جست‌وجوی استاد و پژوهشگر

Michael Adjemianمشاهده پروفایل

استاد

• Agricultural Markets
• Agribusiness
• Commodity Derivatives
• +۳ مورد دیگر

Michael Adjemian is Professor in the Department of Agricultural & Applied Economics at the University of Georgia’s College of Agricultural & Environmental Sciences (UGA-CAES). He is an internationally recognized scholar whose expertise lies at the intersection of agricultural markets, commodity derivatives, international trade finance, and forecasting. Beyond his academic appointment, he currently serves as Associate Editor of the American Journal of Agricultural Economics , as a member of the Board of Directors of the Council on Food, Agricultural, and Resource Economics (C-FARE), and as a consultant to the U.S. Commodity Futures Trading Commission. Education: Ph.D., Agricultural & Resource Economics – University of California, Davis, 2009 B.S., Finance – University of Florida, 2001 Research Interests: Professor Adjemian’s research program centers on understanding how information, policy, and risk shape agricultural and food markets. His work quantifies the impacts of supply disruptions (e.g., pandemics, war, biofuel mandates) on commodity prices; evaluates the performance of public and private forecasting systems; and designs improved risk-management tools for agribusiness. A recurring theme is the role of derivatives markets in price discovery and hedging, especially under regulatory change or market stress. Article Trends (2022–2025): Across 15 recent publications, Adjemian advances three broad thrusts: (i) macro-level analysis of agricultural supply shocks and their transmission to national economies, (ii) granular evaluation of U.S. and global commodity derivatives and policy interventions (COVID-19, Russia-Ukraine war, biofuels, carbon policy), and (iii) methodological contributions on forecast combination, supply elasticity estimation, and information rigidity in USDA reports. Scientific Awards: John J. Jack Barriger Research Award, Transportation Research Forum (2022) NH Investments Best Paper Award, Asia-Pacific Association of Derivatives (2021) John E. Lee Award for Sustained Excellence in Group Economic Analysis (2019) American Association of Wine Economists Award of Merit (2016) AAEA Quality of Communication Award (2014) Advising & Grant Context: His doctoral students have garnered the SAEA Best Dissertation Award (Raghav Goyal, 2023) and multiple best-paper prizes at major associations. His prior federal service as Senior Economist at the Council of Economic Advisers (2017-2018) and at USDA’s Economic Research Service (2009-2019) underpins ongoing grant-funded collaborations on market information systems and policy evaluation. Labs & Teams: While no formal lab is mentioned, Adjemian leads an active empirical research group within the UGA Department of Agricultural & Applied Economics, integrating Ph.D. students, post-docs, and external collaborators in projects funded by federal agencies and industry partners.

• Changepoint Detection
• High-dimensional Time Series
• Statistical Inference
• +۳ مورد دیگر

Haeran Cho is Professor of Statistical Science in the School of Mathematics at the University of Bristol, holding a BSc and PhD in Statistics. Her research focuses on developing foundational methodologies for detecting structural changes in complex high-dimensional data streams, with applications spanning finance, environmental monitoring, and biomedical engineering. Her primary research interests include changepoint detection in non-sparse regression frameworks, factor model diagnostics for tensor time series, and robust nonparametric segmentation techniques. She pioneers approaches that handle heavy-tailed distributions, temporal dependence, and high-dimensional scaling—addressing critical limitations in classical change point theory through adaptive covariance scanning and multiscale inference frameworks. Professor Cho received the Research Prize in 2013 for her contributions to statistical theory. She currently leads the £1.2M EPSRC-funded project Statistical Foundations for Detecting Anomalous Structure in Stream Settings (DASS, 2024-2029), developing real-time anomaly detection systems for industrial applications. Previous projects include quantile factor modeling for high-dimensional time series (2019). Her software implementations ( CptNonPar , mosum , fnets ) have become standard tools in statistical computing, with over 500 citations. She actively collaborates through Horizon Europe initiatives and supervises postgraduate researchers in statistical methodology development.

• International Finance
• Money-Banking
• Development Economics

Ömer Faruk ÖZYALÇIN serves as Assistant Professor in the Department of Economic Policy at Karabuk University's Faculty of Economics and Administrative Sciences, where he also holds leadership roles as Vice Department Head (2024-2027) and previously as Department Head (2022-2025). His academic journey includes a PhD in Economics from Bursa Uludag University (2022), Master's in Business Administration from Ufuk University (2014), and undergraduate studies at Bilkent University (2009). His research specializes in International Finance, Money-Banking, and Development Economics , with particular focus on Turkish economic policy challenges. Recent work analyzes exchange rate dynamics, foreign direct investment impacts, monetary policy transmission, and trade balance relationships using advanced econometric techniques. His publication record shows consistent output since 2018, with accelerated productivity in 2022-2025 featuring multiple conference papers and book chapters in international venues. Current research trends emphasize empirical analysis of emerging market economies, particularly examining spillover effects from global monetary policy changes, structural determinants of trade balances, and human development-investment relationships. His methodological toolkit includes ARDL cointegration, Fourier transformation techniques, and Toda-Yamamoto causality testing for time-series analysis. Academic Leadership : Department Head (2022-2025), Vice Department Head (2024-2027) Professional Development : Panel Data Analysis certification (2024), ARDL Testing training (2024), Panel Time Series Analysis (2025) Teaching Portfolio : International Economics, Macroeconomic Analysis, Turkish Economy, Economic Integration As a supervisor, he currently guides two master's students while serving on multiple thesis committees. His collaborative network includes researchers from Dicle University and international partners, with recent co-authorship spanning six institutions across Turkey.

• Quantitative Finance
• Actuarial Science
• Machine Learning
• +۳ مورد دیگر

Yevhen Havrylenko serves as a Postdoctoral Researcher in the Department of Mathematical Sciences at the Faculty of Science, University of Copenhagen, Denmark. His appointment is based at Universitetsparken 5, 2100 København Ø, where he conducts advanced research in quantitative finance and actuarial modeling, with contact details including phone +4535327906 and email yh@math.ku.dk. His research program integrates mathematical finance, actuarial science, and machine learning to solve complex risk management problems. Key focus areas include stochastic volatility modeling for portfolio optimization under value-at-risk constraints, neural network applications for detecting variable interactions in generalized linear models, and game-theoretic approaches to risk-sharing mechanisms in insurance products. This interdisciplinary work bridges theoretical mathematics with practical financial and insurance industry challenges, emphasizing computational rigor and real-world applicability. Analysis of his recent publications reveals a cohesive research trajectory centered on mathematical innovation in risk assessment. His work consistently employs dynamic programming, stochastic processes, and machine learning to address market incompleteness, variable interaction detection, and strategic insurer-reinsurer dynamics. The publications demonstrate strong methodological synergy across finance and insurance domains, with increasing emphasis on computational techniques for complex risk modeling. No scientific awards, student advisement records, or research grants are documented in the available profile. Similarly, no affiliations with specific research laboratories or collaborative teams beyond publication co-authors (Escobar-Anel, Zagst, Heger, Hinken) are specified.

• Finance
• Derivatives Markets
• Liquidity Risk
• +۳ مورد دیگر

Alain FRANCOIS-HEUDE is a Professor in the Finance disciplinary group at the University of Montpellier. His research focuses on derivatives markets, liquidity risk analysis, and behavioral finance, with publications in journals including the Journal of Asset Management and Journal of Derivatives. His research explores financial market mechanisms through several interconnected domains: Derivatives pricing and market liquidity Behavioral biases in investor decision-making Risk modeling frameworks including parametric VaR Market microstructure and trading mechanisms Consumer credit markets and interest rate dynamics Publications demonstrate consistent focus on empirical analysis of European financial markets, particularly French equity derivatives and credit systems. Recent work examines reset options and options market liquidity. No information is available regarding research grants, supervised students, or laboratory affiliations.

Thor Pajhede Nielsenمشاهده پروفایل

مدرس

• Financial Econometrics
• Risk Management
• Time Series Analysis
• +۳ مورد دیگر

Thor Pajhede Nielsen serves as an External Lecturer at the Department of Economics, University of Copenhagen, specializing in quantitative financial risk assessment through rigorous statistical methodologies. His research spans Financial Econometrics, Risk Management, and Time Series Analysis, with emphasis on beta-distributed models for corporate default rates and Value-at-Risk backtesting frameworks. Key contributions include unit interval modeling for bounded financial variables and Markov-based statistical tests for risk validation. Publications reveal consistent innovation in bridging theoretical probability distributions with practical financial forecasting, particularly through conditional beta models and generalized Markov frameworks applied to credit risk and VaR validation. This work establishes critical connections between statistical theory and real-world financial risk management.

Cecile Couhardeمشاهده پروفایل

استاد

• International Macroeconomics
• Finance
• Exchange Rate Economics
• +۳ مورد دیگر

Cécile Couharde is a Professor of Economics at the University of Paris Nanterre, where she has been teaching since November 2010. She is affiliated with the Faculty of Economics, Management, Mathematics, and Computer Science (UFR SEGMI) and the Department of Economics, as well as the EconomiX research unit. Her leadership roles include Director of the Department of Economics (2012-2014), head of the Master's Degree in Applied Economics since 2011, and since 2021, heading the doctoral school of Economics, Organizations, Society at Paris Nanterre University. Professor Couharde's research focuses on international macroeconomics, finance, and climate economics. Her work explores the complex relationships between exchange rate dynamics, monetary policy, and economic growth, with particular attention to developing countries and regional monetary unions. She has made significant contributions to understanding how climate risks affect economic outcomes, especially in agricultural-dependent economies. Her research employs advanced econometric techniques, including panel smooth transition regression models and time-varying parameter specifications, to uncover nonlinear relationships and threshold effects in economic data. Through her publications, Professor Couharde has established herself as a leading expert in exchange rate economics, with particular expertise in currency misalignments, monetary integration, and the economics of climate change. Her work bridges theoretical frameworks with empirical evidence, providing policymakers with actionable insights on monetary policy, climate adaptation strategies, and international economic cooperation. She is a dedicated mentor to the next generation of economists, currently supervising four doctoral students working on topics related to climate migration, agricultural commodity markets, monetary policy, and macroeconomic fluctuations. Her teaching spans both undergraduate and graduate levels, with courses in open macroeconomics, macroeconomic modeling, and advanced international macroeconomics. Professor Couharde is actively involved in research teams and collaborations, particularly within the EconomiX research unit where she previously headed the International Macroeconomics, Banking, and Financial Econometrics research area. Her work often involves international collaborations with researchers from various institutions, reflecting the global nature of her research interests.

• Financial Accounting
• Sustainability Accounting
• Green Accounting
• +۴ مورد دیگر

Alexios Kythreiotis serves as Associate Professor of Financial Accounting at the European University of Cyprus within the School of Business Administration and Department of Accounting, Economics and Finance. He has held continuous faculty positions since 2012, including a term as Department President (2017–2022). His academic credentials include: Doctoral Degree in Financial Accounting (2008–2012, Athens University of Economics and Business) on 'Qualitative characteristics in Accounting Disclosures' MBA (2005–2006, Cardiff University) B.Sc. Accounting and Finance (2001–2005, Athens University of Economics and Business) Diploma in E-learning Design (2013, UOC Barcelona) Professor Kythreiotis specializes in sustainability accounting and financial fraud detection , investigating how green policies like the European Green Deal impact corporate reporting, and developing frameworks for fraud prevention through cross-cultural analysis. His methodological expertise spans bibliometrics, meta-analysis, and risk modeling. Recent publications (2023–2025) reveal a pronounced shift toward EU sustainability policy impacts and green finance instruments , with 70% of recent work analyzing environmental disclosures, green bonds, and circular economy accounting. Concurrently, he maintains rigorous scholarship in core accounting theory through studies on financial statement value relevance and fraud detection. His recognition includes: State Scholarship for Doctoral Studies (State Scholarships Foundation of Greece, 2009–2012) As Principal Investigator and Academic Coordinator, he directs €1.2M+ in research funding including the EIT HEI Initiative project B-KINETIC (2025–2027) on entrepreneurial training and Erasmus+ projects advancing circular economy accounting. He also serves on the editorial committee of an academic journal for the European Investment Bank.