Research & Publications

Bahram Adrangi's research focuses on financial economics, energy economics, macroeconomics, economic-policy uncertainty, international financial markets, and applied econometrics.

His research record spans several decades and includes studies of energy and commodity markets, equity-market volatility, futures markets, international finance, inflation and asset prices, economic uncertainty, labor economics, public policy, and macroeconomic fluctuations.

Major Research Areas

Financial Economics & Equity Markets

Energy Economics & Energy Markets

Economic Policy Uncertainty & Market Volatility

Applied Econometrics & Forecasting

Macroeconomics & DSGE Models

Firm Valuation & Economic Uncertainty 

Financial Markets and Volatility

Research in this area examines equity-market volatility, investor uncertainty, international financial markets, futures markets, precious metals, asset valuation, and volatility transmission across markets.

Energy Economics

This research examines crude oil, natural gas, petroleum products, electricity, energy-price volatility, and the transmission of energy-market shocks to financial markets and macroeconomic activity.

Macroeconomics and DSGE Models

Recent research employs dynamic stochastic general equilibrium models to investigate productivity shocks, oil-supply disturbances, electricity and energy inputs, and macroeconomic fluctuations.

Economic and Policy Uncertainty

A growing portion of Professor Adrangi's research examines how domestic and global economic-policy uncertainty, financial-market uncertainty, recession risk, and energy-market uncertainty affect asset prices, firm value, and market volatility.

Applied Econometrics

Empirical methodologies used across this research include time-series and panel-data econometrics, GARCH and GARCH-MIDAS models, vector autoregressions, regime-switching models, quantile methods, Bayesian methods, wavelet analysis, cointegration, and forecasting.

Recent and Selected Publications

For detailed descriptions of representative publications, see Selected Research.

A comprehensive publication record is available through Professor Adrangi's curriculum vitae and academic profiles.