Dr. Carl Ullrich
Associate Professor, Finance
Year Started at JMU: 2013
ullriccj@jmu.edu
Contact Info
Education
- Ph.D. - U. Maryland 2006 (Finance)
- M.B.A. – U. South Florida 1998 (concentration in Finance)
- B.S. – U. Florida 1989 (Physics)
Professional Interests
- Energy-related finance issues
- Effects of regulatory uncertainty on the behavior of firms
Current Courses Taught
- FIN 360 Analytical Methods in Finance
- FIN 488 Advanced Financial Policy
Key Publications
Stein-Erik Fleten, Erik Haugom, Alois Pichler, and Carl J. Ullrich, (2019), "Structural Estimation of Switching Costs for Peaking Power Plants," European Journal of Operational Research, article-in-press.
Stein-Erik Fleten, Erik Haugom, Alois Pichler, and Carl J. Ullrich, (2019), "Observed Switches and Derived Profitability Indicators for Peaking Power Plants: Northeast U.S. 2001-2009," Data in Brief, article-in-press.
Stein-Erik Fleten, Johannes Mauritzen, and Carl J. Ullrich, (2017), "The Other Renewable: Investment in Hydropower and Renewable Portfolio Standards," The Energy Journal 39(2), 197-217.
Stein-Erik Fleten, Erik Haugom and Carl J. Ullrich, (2017), "The Real Option to Startup, Shutdown, and Abandon: U.S. Electricity Industry Evidence," Energy Economics, 63, pp.1-12.
E. Haugom, R. Ray, S. Veka, C.J. Ullrich and S., Westgaard, (2016). "A Parsimonious Quantile Regression Model to Forecast Day-Ahead Value-at-Risk," Finance Research Letters, 16, pp.196-207.
Carl J. Ullrich, (2012) "Realized Volatility and Price Spikes in Electricity Markets: The Importance of Observation Frequency," Energy Economics, Nov 2012, 34(6), pp.1809-1818.
Erik Haugom, Carl J. Ullrich, (2012) "Market Efficiency and Risk Premia in Short-Term Forward Prices," Energy Economics, Nov 2012, 34(6), pp.1931-1941, with Erik Haugom.
Hours of operation:
Mon - Fri: 8 a.m. - 5 p.m.
