I am an Assistant Professor of Finance at Colorado State University. My research interests are financial econometrics, derivatives, monetary policy, currencies, and commodities.

Working Papers

Diagnosing Instrument-Induced Bias: A Test for Control Variable Contamination in 2SLS Models (with Rob Schonlau and Jeffrey Dotson)

Inference in Direct Multi-Step and Long Horizon Forecasting Regressions

Publications

Climate Policy Uncertainty Shocks and Energy Exploration: An Analysis of U.S. Oil and Natural Gas Producing Regions, with James Payne, John Elder, and Bradley T. Ewing, Southern Economic Journal, forthcoming.

Drilling and DUCs in the Permian Basin, with John Elder, Journal of Futures Markets, 2025,  45(5): 395–406.

Estimation and Inference in Low Frequency Factor Model Regressions with Overlapping Observations, Journal of Empirical Finance, 2024, 78: 101536.

Monetary Policy and Curreny Variance Risk Premia, Research in International Business and Finance, 2024, 69: 102288.

Uncertainty and Investment: Evidence from Domestic Oil Rigs, with John Elder, Journal of Futures Markets, 2024,  44(2): 323–340.

Central Bank Tone and Currency Risk Premia, Journal of International Money and Finance, 2021, 117: 102424.

Uncertainty and Energy Extraction, with John Elder, Applied Economics, 2020, 52(55): 6031-6034.

Direct Versus Iterated Multi-Period Volatility Forecasts: Why MIDAS Is King, with Eric Ghysels, Alberto Plazzi, Rossen Valkanov, and Antonio Rubia, Annual Review of Financial Economics, 2019, 11: 173-195.

Option augmented density forecasts of market returns with monotone pricing kernel, with Brendan K. Beare, Quantitative Finance, 2018, 18(4): 623-635.