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

36

DOWNLOADS
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8,098

SSRN CITATIONS
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SSRN RANKINGS

Top 44,358

in Total Papers Citations

8

CROSSREF CITATIONS

4

Scholarly Papers (36)

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, Tehran Institute for Advanced Studies (TeIAS), Khatam University and Sharif University of Technology
Downloads 1,230 (16,592)
Citation 2

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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 Tehran Institute for Advanced Studies (TeIAS), Khatam University
Downloads 894 (26,607)
Citation 2

Abstract:

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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 715 (36,260)
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 Tehran Institute for Advanced Studies (TeIAS), Khatam University
Downloads 616 (44,298)
Citation 2

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

5.

Subsidy Reforms and Consumer Behavior: Evidence from Iranian Transport Fuel Market

Number of pages: 39 Posted: 06 Jan 2019 Last Revised: 02 Dec 2019
Hamed Ghoddusi, Mohammad Morovati and Nima Rafizadeh
Stevens Institute of Technology - School of Business, Khatam University and Tehran Institute for Advanced Studies (TeIAS), Khatam University
Downloads 522 (54,839)

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Subsidy Reform, Price Elasticity, Subsidized Fuel, 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 354 (87,404)

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 349 (88,912)

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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 340 (91,532)

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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 (143,173)
Citation 1

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

10.

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 (151,612)

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11.

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 (152,951)
Citation 1

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

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 183 (171,390)

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13.

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 180 (173,908)
Citation 1

Abstract:

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

14.

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 175 (179,183)

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

15.

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 171 (181,880)
Citation 1

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

16.

Google Search Explains Your Gasoline Consumption!

Number of pages: 14 Posted: 16 Dec 2019
Mohamad Afkhami, Hamed Ghoddusi and Nima Rafizadeh
Stevens Institute of Technology - School of Business, Stevens Institute of Technology - School of Business and Tehran Institute for Advanced Studies (TeIAS), Khatam University
Downloads 166 (186,580)

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Google Trend, Gasoline Demand, Public Transportation, Forecasting

17.

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 144 (210,316)

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

18.

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 138 (217,539)

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

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 135 (221,463)

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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 128 (230,831)

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Risk Management, Risk Exposure, Technology Improvement, Financial Hedging

21.

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 111 (256,308)

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

22.

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 111 (256,308)

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

23.

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 100 (275,539)
Citation 1

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

24.

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 89 (296,911)

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

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 81 (314,696)

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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 79 (319,315)

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27.

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 65 (355,753)
Citation 1

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

28.

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 (355,753)

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

29.

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 62 (364,528)

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

30.

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 (370,559)

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Human capital investment, Immigration, Real options, Skilled labor

31.

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 59 (373,611)

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

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 45 (421,298)

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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 (425,054)

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

34.

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 40 (440,934)

Abstract:

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Capacity Expansion Options, Hotelling Role, Investment Under Uncertainty

35.

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 9 (612,111)

Abstract:

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

36.

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