Bahram Adrangi, Ph.D.
W. E. Nelson Professor of Financial Economics
University of Portland
Bahram Adrangi is the W. E. Nelson Professor of Financial Economics at the University of Portland. His research focuses on financial economics, energy economics, equity markets, economic and policy uncertainty, applied econometrics, volatility modeling, and macroeconomic dynamics.
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Online Teaching
Professor Adrangi is also an instructor on Udemy, where he teaches Introduction to Economics Using Excel for Analysis and Business and Management Statistics Using Excel. These courses emphasize applied economic and statistical analysis using Microsoft Excel.
His research spans financial economics, energy economics, macroeconomics, international economics, financial-market volatility, economic policy uncertainty, and applied econometrics. His scholarly work has examined equity and commodity markets, crude oil and natural gas prices, financial-market volatility, economic uncertainty, energy and productivity shocks, international equity valuation, and macroeconomic dynamics.
Professor Adrangi's research has appeared in peer-reviewed journals including Energy Economics, The Quarterly Review of Economics and Finance, Financial Review, Bulletin of Economic Research, The American Economist, American Business Review, Journal of Economics and Finance, Applied Financial Economics, Transportation Research Part E, Journal of Futures Markets, and other academic publications.
Current Research
Recent research examines the interaction among financial markets, energy markets, macroeconomic conditions, and economic-policy uncertainty. Current areas of study include equity-market volatility, crude oil and natural-gas price dynamics, sectoral equity risk, energy shocks, productivity shocks, and dynamic stochastic general equilibrium (DSGE) modeling.
Research Areas
Financial Economics and Asset Markets
Equity valuation, market volatility, investor uncertainty, international financial markets, futures markets, and asset-price dynamics.
Energy Economics
Crude oil, natural gas, electricity, energy-price volatility, and interactions between energy markets and the macroeconomy.
Macroeconomics
Productivity and energy shocks, economic fluctuations, inflation, economic growth, investment, and DSGE modeling.
Applied Econometrics
Time-series econometrics, GARCH and GARCH-MIDAS models, regime-switching models, quantile methods, panel models, wavelet analysis, and forecasting.
In addition to his academic work, Dr. Adrangi is a frequent contributor and commentator on economic and financial issues for radio and television stations throughout Oregon and Washington, where he provides expert analysis on developments in the U.S. and global economies.