John Hopkins University
John Miller is a senior lecturer at Johns Hopkins University in the Department of Applied Mathematics and Statistics. He worked for Credit Suisse from 1992 to 2007, where he was a managing director for equity derivatives trading and the global chief risk officer for the equities division.
He received a BSE in electrical engineering from Princeton University in 1992 and a PhD in mathematics from Rutgers University in 2015.
The authors investigate crude oil futures introduced on the Shanghai International Energy Exchange in March 2018 and the locational trading strategies they can provide and put forward an example of locational arbitrage hedged against foreign risk.