Ehud I. Ronn is a professor of Finance at the McCombs School of Business, University of Texas at Austin. He received his Ph.D. from Stanford University in 1983.
In addition to teaching at the University of California, Berkeley, Dr. Ronn has held visiting appointments at academic institutions in the US, Europe and the Far East. He has published articles on investments, interest rate instruments and energy derivatives in the academic and practitioner literature. Dr. Ronn edited the book Real Options and Energy Management: Using Options Methodology to Enhance Capital Budgeting Decisions, published in 2002 by Risk Books, London.
From 1991 to 1993, Dr. Ronn served as Vice President, Trading Research Group at Merrill Lynch & Co. Dr. Ronn was the founding director of the University of Texas Center for Energy Finance from 1997 to 2009. From Jan. 2010 to Feb. 2011, Prof. Ronn was Commodity Market Modeling practice area manager at Morgan Stanley & Co.
In Nov. 2004, Dr. Ronn was selected by Energy Risk to the “Energy Risk Hall of Fame.”
Using equity, index and commodity options to obtain forward-looking measures of equity and commodity betas and idiosyncratic variance
This paper presents a means to extract forward-looking measures of equity and commodity betas, and idiosyncratic variance.
Professor of finance talks about using equity, index and crude oil options to forecast spot prices