Relevant corporate experience and a Ph.D. in finance. Background in a large variety of statistical and analytical tools aiding in energy pricing, financial asset and corporate valuation, real estate analysis, market volatility modeling, derivatives and strategic consulting. Combining corporate experience, academic excellence and relevant research towards educational leadership and student success.
Chair - Department of Accounting, Finance and Economics, Coordinator of Finance and Energy Programs
Associate Professor of Finance in the College of Business - Department of Accounting, Finance, and Economics
This study evaluates the impacts of energy markets on Emerging Market Mutual Funds (EMMFs). In particular, investigates the volatility transmission between these funds and the oil and natural gas prices. The findings suggest significant risk spillover from the energy markets to EMMFs.
This study examines the price-level and volatility impacts of oil prices on energy mutual funds (EMFs). Also examines specific fund characteristics which might influence those interactions. Tests for volatility transmission between the oil prices and the funds in given sample.