I am a visiting assistant professor of finance at Freeman School of Business, Tulane University. Before I join the Tulane, I received my PhD in finance from University of Houston. I also received a master's degree in economics from Georgia State University, a master's degree in socio-economic systems engineering from Sharif University and my bachelor's degree in Industrial engineering from K.N. Toosi 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.
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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.
Download CV
