John Parsons

Senior Lecturer / MBA Program Finance Track Head

Biography | Selected Publications

“Black Gold & Fool’s Gold: Speculation in the Oil Futures Market.” Center for Energy and Environmental Policy Research Working Paper #09-013, September 2009. (2009/09)

“Nuclear Fuel Recycling - the Value of the Separated Transuranics and the Levelized Cost of Electricity.” With Guillaume De Roo. Center for Energy and Environmental Policy Research Working Paper #09-008, September 2009 (2009/09)

Update on the Cost of Nuclear Power with Yangbo Du. Center for Energy and Environmental Policy Research Working Paper #09-004, May 2009. (2009/05)

"Designing a U.S. Market for CO2," Journal of Applied Corporate Finance 21(1), Winter 2009.

Do Trading and Power Operations Mix? The Case of Constellation Energy Group 2008. Center for Energy and Environmental Policy Research Working Paper #08-014, November 2008. (2008/11)

Market Power and Electricity Market Reform in Northeast China. Center for Energy and Environmental Policy Research Working Paper #08-001, January 2008. (2008/01)

"Uncertainty in Greenhouse Emissions and Costs of Atmospheric Stabilization," Joint Program on the Science and Policy of Global Change,  Report #165, November (2008). (2008)

"Using Futures Prices to Filter Short-term Volatility and Recover a Latent, Long-term Price Series for Oil." With Miguel Herce and Robert C. Ready. Center for Energy and Environmental Policy Research Working Paper #06-005, April 2006. (2006/04)

Hedging and Liquidity, with Antonio S. Mello. Review of Financial Studies 13, No. 1 (Spring 2000): 127-53. (2000/04)

Strategic Hedging, with Antonio S. Mello. Journal of Applied Corporate Finance 12, No. 3 (Fall 1999): 4362. (1999/09)

"Alternative Models of Uncertain Commodity Prices for Use with Modern Asset Pricing Methods", with M. Baker, and S. Mayfield, The Energy Journal, January 1998. (1998/01)

"An Integrated Model of Multinational Flexibility and Financial Hedging", with Antonio S. Mello and Alexander J. Triantis, Journal of International Economics, August 1995. (1995/08)

"Hedging a Flow of Commodity Deliveries with Futures: Problems with a Rolling Stack", with Antonio S. Mello, Derivatives Quarterly, Summer 1995. (1995/07)

Maturity Structure of a Hedge Matters: Lessons from the Metallgesellschaft Debacle, with Antonio S. Mello. Journal of Applied Corporate Finance, Vol. 8, No. 1, 1995, pp 106120.

“The Maturity Structure of a Hedge Matters: Lessons from the Metallgesellschaft Debacle.” With A. Mello. Journal of Applied Corporate Finance 8, No. 1 (Spring 1995): 106–120. Reprinted, R. Schwartz and C. Smith (eds.) Derivatives Handbook: Risk Management and Control, New York: John Wiley (1997) and in C. Culp and M. Miller (eds.) Corporate Hedging in Theory and Practice, London: RISK Books (1999).

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Contact Information
Office: E62-684
Tel: (617) 324-3745
Fax: (617) 253-9845
Support Staff
Name: Rianna Allen
Tel: (617) 452-3417
Group(s)

General Expertise
Capital budgeting; Climate policy; Corporate diversification; Corporate finance; Corporate strategy and policy; Derivatives; Dividend policy; Emissions trading; Energy; Environment; Environmental economics; Environmental policy; Finance; Financial engineering; Financial markets; Gas; Hurdle rates; Nuclear power; Oil; Public utilities; Risk management; Securities and Exchange Commission