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Hooman Abdollahi

PhD candidate in Finance at UiT The Arctic University of Norway


Hooman's Ph.D. project measures the connection between financial markets and media using AI-driven techniques, such as natural language processing and time series forecasting models. His research has been published in reputable journals, including Energy Economics, Energy, etc. He also serves as a reviewer for journals like Expert Systems with Applications, Artificial Intelligence Review, International Journal of Finance & Economics, International Review of Financial analysis, Information Processing & Management, Applied Soft Computing, etc.

Teaching Experience

BED 2032 Corporate Finance (Spring 2023

B.Sc. level (10 ECTS), composed of 4 modules on:

Risk & Return

Capital Structure

Options & International Finance

Sustainability & Corporate Finance

Research Interests

AI-driven modeling in finance

Empirical asset pricing

Energy finance

Sustainable finance

Latest Publications

Clustering asset markets based on volatility connectedness to political news

Journal of International Financial Markets, Institutions and Money, 2024

To assess similarities in international asset markets’ responses to political news, we construct a political news index using advanced natural language processing. We then examine how the volatility across international asset markets is connected to the development of our political news index by measuring the daily directional connectedness using a VAR-based framework. Finally, we apply an unsupervised algorithm to cluster markets based on their volatility connectedness to political news. Our analysis reveals eight distinct clusters that reflect the markets’ sensitivities to political dynamics. This data-driven analysis offers insights into the influence of political developments on market volatility.

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