Hadi Sehatpour

PhD in Finance | UTS Business School

University of Technology Sydney (UTS)

About my Research

My research combines financial economics, quantitative finance, and statistical machine learning, focusing on asset pricing, portfolio optimisation, investment strategies, and sustainable finance. I study how macroeconomic conditions and monetary policy affect asset valuations and risk premia. My doctoral research examined green bond pricing, cross-border demand, macroeconomic sensitivity, climate-risk transmission, and portfolio management using high-dimensional data.

Working Papers - Under review & in progress

[1] Attribute associations of municipal green bond yield spreads: A demand perspective [R&R - Energy Economics] [SSRN]

with Marta Campi, Christina Nikitopoulos, Gareth W. Peters and Kylie-Anne Richards

[2] A term structure framework for green bond spreads and portfolio strategies [Under review - Journal of Banking & Finance] [SSRN]

with Marta Campi, Christina Nikitopoulos, Gareth W. Peters and Kylie-Anne Richards

[3] Simplifying AI-based conversational financial reasoning with frontier Large Language Models

with Amin Bamavadat

[4] The evolving dynamics of municipal green bond spreads: A functional regression analysis

With Marta Campi, Christina Nikitopoulos, Gareth W. Peters and Kylie-Anne Richards

[5] Energy shocks and monetary policy signals.

with Jafar Bamavadat

[6] Probabilistic electricity price forecasting in the Australian National Electricity Market

with Christina Nikitopoulos

Published Papers

[2] Talent management in government organizations (banking industry): Identification of challenges and ranking policy solutions

with Behnam Abedin and Aliyeh Kazemi

[International Journal of Productivity and Performance Management] [Link]

[3] Sustainable fuel portfolio optimization: An integrated fuzzy multi-objective and multi-criteria decision-making approach

with Aliyeh Kazemi

[Journal of Cleaner Production] [Link]

[4] Evaluation of alternative fuels for light-duty vehicles in Iran using a multi-criteria framework

with Aliyeh Kazemi and Hesam Sehatpour

[Renewable and Sustainable Energy Reviews] [Link]

Please find my updated list of publications on my Google Scholar

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