Dr. Islam Rizvanoghlu, Instructional Assistant Professor of Economics

College of Liberal Arts and Social Sciences , Department of Economics

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• Areas of expertise

  • Energy economics
  • Computational economics
  • Systemic risk in banking
  • Macroeconomics

• Awards

  • Graduate Fellow, Baker Institute for Public Policy, Rice University, 2011-2012
  • Graduate Assistant Scholarship, Rice University, 2006-2010
  • Full Scholarship, Central European University, 2003-2005
  • Contestant at the International Mathematical Olympiad, Romania, 1999

• Publications

  • "Asymmetric Impacts of Fundamentals on the Natural Gas Futures Volatility: An Augmented GARCH Approach" (joint with I. Ergen), Energy Economics, 56, May 2016, pp 64-74.
  • "Comment: Optimal dynamic production from a large oil field in Saudi Arabia",Empirical Economics, 51(3), November 2016, pp 1281-1288.
  • "Central Bank Independence and Economic Performance in Caucasus and Central Asian Countries" (joint with K. Nagac), Bilig, forthcoming.
  • "Oil Price Shocks and Macroeconomy: The Role for Precautionary Demand Motives", submitted
  • "Oil Price Shocks and Monetary Policy: The Role for Storage",
    submitted
  • Banking Sector Effciency and Market Discipline in an Oil-Exporting Country: The Case of Azerbaijan" (joint with E. Nurmammadov), working paper
  • "Understanding the crude oil price Value at Risk: the Case of Azeri Light" (joint with H. Aghayev),
    working paper
  • Gold and Emerging Market Stock Returns: Safe haven or not?" (joint with C. Hamilton), working paper

• Patents

  • None available.

• Grants and Funded Research

  • None available.

• Curriculum Vitae

  • Islam Rizvanoghlu CV

• Contact information