Phone: +1 512 471 5853
Ehud Ronn received his B.Sc. and M.Sc. from Technion, Israel Institute of Technology, and his Ph.D. from Stanford University. His research and teaching interests focus on the valuation of energy commodity-contingent securities
Dr. Ronn's research is primarily in the area of energy risk: modeling, measurement and management. He has published articles on banking, investments, interest rate-sensitive instruments, and energy derivatives in academic and practitioner literature. In the energy-consulting area, Dr. Ronn has addressed the multiple issues of Risk Assessment; Construction of Optimal Hedge Portfolios; VAR and CVAR; Dual-Fuel Options; Valuation of Load-Following Services; Modeling Energy Prices and Pricing Monthly and Daily Options; and the Valuation and Optimal Management of Storage Facility.