Ehud I. RonnJack S. Josey Professor In Energy Studies
Director, Center for Energy Finance Education and Research
Professor, Department of Finance
Ph.D., Stanford University
M.S., Technion, Israel Institute of Technology
B.S., Technion, Israel Institute of Technology
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 Storage Facility.
Executive Development Programs by Ehud I. Ronn: