H
Hamed Ghoddusi
Researcher at Stevens Institute of Technology
Publications - 58
Citations - 592
Hamed Ghoddusi is an academic researcher from Stevens Institute of Technology. The author has contributed to research in topics: Price elasticity of demand & Volatility (finance). The author has an hindex of 10, co-authored 55 publications receiving 338 citations. Previous affiliations of Hamed Ghoddusi include California Polytechnic State University & Massachusetts Institute of Technology.
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Machine learning in energy economics and finance: A review
TL;DR: A review of the burgeoning literature dedicated to Energy Economics/Finance applications of ML suggests that Support Vector Machine, Artificial Neural Network, and Genetic Algorithms are among the most popular techniques used in energy economics papers.
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Google search keywords that best predict energy price volatility
TL;DR: In this paper, the utility of Google search activity for energy related keywords are shown to be significant predictors of volatility by showing they have incremental predictive power beyond the conventional GARCH models in predicting volatility for energy commodities' prices.
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The effect of financial constraints on energy-climate scenarios
TL;DR: In this article, the authors discuss the implications of capital constraints for future energy and climate scenarios, and discuss possible policy instruments for resolving the constraints, as well as the effect of capital cost on technology selection in electricity generation in Sub-Saharan Africa.
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Volatility spillovers for energy prices: A diagonal BEKK approach
TL;DR: This article examined the relationship between return and volatility as well as the covolatility spillover for energy, foreign currency, and stock markets using the diagonal BEKK model, and concluded that the energy markets and the stock market have stronger covo-volatility spillovers than others.
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Blending under uncertainty: Real options analysis of ethanol plants and biofuels mandates
TL;DR: In this article, the value of a representative ethanol producer that benefits from both low and high gasoline prices in the short run is modeled, and it is shown that the higher volatilities of crude oil and ethanol costs increase biofuels firms' value.