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Nikolai Roussanov is the Moise Y. Safra Associate Professor of Finance at the Wharton School, University of Pennsylvania, and a Faculty Research Fellow at the National Bureau of Economic Research. His research spans asset pricing, econometrics, household finance, and macroeconomics, with a focus on market dynamics and behavioral economic factors. His research interests include: Asset pricing anomalies and risk factor modeling Household financial decision-making under uncertainty Macroeconomic impacts on commodity and currency markets Behavioral finance and mental accounting mechanisms Recent publications analyze inflation risks across asset classes, corporate bond valuation, behavioral retirement strategies, and the role of leisure economics in declining work hours. His work frequently integrates empirical finance and econometric methodologies. Scientific contributions include: Faculty Research Fellow, National Bureau of Economic Research His scholarship bridges technical financial modeling with real-world economic phenomena, covering topics like oil price shocks, mortgage liquidity, and systemic market failures.

• Asset Pricing
• Econometrics
• Household Finance
• +1 more

Craig Pirrong is a Professor of Finance at the C. T. Bauer College of Business, University of Houston, where he also serves as the Energy Markets Director for the Gutierrez Energy Management Institute (GEMI). He joined the faculty in January 2003, bringing prior experience from Oklahoma State University, the University of Michigan, the University of Chicago, and Washington University in St. Louis. Ph.D. in Business Economics, University of Chicago His research centers on the economics of commodity markets, particularly the interplay between market fundamentals and price dynamics in energy and derivatives markets. He is known for developing structural models linking observable factors like temperature and load to power derivatives pricing. His work spans power markets, financial exchanges, and risk management. His publications reveal a strong focus on energy derivatives, structural modeling, and market manipulation detection. Recent and forthcoming work includes applications in power and weather derivatives, lattice pricing methods, and commodity price dynamics, reflecting his deep expertise in quantitative and fundamental analysis of energy markets. Author of three books, including Managing Energy Risk Over 30 professional publications Consultant to global utilities, commodity firms, and exchanges Blogger at Streetwise Professor He has advised numerous industry clients and contributed to regulatory and market design discussions, particularly in energy and derivatives markets. While no formal students are listed, his leadership in GEMI and extensive research output suggest active mentorship and collaboration. He is involved with research initiatives at the intersection of finance, energy, and policy. Dr. Pirrong has held significant roles across top-tier business schools and continues to influence both academic and industry practices in commodity and energy finance.

• Commodity Markets
• Energy Economics
• Derivatives Pricing
• +7 more

Koray Caliskan is a tenured Professor and Co-Director of the MS Strategic Design and Management program at the School of Design Strategies, Parsons School of Design, The New School. He also serves as Editor-in-Chief of the Journal of Design Strategies and Associate Editor of the Journal of Cultural Economy . His interdisciplinary work bridges economic sociology, strategic design, and digital platforms, focusing on cryptocurrencies, online advertising, and market agencement. Education: PhD in Politics, New York University (2005) MA in Politics, New York University (1999) Certificate in Commodity Options and Futures Trading, Rhodes College (2001) BA in Political Science, Boğaziçi University, Istanbul (1995) Research Interests: Caliskan explores digital economies through lenses of economic sociology and design methodologies. Key areas include cryptocurrency regulation, platform economization, online advertising politics, and strategic design frameworks. His book Data Money (2023) analyzes blockchain markets and communities, earning the 2021 Falling Walls Scientific Breakthrough Award. Awards: Scientific Breakthrough of the Year Award (Social Sciences, 2021) ESRC Grant (£720,000, 2021) Microsoft Entrepreneurship of the Year (2017) Malcolm H. Kerr Dissertation Award (2005) Grants & Collaborations: Current research examines the economic sociology of online ads under an ESRC grant. Upcoming books (2025) include Economization (with Callon & MacKenzie) and Inside Digital Advertising (with MacKenzie). Co-founded The Wrong Department , a strategic design studio, and advises projects like MaMame (social innovation for women’s labor). Labs & Exhibitions: Organized Good Interventions exhibitions (2022–2024) showcasing economic-design intersections. Active in film production (e.g., Esma , Cannes Film Festival) and policy advocacy, emphasizing design’s role in socio-economic systems.

• Economic Sociology
• Strategic Design
• Online Advertising
• +4 more

Eunchun Park serves as an Assistant Professor in the Department of Agricultural Economics and Agribusiness at the University of Arkansas, concurrently holding the position of Director of the Experiment Station (DREX). A specialist in Bayesian spatial statistics and econometrics, his research focuses on agricultural risk analysis with particular emphasis on crop insurance mechanisms and financial commodity markets. His methodological expertise addresses critical data scarcity challenges in federal crop insurance premium calculations through advanced spatial modeling techniques. Dr. Park's academic foundation includes: Ph.D. in Agricultural Economics from Oklahoma State University (2017) M.S. in Food and Resource Economics from Korea University (2013) B.S. in Food and Resource Economics from Korea University (2010) His research program centers on extreme price and yield risk quantification in agricultural commodities, employing sophisticated Bayesian modeling frameworks to overcome data limitations in spatial risk assessment. Current work develops innovative approaches for measuring catastrophic risks in crop production systems and refining insurance rating structures through spatial smoothing of yield densities. This research bridges theoretical econometric advances with practical applications for risk management tools used by farmers and policymakers. Analysis of Dr. Park's recent publications reveals a consistent trajectory in spatial risk modeling for agricultural insurance systems, with increasing focus on prevented planting coverage factors, commodity market volatility around information releases, and climate-related production risks. His work demonstrates methodological progression from theoretical Bayesian frameworks toward actionable risk assessment tools, particularly through the application of kriging techniques to non-normal yield distributions and extreme event modeling. Dr. Park's scholarly contributions have been recognized through: Outstanding Contribution to Applied Risk Analysis Award (2020) from the Agricultural and Applied Economics Association Outstanding Graduate Student Paper Award (2018) from the Agricultural and Applied Economics Association Outstanding Doctoral Dissertation Award (2018) from the Southern Agricultural Economics Association While specific details of current advisees and grant funding are not provided in available materials, his active publication record in top agricultural economics journals suggests an ongoing mentorship role for graduate students and potential involvement in externally funded research initiatives related to agricultural risk management. His work on spatial smoothing techniques and extreme risk modeling likely informs collaborative projects with agricultural extension services and federal risk management agencies. No specific laboratory facilities or dedicated research teams are mentioned in the available documentation, though his methodological expertise suggests collaboration with spatial statistics and agricultural risk modeling groups within the university's research infrastructure.

• Risk Analysis
• Commodity Futures and Options
• Crop Insurance
• +3 more

Fabio Mattos serves as an Associate Professor in the Department of Agricultural Economics at the University of Nebraska-Lincoln's College of Agricultural Sciences and Natural Resources, maintaining an office at the Food Industry Center (FYH 303A) in Lincoln, NE, with contact details including phone 402-472-1796 and email fmattos@unl.edu. His research centers on commodity price analysis, risk management, and futures market dynamics, with specific expertise in ethanol-agricultural price linkages, crop report impacts, and decision-making under uncertainty. Recent work examines infrastructure evolution in Brazilian soybean trade, mini-futures contracts, and volatility transmission between ethanol and agricultural markets, reflecting strong methodological rigor in time-series analysis and market microstructure. Analysis of his 2020-2025 publications reveals consistent focus on market interconnectedness—particularly Brazil-US agricultural-ethanol systems—and innovations in futures design addressing real-world trading challenges. His scholarship bridges academic theory with practical applications for producers, traders, and policymakers, while educational contributions like Commodity Marketing for High School Students (2022) demonstrate outreach commitment. No scientific awards were documented in the provided materials. Regarding advising and professional engagement, the absence of student listings or grant details suggests primary focus on individual research output, though his active publication record indicates ongoing scholarly contributions. No information about research labs or collaborative teams was available.

• Commodity Price Analysis
• Commodity Marketing
• Risk Management
• +5 more

Dillon Feuz serves as Professor and Ag Economics Specialist in Utah State University's Department of Applied Economics, concurrently coordinating livestock farm operations. His dual academic-extension role bridges theoretical research with practical ranch management guidance across Western U.S. agricultural communities. Education: PhD in Agricultural Economics, Colorado State University (1990) MS in Agricultural Economics, University of Wyoming (1986) BS in Ag Business, University of Wyoming (1984) Feuz's research examines economic decision-making in beef production systems through consumer preference analysis, risk management modeling, and market structure evaluation. His work integrates experimental economics with real-world ranch data to quantify impacts of pricing mechanisms, trade policies, and production innovations on producer profitability. Recent studies explore sustainable feedlot alternatives, cattle size optimization under grazing regulations, and dairy margin protection forecasting. His 48+ journal articles reveal consistent focus on livestock economics with evolving methodological sophistication—from early spatial price analysis to contemporary consumer experimental auctions and bio-economic modeling. Key thematic threads include value-based marketing efficacy, futures hedging strategies for cattle feeders, and economic sustainability metrics for alternative production systems. Award Highlights: USU Extension Specialists Association Specialist of the Year (2010) Western Ag Economics Association Outstanding Extension Program (2000) American Ag Economics Association Distinguished Extension Program (1997) Feuz mentors graduate students in agricultural economics research while directing extension programming that reaches ranchers through workshops, publications, and direct consultation. His Beehive Master Beef Manager Program demonstrates applied risk management education impacting producer decision-making. As Livestock Farm Coordinator, he oversees university facilities supporting hands-on research in beef production systems and sustainable ranching practices.

• Agricultural Economics
• Beef Industry Economics
• Commodity Futures and Options
• +5 more

Fan Yang is an Associate Professor in the Department of Finance at the University of Connecticut (Storrs Campus). He holds a Ph.D. in Finance from the University of Minnesota (2011), an M.Sc. in Physics from McGill University (2005), and a B.Sc. in Physics from Peking University (2003). His research focuses on theoretical and empirical asset pricing, macrofinance, and financial risk management. He teaches courses such as Financial Institutions-Risk Management (MS in Financial Risk Management) and Theory of Financial Markets and Valuation (PhD level). Yang’s work explores the intersection of financial markets and macroeconomic factors, with notable contributions to understanding credit spreads, equity financing shocks, and derivative instrument applications. His recent research includes studies on CoCo futures as policy tools and the implications of financial shocks on asset pricing. His articles have been published in top journals like the Journal of Financial Economics and Review of Financial Studies. He maintains an active academic presence through his website (http://fyang.business.uconn.edu/) and collaborations with institutions like UConn’s School of Business. No formal student advisees are listed, though his teaching roles suggest involvement in mentoring graduate students. His work aligns with interdisciplinary approaches, leveraging his physics background in quantitative financial modeling.

• Asset Pricing
• Macrofinance
• Finance
• +3 more

Asad Dossani is an Assistant Professor of Finance at Colorado State University's Department of Finance and Real Estate. His research focuses on financial econometrics, asset pricing, monetary policy impacts, and risk dynamics in currencies and commodities markets.

• Financial Econometrics
• Asset Pricing
• Monetary Policy
• +2 more

John D. Diltz is a Professor of Finance at the University of Texas at Arlington (UTA), holding a prominent role in the Finance and Real Estate Department. He has served as Chair of the department for over two decades, leading its academic and administrative operations. Prior to UTA, he held roles as an Assistant Professor at Oakland University and a Senior Research Scientist at General Motors Research Laboratories. Dr. Diltz earned a B.S. from Purdue University and M.S. and Ph.D. degrees from the University of Illinois at Urbana-Champaign. His research spans finance, economics, and interdisciplinary fields such as management information systems and civil engineering. He has authored over fifty refereed papers in journals like the Journal of Financial and Quantitative Analysis and the SIAM Journal on Financial Mathematics. His research interests include mutual fund performance, asset pricing puzzles, real options valuation, and the impact of market uncertainties on investment decisions. Notable contributions address cross-listed stock mispricing, energy market dynamics, and licensing agreements through real options frameworks. Dr. Diltz has received numerous teaching awards, including induction into UTA’s Academy of Distinguished Teachers in 2002. He advised fifteen doctoral students and co-developed UTA’s Master of Science in Quantitative Finance program (2004–2018). His work extends beyond academia as a testifying expert in business litigation, with twelve engagements over three years. In addition to his academic contributions, Dr. Diltz has explored intersections of finance with environmental policy, such as the impact of the Clean Air Act Amendments of 1990 on utility investors. His work often integrates quantitative methods to address practical financial challenges, bridging theory and real-world applications.

• Finance
• Economics
• Asset Pricing
• +6 more

Ahmet Karagozoglu is the C.V. Starr Distinguished Professor of Finance and Investment Banking at the Zarb School of Business, Hofstra University. He has been a key figure in academic leadership, serving as the founding Academic Director of the Martin B. Greenberg Trading Room (2005–2021) and Coordinator of the Hofstra-Erasmus Summer Program (2003–2005). His educational background includes a B.S. in Industrial Engineering from Bogazici University, an M.B.A. from the University of Wisconsin-Oshkosh, and an M.Phil. and Ph.D. in Finance from Baruch College, CUNY, where he received the Oscar Lasdon Best Dissertation Award. Dr. Karagozoglu's research spans algorithmic trading, financial modeling, credit risk, derivatives, and risk management. His work integrates quantitative methods with real-world financial applications, particularly in market microstructure and risk modeling. He has published extensively in journals such as the Review of Finance , Journal of Futures Markets , and International Review of Financial Analysis . His recent publications reflect a strong focus on machine learning in credit risk, high-frequency trading dynamics, volatility modeling, and robust hedging strategies. These works demonstrate a consistent trend toward integrating advanced computational techniques with traditional financial theory. C.V. Starr Distinguished Professor of Finance and Investment Banking (2016) Oscar Lasdon Best Dissertation Award Dean’s Research Award (2000, 2012) Service Award (2007) Distinguished Teacher of the Year (2009) Dr. Karagozoglu has been actively involved in academic service, including conference presentations at FMA, EFA, MFA, and invitations to the Chicago Board of Trade Research Seminar. He has also contributed to curriculum development and international academic programs. He does not currently list named advisees, but his leadership in academic programs suggests mentorship at institutional levels. He led the Martin B. Greenberg Trading Room, a state-of-the-art financial lab used for experiential learning, research, and student training in trading and analytics, enhancing practical finance education at Zarb School of Business.

• Algorithmic Trading
• Financial Modeling
• Credit Risk
• +7 more

Tianyang Wang (Tian) is a Professor of Finance at Colorado State University's Department of Finance and Real Estate, holding a Ph.D. from the University of Texas at Austin. He possesses professional designations including Chartered Financial Analyst (CFA), Financial Risk Manager (FRM), and Associate of the Society of Actuaries (ASA). Professor Wang's research integrates theoretical and empirical approaches in finance, with publications in top journals like Operations Research , Journal of Financial Markets , and Journal of Risk and Insurance . His work addresses risk modeling, volatility forecasting, commodity markets, ESG investing, and financial contagion, appearing in media outlets such as Financial Times and Caixin Global. He has received multiple Best Paper Awards from institutions like the Journal of Financial Research, China Financial Engineering Annual Meeting, and Taiwan Risk Insurance Association. A dedicated educator, he teaches across undergraduate, graduate, online MBA, and EMBA programs, earning teaching awards including the Daniels Fund Ethics Initiative Fellowship and Fred Moore Teaching Excellence Award.

• Finance
• Real Estate
• Risk Management
• +3 more

George A. Zsidisin is the John W. Barriger Professor and Director of the Center for Transportation Studies at the University of Missouri – St. Louis. He previously served as a Professor at Virginia Commonwealth University (2013–2019). His research focuses on supply chain risk, commodity price volatility, and foreign exchange risk mitigation. He has published over 80 articles and seven books, cited over 6,900 times. Education: PhD in Business Administration (Supply Chain Management), Arizona State University (2001) MBA, Northern Arizona University (1995) BA in Political Science, New Jersey City University (1990) Research Interests: Supply Chain Risk Management & Resilience Commodity Price Volatility Mitigation Foreign Exchange Risk Strategies Agency Theory & Transaction Cost Economics Defense Logistics Innovation Awards: Decision Sciences Institute Awards Institute for Supply Management Recognition Founding Member of ISCRiM Network He advises on supply chain strategies globally, teaches executive education programs, and serves on editorial boards for supply chain journals. His work is funded by AT&T Foundation and IBM, emphasizing practical and academic contributions to risk management frameworks.

• Supply Chain Risk Management
• Commodity Price Volatility
• Foreign Exchange Risk Mitigation
• +7 more

Hendrik Bessembinder serves as Professor and the Francis J. and Mary B. Labriola Endowed Chair in Competitive Business at Arizona State University's W. P. Carey School of Business, Department of Finance. He returned to ASU in 2015 after faculty appointments at the University of Utah (2001-2015) and Emory University (1999-2001), with prior service at the University of Rochester. His academic credentials include: Ph.D. in Finance, University of Washington (1986) M.B.A., Washington State University (1978) B.S., Utah State University (1977) Professor Bessembinder's research centers on market design and trading across stock, foreign exchange, fixed income, futures, and energy markets, with particular emphasis on long-term investment performance measurement. His work addresses fundamental questions regarding trading costs, liquidity provision mechanisms, and the drivers of sustained returns across diverse asset classes, bridging theoretical frameworks with empirical market analysis. Analysis of his recent publications reveals consistent focus on empirical finance methodologies applied to market microstructure and investment performance. Key themes include long-horizon return distribution analysis across global equities, fixed-income market structure evaluation, and the measurement of liquidity effects in price formation processes. His research frequently combines large-scale datasets with innovative methodological approaches to address practical market questions. With over 25 years of professional consulting experience, Professor Bessembinder has advised major financial institutions including Compass Lexecon, Baillie Gifford, and Societe Generale, along with government agencies such as the Securities and Exchange Commission, Commodity Futures Trading Commission, and U.S. Department of the Treasury. His consulting expertise spans bond markets, energy markets, foreign exchange, futures, international finance, market design, and trading strategy development.

• Long Term Investments
• Trading Costs
• Trading Strategies
• +7 more

Robert J Myers is a University Distinguished Professor in the Department of Agricultural, Food, and Resource Economics at Michigan State University's College of Agriculture & Natural Resources. He joined the MSU faculty in 1986 and has established himself as a leading scholar in agricultural economics with a focus on commodity markets and risk management. Dr. Myers holds the following academic credentials: Ph.D. from the University of Minnesota M.S. from the University of New England, Australia B.S. from the University of New England, Australia Professor Myers' research primarily centers on risk management in agriculture, with particular emphasis on market-based mechanisms such as futures, options, and crop insurance. His work extends to commodity market analysis, agricultural policy, price transmission in agricultural markets, and food security issues in developing countries, especially in Africa. He has conducted extensive research on maize markets in Southern Africa, examining price stabilization mechanisms, market integration, and the impacts of food aid programs on local markets. His research often bridges theoretical economic concepts with practical applications for farmers and policymakers. Analysis of Professor Myers' publication record reveals a strong focus on agricultural risk management and market dynamics, particularly in developing country contexts. His work frequently addresses food security challenges in Africa, with numerous studies examining maize markets, price transmission, and the impacts of policy interventions on smallholder farmers. Over time, his research has evolved from theoretical market analysis to more applied studies addressing real-world food security challenges, often incorporating field data from African countries. Among Professor Myers' notable recognitions: Named MSU University Distinguished Professor in 2005 Elected as a Fellow of the Agricultural & Applied Economics Association (AAEA) Awarded 1st place among contributed papers at the African Association of Agricultural Economists Triennial Meetings (2010) Throughout his career, Professor Myers has been actively involved in mentoring graduate students and shaping academic programs. He has served as editor of the American Journal of Agricultural Economics and as associate editor for both the American Journal of Agricultural Economics and Review of Agricultural Economics. His consulting work with the World Bank demonstrates the policy relevance of his research. Professor Myers has taught advanced courses including AEC 891: Introduction to Microeconomics Theory and AEC 930: Dynamic Analysis in Ag/Resource Economics, contributing significantly to graduate education in agricultural economics. Professor Myers' research has been conducted both independently and through collaborations with colleagues at MSU and internationally, particularly with researchers focused on African agricultural development. His work with the World Bank and on the MSU/FSG Study of WFP procurement demonstrates engagement with major international development institutions.

• Commodity Market Analysis
• Agricultural Policy
• Risk Management in Agriculture
• +7 more

Robert F. Whitelaw is the Edward C. Johnson 3d Professor of Entrepreneurial Finance at the Leonard N. Stern School of Business, New York University. He has been a faculty member since 1992 and is affiliated with the Finance Department. He is also a Research Associate at the National Bureau of Economic Research (NBER) in the Program on Asset Pricing. PhD in Finance, Stanford University, 1993 BS in Mathematics, Massachusetts Institute of Technology, 1984 Professor Whitelaw's research focuses on empirical asset pricing, market efficiency, risk-return dynamics, fixed income securities, and China's evolving financial system. His work combines rigorous econometric analysis with deep insights into financial market behavior. He has explored the role of information processing, market frictions, and investor behavior in shaping asset prices. His recent publications highlight a strong trend in understanding risk and return in both developed and emerging markets, particularly China. Themes include the predictability of stock and bond returns, tail risk, comovement, and the impact of institutional constraints on pricing. His work bridges academic theory and practical applications in portfolio management and risk assessment. Scientific awards received include: Goldman Sachs Asset Management Research Award Chicago Quantitative Alliance Research Award Professor Whitelaw has served as a past Associate Editor for the Review of Financial Studies and the Journal of Finance . His research has been supported by affiliations with NBER and collaborations with leading scholars in finance. He teaches courses such as Foundations of Finance, International Financial Management, and Portfolio Management across MBA, undergraduate, and doctoral programs. He is actively involved in research on China's stock market, contributing policy-relevant insights through op-eds and presentations to institutions like the People's Bank of China and the China Securities Regulatory Commission. His work is widely cited and has influenced both academic and practitioner communities.

• Empirical Asset Pricing
• Market Efficiency
• Stock Return Predictability
• +7 more