Ronn, Professor; Director, Center for Energy Finance
Education and Research, University of Texas at Austin.
Invited talk on "A Financial Economics-Based Approach to
Forecasting Oil Prices" led by Guest speaker Ehud
Ronn, Professor; Director, Center for Energy Finance Education
and Research, University of Texas at Austin.
The event took place on Thursday, 20th February at ESCP Europe's Paris Campus.
Ehud Ronn, Professor; Director,
Center for Energy Finance Education and Research, University of
Texas at Austin
Dr. Ronn's research is primarily in the area of energy risk:
modeling, measurement and management. He has published articles on
banking, investments, interest rate-sensitive instruments, and
energy derivatives in academic and practitioner literature,
including Journal of Finance, Journal of Business, American
Economic Review and Energy & Power Risk Management.
Prior to joining the University of Texas at Austin in July 1988,
Dr. Ronn was a faculty member of the business schools at the
University of California, Berkeley, and the University of Chicago.
During a two-year leave of absence from the University of Texas,
Dr. Ronn served as Vice President, Trading Research Group at
Merrill Lynch & Co., where he was responsible for the valuation
and hedging of a wide array of interest rate-sensitive securities,
from callable bonds to exotic options.
Since 1993, he has served as consultant to Federal and State
government agencies, an insurance company, investment banks, a risk
advisory firm and an energy-derivative software vendor in the
interest-rate and energy-commodity arenas.
In the energy-consulting area, Dr. Ronn has addressed the multiple
issues of Risk Assessment; Construction of Optimal Hedge
Portfolios; VAR and CVAR; Dual-Fuel Options; Valuation of
Load-Following Services; Modeling Energy Prices and Pricing Monthly
and Daily Options; and the Valuation and Optimal Management of