Hamed Ghoddusi

California State Polytechnic University, San Luis Obispo

San Luis Obispo, CA 93407

United States

Economic Research Forum

Associate

Cairo

Egypt

SCHOLARLY PAPERS

36

DOWNLOADS
Rank 6,767

SSRN RANKINGS

Top 6,767

in Total Papers Downloads

8,650

SSRN CITATIONS

9

CROSSREF CITATIONS

4

Scholarly Papers (36)

1.

Price Elasticity of Gasoline Smuggling: A Semi-Structural Estimation Approach

Energy Economics, Vol. 71, 2018
Number of pages: 45 Posted: 19 Apr 2017 Last Revised: 21 Dec 2018
California State Polytechnic University, San Luis Obispo, HEC Montreal and Sharif University of Technology
Downloads 1,240 (21,097)
Citation 3

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Gasoline Smuggling , Fuel Subsidy Removal, Price Elasticity, Gasoline Price Differential, Panel Data Estimation

2.

Machine Learning in Energy Economics and Finance: A Review

Energy Economics, Vol. 81, 2019
Number of pages: 71 Posted: 15 Nov 2018 Last Revised: 08 Jun 2019
Hamed Ghoddusi, Germán G. Creamer and Nima Rafizadeh
California State Polytechnic University, San Luis Obispo, Stevens Institute of Technology, School of Business and HEC Montreal
Downloads 956 (30,771)
Citation 1

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Machine Learning, Energy Markets, Energy Finance, Support Vector Machine, Artificial Neural Network, Forecasting, Crude Oil, Electricity Price

3.

Islamic Finance and the Energy Sector

Number of pages: 28 Posted: 18 Feb 2015
Hamed Ghoddusi and Sajjad Khoshroo
California State Polytechnic University, San Luis Obispo and University of Oxford - Centre for Socio-Legal Studies
Downloads 749 (43,084)
Citation 2

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Energy Finance, Energy Supply, Access to Energy, Islamic Project Finance, Middle East

4.

Foreign Exchange Shocks and Gasoline Consumption

Energy Economics, Vol. 84, 2019
Number of pages: 36 Posted: 12 Nov 2018 Last Revised: 29 Oct 2019
Hamed Ghoddusi, Mohammad Morovati and Nima Rafizadeh
California State Polytechnic University, San Luis Obispo, Khatam University and HEC Montreal
Downloads 624 (54,885)
Citation 2

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Foreign Exchange Rate, Exchange Rate Volatility, Gasoline Consumption, Elasticity of Demand, Panel Data Estimation

5.

Dynamics of Fuel Demand Elasticity: Evidence from Subsidy Reforms

Number of pages: 41 Posted: 06 Jan 2019 Last Revised: 20 Apr 2020
Hamed Ghoddusi, Mohammad Morovati and Nima Rafizadeh
California State Polytechnic University, San Luis Obispo, Khatam University and HEC Montreal
Downloads 531 (67,237)

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Subsidized Fuel, Subsidy Reform, Price Elasticity, Time-Varying Elasticity, Panel Data Estimation

6.

Maturity Structure of Commodity Roll Strategies: Evidence from the Energy Futures

Stevens Institute of Technology School of Business Research Paper No. 2820228
Number of pages: 23 Posted: 12 Aug 2016
Hamed Ghoddusi
California State Polytechnic University, San Luis Obispo
Downloads 407 (92,483)

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7.

A Dynamic Relationship between Crude Oil and Refined Products Prices

Number of pages: 41 Posted: 23 Jun 2017
Mohamad Afkhami, Robert M. Kunst and Hamed Ghoddusi
Stevens Institute of Technology - School of Business, University of Vienna and California State Polytechnic University, San Luis Obispo
Downloads 383 (99,213)

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Crude Oil, Gasoline Price, Structural Breaks, Cointegration

8.

Jean Tirole's Enduring Influence on Energy Policy Analysis

Number of pages: 16 Posted: 23 Jan 2015 Last Revised: 20 Feb 2015
Hamed Ghoddusi, Ali Dadpay and Ali Dadpay
California State Polytechnic University, San Luis Obispo and Clayton State UniversitySt. Edward's University
Downloads 351 (109,400)

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Competition Policy, Information Asymmetry, Regulation, Investment, Industrial Organization, Jean Tirole

9.

Income Elasticity of Demand Versus Income Elasticity of Consumption

Number of pages: 14 Posted: 22 Feb 2018
Hamed Ghoddusi and Mandira Roy
California State Polytechnic University, San Luis Obispo and Massachusetts Institute of Technology
Downloads 304 (127,938)

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Supply Elasticity, Demand Elasticity, Demand Shift, Rebound , Engel Curve

10.

Integration of Physical and Futures Prices in the US Natural Gas Market

Number of pages: 22 Posted: 29 Mar 2015
Hamed Ghoddusi
California State Polytechnic University, San Luis Obispo
Downloads 223 (174,663)
Citation 1

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Natural Gas, Spot-Futures Cointegration, VECM, Unit Root

11.

Virtual Water Trade: The Implications of Capital Scarcity

Number of pages: 37 Posted: 25 Apr 2018 Last Revised: 10 Nov 2020
Stevens Institute of Technology - School of Business, University of Padua - Department of Economics, California State Polytechnic University, San Luis Obispo and Università Carlo Cattaneo (LIUC) - Institute of Economics
Downloads 214 (186,488)
Citation 1

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Virtual Water, International Trade, Global Water Trade, Economic Development, Heckscher-Ohlin

12.

Blending Under Uncertainty: Option Value of Biofuels Mandates

Stevens Institute of Technology School of Business Research Paper No. 2731729
Number of pages: 36 Posted: 13 Feb 2016
Hamed Ghoddusi
California State Polytechnic University, San Luis Obispo
Downloads 214 (181,510)

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13.

Biofuel Producers in a Deregulated Market

Howe School Research Paper No. 2014-41
Number of pages: 41 Posted: 28 Aug 2014 Last Revised: 19 May 2017
Hamed Ghoddusi
California State Polytechnic University, San Luis Obispo
Downloads 211 (183,927)
Citation 1

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Price Risks, Biofuels Policies, Risk Management, Free Cash-Flow

14.

Crude or Refined? Rationality of Downstream Investment for Oil-Rich Economies

Stevens Institute of Technology School of Business Research Paper
Number of pages: 49 Posted: 13 Feb 2018 Last Revised: 06 Oct 2018
Hamed Ghoddusi and Franz Wirl
California State Polytechnic University, San Luis Obispo and University of Vienna - Institute of Business Administration
Downloads 207 (187,219)

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15.

Google Search Explains Your Gasoline Consumption!

Energy Economics, Vol. 99, 2021
Number of pages: 26 Posted: 16 Dec 2019 Last Revised: 07 May 2021
Mohamad Afkhami, Hamed Ghoddusi and Nima Rafizadeh
Stevens Institute of Technology - School of Business, California State Polytechnic University, San Luis Obispo and HEC Montreal
Downloads 185 (207,293)

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Google Trend, Gasoline Consumption, Public Transportation, Time Series Analysis

16.

The Most Predictive Energy Search Terms

Stevens Institute of Technology School of Business Research Paper No. 2853004
Number of pages: 24 Posted: 17 Oct 2016 Last Revised: 16 Jan 2017
Mohamad Afkhami, Lindsey Cormack and Hamed Ghoddusi
Stevens Institute of Technology - School of Business, Stevens Institute of Technology - College of Arts and Letters and California State Polytechnic University, San Luis Obispo
Downloads 184 (208,281)
Citation 1

Abstract:

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Google Search Activity, Energy Market, Volatility Prediction, Energy Price Volatility

17.

Hedging Effect of Low-Quality Capital Assets in Competitive Industries

Number of pages: 45 Posted: 17 Sep 2019 Last Revised: 10 Oct 2019
Thomas Dangl and Hamed Ghoddusi
Vienna University of Technology and California State Polytechnic University, San Luis Obispo
Downloads 165 (228,682)

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Capacity Options, Durability of Capital, Dynamic Investment under Uncertainty, Depreciation, Rational Expectations Equilibrium

18.

The Expected Hitting Time Approach to Optimal Price Adjustment Problems

Stevens Institute of Technology School of Business Research Paper
Number of pages: 37 Posted: 02 May 2017
Yiying Cheng, Hamed Ghoddusi, Yaozhong Hu and Chihoon Lee
University of Kansas, California State Polytechnic University, San Luis Obispo, University of Kansas and Stevens Institute of Technology
Downloads 148 (250,260)

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Stochastic Control, Impulse Control, Expected Hitting Time, Price Setting, Energy Subsidies

19.

Biofuels Supply Risk and Price Volatility

Number of pages: 28 Posted: 27 Dec 2014
Hamed Ghoddusi, Mandira Roy and Jessika E. Trancik
California State Polytechnic University, San Luis Obispo, Massachusetts Institute of Technology and Massachusetts Institute of Technology
Downloads 146 (253,058)

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Biofuels, Energy Security, Risk Management

20.

Floor-and-Trade Markets under Uncertainty: The Case of Renewable Identification Numbers (RINs)

Number of pages: 53 Posted: 19 Mar 2018 Last Revised: 12 Oct 2018
Mohamad Afkhami and Hamed Ghoddusi
Stevens Institute of Technology - School of Business and California State Polytechnic University, San Luis Obispo
Downloads 141 (260,112)

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Renewable Energy, Embedded Options, Floor and Trade Mechanism, Spread Option Pricing, Least Square Monte Carlo

21.

Input-Price Risk Management: Technology Improvement and Financial Hedging

HEC Paris Research Paper No. MOSI-2017-1231, Stevens Institute of Technology School of Business Research Paper
Number of pages: 37 Posted: 25 Sep 2017 Last Revised: 09 Feb 2018
Ali Shantia, Sam Aflaki and Hamed Ghoddusi
University of Toulouse - Toulouse Business School, HEC Paris - Operations Management and Information Technology and California State Polytechnic University, San Luis Obispo
Downloads 134 (270,800)

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Risk Management, Risk Exposure, Technology Improvement, Financial Hedging

22.

On Quota Violations of OPEC Members

Number of pages: 45 Posted: 10 Oct 2017 Last Revised: 12 Oct 2017
Hamed Ghoddusi, Masoud Nili and Mahdi Rastad
California State Polytechnic University, San Luis Obispo, Sharif University of Technology and Orfalea College of Business, California State Polytechnic University
Downloads 116 (300,959)

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Energy; OPEC; Cartels; Oil Market; Compliance; Quota; Cournot Duopoly; Collusion

23.

Volatility Can Be Detrimental to Option Values!

Stevens Institute of Technology School of Business Research Paper No. 2837292
Number of pages: 13 Posted: 12 Sep 2016 Last Revised: 16 Jan 2017
Hamed Ghoddusi and Arash Fahim
California State Polytechnic University, San Luis Obispo and Florida State University - Department of Mathematics
Downloads 104 (324,654)
Citation 1

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Digital Options, Hitting Probability, Volatility, Non-Monoton Option Value

24.

The Option Value of Mortgage Interest Tax Deductibility

Stevens Institute of Technology School of Business Research Paper
Number of pages: 30 Posted: 03 Apr 2017 Last Revised: 06 Oct 2018
Hamed Ghoddusi and Mohamad Afkhami
California State Polytechnic University, San Luis Obispo and Stevens Institute of Technology - School of Business
Downloads 96 (342,003)

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Mortgage Interest, Tax Shield, Option Value, Housing Policies, Dynamic Valuation

25.

Option Prices Incorporate Fundamentals: Evidence from US Natural Gas Market

Number of pages: 42 Posted: 28 Aug 2017
Sahar Emamzadehfard and Hamed Ghoddusi
Stevens Institute of Technology - School of Business and California State Polytechnic University, San Luis Obispo
Downloads 88 (361,230)

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26.

Can Long-Run Risks Explain Commodity Excess Risk Premium Puzzle?

Number of pages: 30 Posted: 03 Nov 2013 Last Revised: 28 Mar 2015
Hamed Ghoddusi
California State Polytechnic University, San Luis Obispo
Downloads 74 (399,889)
Citation 1

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Long-run risks, asset pricing, commodity price, storage

27.

Asymmetric Bitcoin Volatility under Structural Breaks

Number of pages: 15 Posted: 12 Jun 2020 Last Revised: 19 Jun 2020
Hamed Ghoddusi, Mohammad Morovati and Nima Rafizadeh
California State Polytechnic University, San Luis Obispo, Khatam University and HEC Montreal
Downloads 70 (412,155)

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Bitcoin Volatility, Asymmetric GARCH, Structural Breaks

28.

Structural Model of Long-Term Commodity Price Dynamics

Number of pages: 29 Posted: 03 Nov 2013 Last Revised: 28 Mar 2015
Hamed Ghoddusi
California State Polytechnic University, San Luis Obispo
Downloads 65 (428,653)

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Commodity Prices, Capacity Expansion Options, Hotelling Role, Investment Under Uncertainty

29.

Migration Options for Skilled Labor and Optimal Investment in Human Capital

Number of pages: 38 Posted: 03 Dec 2013 Last Revised: 28 Mar 2015
Hamed Ghoddusi and Baran Siyahhan
California State Polytechnic University, San Luis Obispo and Institut Mines-Telecom Business School
Downloads 63 (435,582)

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Human capital investment, Immigration, Real options, Skilled labor

30.

Chain of Cointegration in the Refined Products Market: From Crude Oil Spot to Gasoline Futures

Stevens Institute of Technology School of Business Research Paper No. 2820227
Number of pages: 27 Posted: 12 Aug 2016
Hamed Ghoddusi
California State Polytechnic University, San Luis Obispo
Downloads 62 (439,064)

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Crude Oil, Gasoline Futures, Spot-Futures Cointegration, VECM, Causality

31.

Coalition and Victory: The Correlated Equilibria of Shareholder Voting

Number of pages: 16 Posted: 17 Feb 2009
Hamed Ghoddusi
California State Polytechnic University, San Luis Obispo
Downloads 59 (449,755)

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correlated equilibria, shareholder voting, corporate governance

32.

Persistence of Shocks in the US Natural Gas Market: A Sector-Level Analysis

Number of pages: 11 Posted: 26 May 2015
Hamed Ghoddusi
California State Polytechnic University, San Luis Obispo
Downloads 46 (501,829)

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Unit-Root Tests, Natural Gas, Structural Breaks, Energy Consumption

33.

Dynamic Investment in Extraction Capacity of Exhaustible Resources

Scottish Journal of Political Economy, Forthcoming
Number of pages: 20 Posted: 12 Jun 2010
Hamed Ghoddusi
California State Polytechnic University, San Luis Obispo
Downloads 41 (524,592)

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Capacity Expansion Options, Hotelling Role, Investment Under Uncertainty

34.

Income Elasticity of Demand versus Consumption: Implications for Energy Policy Analysis

Number of pages: 30 Posted: 02 Oct 2019 Last Revised: 09 Jan 2021
Hamed Ghoddusi, Alexander Rodivilov and Mandira Roy
California State Polytechnic University, San Luis Obispo, Stevens Institute of Technology - School of Business and Massachusetts Institute of Technology
Downloads 33 (565,590)

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Supply Elasticity, Demand Elasticity, Income Elasticity, Income-Emission Relationship, Engel Curve

35.

Crack Spreads and Capacity Utilization in the US Refinery

Number of pages: 36 Posted: 02 Nov 2021
Hamed Ghoddusi, Sheridan Titman and Stathis Tompaidis
California State Polytechnic University, San Luis Obispo, University of Texas at Austin - Department of Finance and University of Texas at Austin - McCombs School of Business
Downloads 16 (677,791)

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Crack Spreads, Flexible Production, Capacity Utilization, Refinery Market

36.

The Effect of Financial Constraints on Energy-Climate Scenarios

Energy Policy, 59 (2013) 562-572
Posted: 03 Nov 2013
Hamed Ghoddusi
California State Polytechnic University, San Luis Obispo

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Financial constraint, Climate policy, Scenario

Other Papers (1)

Total Downloads: 124
1.

Optimal Platform Pricing when Consumers Have Real Options

Number of pages: 48 Posted: 02 Oct 2019 Last Revised: 15 Jul 2021
Hamed Ghoddusi, Alexander Rodivilov and Baran Siyahhan
California State Polytechnic University, San Luis Obispo, Stevens Institute of Technology - School of Business and Institut Mines-Telecom Business School
Downloads 124 (306,208)

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Platforms, Real Options, Dynamic Pricing, Uncertainty, Coordination Games