I am a finance doctoral candidate at Bauer College of Business, University of Houston. Before I join the Ph.D. program at Bauer, I received a master's in economics from Georgia State University. I also received my bachelor's in Industrial engineering and a master's degree in Socio-Economic Systems Engineering from K.N. Toosi University of Technology and Sharif University of Technology in Tehran-Iran, respectively.
My research interests can be broadly categorized in Investment, Empirical Asset Pricing, Risk Management, and Commodities. My research focus is currently on quantifying risk premia in commodity markets (specifically oil market) and investigating the determinants of these premia and the implications of the premia for the cross-section of stocks, and their power as predictors of financial and macroeconomic variables. Specifically, In my Job Market Paper, I use options contracts on crude oil futures to calculate the risk premia associated with big-upward and big-downward jumps in the oil market. Then I show that the upside-jump risk premium is significantly priced risk factor in the cross-section of the stock returns and does a good job for predicting the value-weighted stock market index return. Also, I found that both of the premia have a considerable power for predicting financial and macroeconomic indices. The risk premia also show high power for predicting the fundamentals of the oil market.
My research has been accepted for presentation in several conferences including the JP Morgan Commodities Conference (the only Ph.D. student among the 18 presenters), Southern Finance Association Annual Meeting, Pacific Basin Finance, and Accounting Conference and International Banking, Economics and Finance Association.
I will be on the finance job market in the 2018-2019 academic year.
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My research interests can be broadly categorized in Investment, Empirical Asset Pricing, Risk Management, and Commodities. My research focus is currently on quantifying risk premia in commodity markets (specifically oil market) and investigating the determinants of these premia and the implications of the premia for the cross-section of stocks, and their power as predictors of financial and macroeconomic variables. Specifically, In my Job Market Paper, I use options contracts on crude oil futures to calculate the risk premia associated with big-upward and big-downward jumps in the oil market. Then I show that the upside-jump risk premium is significantly priced risk factor in the cross-section of the stock returns and does a good job for predicting the value-weighted stock market index return. Also, I found that both of the premia have a considerable power for predicting financial and macroeconomic indices. The risk premia also show high power for predicting the fundamentals of the oil market.
My research has been accepted for presentation in several conferences including the JP Morgan Commodities Conference (the only Ph.D. student among the 18 presenters), Southern Finance Association Annual Meeting, Pacific Basin Finance, and Accounting Conference and International Banking, Economics and Finance Association.
I will be on the finance job market in the 2018-2019 academic year.
Download CV
