Current Duke Appointments & Affiliations
Visiting Assistant Professor of Economics at Duke Kunshan University
·
2024 - Present
DKU Faculty
Recent Scholarly Works
The Shale Revolution and the Dynamics of the Oil Market
Journal article The Economic Journal · August 22, 2024 AbstractWe build and estimate a dynamic, structural model of the world oil market to quantify the impact of the shale revolution. We model the shale revolution as a decrease in shale production costs and fin ... Full text CiteMeasuring world oil market integration with a Thick Pen
Journal article Energy Economics · February 1, 2024 This paper measures integration of the world crude oil market using two measures based on the so-called Thick Pen Transform (TPT): the Thick Pen Measure of Association (TPMA) as well as Multi-Thickness Thick Pen Measure of Association (MTTPMA). These are n ... Full text CiteThe role of market expectations in commodity price dynamics: Evidence from oil data
Journal article Journal of International Money and Finance · February 1, 2019 This paper examines the contribution of market expectations to commodity price dynamics. It proposes a dynamic competitive storage framework with an explicit expectations shock along with concurrent shocks to study the commodity price movements. This allow ... Full text CiteEducation
Southern Methodist University ·
2013
Ph.D.