Matt Davison

Matt Davison

Western University

H-index: 23

North America-Canada

About Matt Davison

Matt Davison, With an exceptional h-index of 23 and a recent h-index of 15 (since 2020), a distinguished researcher at Western University, specializes in the field of Quantitative Finance, Energy Finance, Risk Management, Industrial Mathematics.

His recent articles reflect a diverse array of research interests and contributions to the field:

Use of Multielectrode Arrays and Statistical Analysis to Investigate the Pitting Probability of Copper: Part II. The Effect of Sulfate and Bicarbonate

A polynomial-affine approximation for dynamic portfolio choice

Equilibrium and real options in the ethanol industry: Modeling and empirical evidence

COVID-19 infected cases in Canada: Short-term forecasting models

Derivatives-based portfolio decisions: an expected utility insight

Climate Change Influence On Ontario Corn Farms’ Income

Optimal market completion through financial derivatives with applications to volatility risk

Deterministic Asymmetric-cost Differential Games for Energy Production with Production Bounds

Matt Davison Information

University

Position

Professor of Applied Mathematics, Statistical & Actuarial Science, and Business, Western University Canada

Citations(all)

2730

Citations(since 2020)

768

Cited By

2227

hIndex(all)

23

hIndex(since 2020)

15

i10Index(all)

59

i10Index(since 2020)

23

Email

University Profile Page

Western University

Google Scholar

View Google Scholar Profile

Matt Davison Skills & Research Interests

Quantitative Finance

Energy Finance

Risk Management

Industrial Mathematics

Top articles of Matt Davison

Title

Journal

Author(s)

Publication Date

Use of Multielectrode Arrays and Statistical Analysis to Investigate the Pitting Probability of Copper: Part II. The Effect of Sulfate and Bicarbonate

Journal of The Electrochemical Society

Sina Matin

Arezoo Tahmasebi

Mojtaba Momeni

Mehran Behazin

Matt Davison

...

2022/6/27

A polynomial-affine approximation for dynamic portfolio choice

Computational Economics

Yichen Zhu

Marcos Escobar-Anel

Matt Davison

2023/10

Equilibrium and real options in the ethanol industry: Modeling and empirical evidence

Journal of Commodity Markets

Matt Davison

Nicolas Merener

2023/9/1

COVID-19 infected cases in Canada: Short-term forecasting models

PLoS One

Mo’tamad H Bata

Rupp Carriveau

David S-K Ting

Matt Davison

Anneke R Smit

2022/9/22

Derivatives-based portfolio decisions: an expected utility insight

Annals of Finance

Marcos Escobar-Anel

Matt Davison

Yichen Zhu

2022/6

Climate Change Influence On Ontario Corn Farms’ Income

Environmental Modeling & Assessment

Antoine Kornprobst

Matt Davison

2022/6

Optimal market completion through financial derivatives with applications to volatility risk

arXiv preprint arXiv:2202.08148

Matt Davison

Marcos Escobar-Anel

Yichen Zhu

2022/2/16

Deterministic Asymmetric-cost Differential Games for Energy Production with Production Bounds

Operations Research Forum

Junhe Chen

Matt Davison

2021/12

A case study of the impact of climate change on agricultural loan credit risk

Mathematics

Jagdeep Kaur Brar

Antoine Kornprobst

Willard John Braun

Matthew Davison

Warren Hare

2021/11/28

Switch and defer option in renewable energy projects: Evidences from Brazil

Energy

Luis Eduardo Nunes

Marcus Vinicius Andrade de Lima

Matthew Davison

Andre Luis da Silva Leite

2021/9/15

Robust portfolios with commodities and stochastic interest rates

Quantitative Finance

Junhe Chen

Matt Davison

M Escobar-Anel

Golara Zafari

2021/6/3

An automated financial indices-processing scheme for classifying market liquidity regimes

International Journal of Control

Xing Gu

Rogemar Mamon

Matt Davison

Hao Yu

2021/3/4

Optimal inventory policy through dual sourcing

Computational Management Science

Matthew Davison

Yuri Lawryshyn

Volodymyr Miklyukh

2020/6

Influence Of Climate Change On The Corn Yield In Ontario And Its Impact On Corn Farms Income At The 2068 Horizon

arXiv preprint arXiv:2003.01270

Antoine Kornprobst

Matt Davison

2020/3/3

Optimizing Two-Stage Modular Wastewater Plant Expansions Using Numerical Methods and Simulation in A Real Options Context

Y Lawryshyn

B Zhang

M Davison

2020

See List of Professors in Matt Davison University(Western University)

Co-Authors

H-index: 33
Jichao Zhao

Jichao Zhao

University of Auckland

H-index: 22
Rogemar Mamon

Rogemar Mamon

Western University

H-index: 20
Catherine Lindsay Anderson

Catherine Lindsay Anderson

Cornell University

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