
Citation 3

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

3.

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 725 (37,750)
Citation 2

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

4.

Foreign Exchange Shocks and Gasoline Consumption

Energy Economics, Vol. 84, 2019
Number of pages: 36 Posted: 12 Nov 2018 Last Revised: 29 Oct 2019
Hamed Ghoddusi, Mohammad Morovati and Nima Rafizadeh
Stevens Institute of Technology - School of Business, Khatam University and affiliation not provided to SSRN
Downloads 619 (46,631)
Citation 2

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

5.

Dynamics of Fuel Demand Elasticity: Evidence from Subsidy Reforms

Number of pages: 41 Posted: 06 Jan 2019 Last Revised: 20 Apr 2020
Hamed Ghoddusi, Mohammad Morovati and Nima Rafizadeh
Stevens Institute of Technology - School of Business, Khatam University and affiliation not provided to SSRN
Downloads 526 (57,473)

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Subsidized Fuel, Subsidy Reform, Price Elasticity, Time-Varying Elasticity, Panel Data Estimation

6.

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 379 (85,339)

Abstract:

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7.

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 359 (90,855)

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Crude Oil, Gasoline Price, Structural Breaks, Cointegration

8.

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 344 (95,363)

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

9.

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 222 (150,793)
Citation 1

Abstract:

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

10.

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 215 (155,374)

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

11.

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 210 (158,803)

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12.

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 207 (161,008)
Citation 1

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

13.

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 188 (175,932)

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14.

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 181 (181,992)
Citation 1

Abstract:

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

15.

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 180 (182,842)

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

16.

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 Padova - Department of Economics, Stevens Institute of Technology - School of Business and Università Carlo Cattaneo (LIUC) - Institute of Economics
Downloads 180 (182,842)
Citation 1

Abstract:

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

17.

Google Search Explains Your Gasoline Consumption!

Number of pages: 23 Posted: 16 Dec 2019 Last Revised: 16 Apr 2020
Mohamad Afkhami, Hamed Ghoddusi and Nima Rafizadeh
Stevens Institute of Technology - School of Business, Stevens Institute of Technology - School of Business and affiliation not provided to SSRN
Downloads 179 (183,790)

Abstract:

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Google Trend, Gasoline Demand, Public Transportation, Forecasting

18.

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 146 (218,427)

Abstract:

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

19.

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 137 (229,807)

Abstract:

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Biofuels, Energy Security, Risk Management

20.

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 130 (239,496)

Abstract:

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Risk Management, Risk Exposure, Technology Improvement, Financial Hedging

21.

Hedging Effect of Low-Quality Capital Assets in Competitive Industries

Number of pages: 45 Posted: 17 Sep 2019 Last Revised: 10 Oct 2019
Thomas Dangl and Hamed Ghoddusi
Vienna University of Technology and Stevens Institute of Technology - School of Business
Downloads 114 (263,967)

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Capacity Options, Durability of Capital, Dynamic Investment under Uncertainty, Depreciation, Rational Expectations Equilibrium

22.

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 114 (263,967)

Abstract:

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

23.

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 114 (263,967)

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

24.

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 102 (285,289)
Citation 1

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

25.

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 85 (320,547)

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

26.

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 81 (330,110)

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27.

Two-Sided Markets: The Role of Technological Uncertainty

Number of pages: 45 Posted: 02 Oct 2019 Last Revised: 05 Nov 2019
Hamed Ghoddusi, Alexander Rodivilov and Baran Siyahhan
Stevens Institute of Technology - School of Business, Stevens Institute of Technology - School of Business and Institut Mines-Telecom Business School
Downloads 80 (332,497)

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Two-Sided Markets, Real Options, Investment under Uncertainty, Dynamic Pricing

28.

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 68 (364,196)
Citation 1

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

29.

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 65 (372,886)

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

30.

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 60 (388,226)

Abstract:

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

31.

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 60 (388,226)

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Human capital investment, Immigration, Real options, Skilled labor

32.

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 46 (437,403)

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correlated equilibria, shareholder voting, corporate governance

33.

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 44 (445,161)

Abstract:

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

34.

Asymmetric Bitcoin Volatility under Structural Breaks

Number of pages: 15 Posted: 12 Jun 2020 Last Revised: 19 Jun 2020
Hamed Ghoddusi, Mohammad Morovati and Nima Rafizadeh
Stevens Institute of Technology - School of Business, Khatam University and affiliation not provided to SSRN
Downloads 41 (457,506)

Abstract:

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Bitcoin Volatility, Asymmetric GARCH, Structural Breaks

35.

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 41 (457,506)

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Capacity Expansion Options, Hotelling Role, Investment Under Uncertainty

36.

Income Elasticity of Demand versus Consumption: Implications for Energy Policy Analysis

Number of pages: 30 Posted: 02 Oct 2019 Last Revised: 17 Jan 2020
Hamed Ghoddusi, Alexander Rodivilov and Mandira Roy
Stevens Institute of Technology - School of Business, Stevens Institute of Technology - School of Business and Massachusetts Institute of Technology
Downloads 13 (613,764)

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Supply Elasticity, Demand Elasticity, Income Elasticity, Income-Emission Relationship, Engel Curve

37.

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

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Financial constraint, Climate policy, Scenario