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Joe Hahn - The University of Texas at Austin, McCombs School of Business. Austin, TX, US

Joe Hahn

Clinical Associate Professor, Department of Finance | The University of Texas at Austin, McCombs School of Business

Austin, TX, UNITED STATES

Quantitative analysis for the purposes of modeling risky decision making, price forecasting, and valuation

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Areas of Expertise (12)

Financial Modeling Strategic Planning Computational Finance Environmental Engineering Petroleum Engineering Decision Analysis Pricing, Forecasts and Valuation Capital Investment Strategies Real Options Models of Uncertainty Valuation and Project Economics Decision Optimization

Biography

Warren Joseph (Joe) Hahn is an educator, engineer, strategist, and researcher who studies how operational decision-making can be optimized under uncertainty, and how such decisions impact firm performance and value. He looks at investments in both conventional and unconventional energy production, and decision analysis problems in a variety of other industries.

Hahn is a clinical associate professor in the department of finance at the McCombs School of Business, The University of Texas at Austin, where he serves as the associate director of the Master of Science in Finance program. Previously, he was an associate professor of decision sciences at Pepperdine University.

His industry experience includes work as a market analysis manager at Shell Trading Gas and Power, a strategy and planning advisor for BP America, and an area reservoir engineer for Vastar Resources. Hahn is a registered professional engineer and a member of the Society of Petroleum Engineers.

He is a member of the INFORMS Decision Analysis Society Council, and is a member of the editorial board of the Decision Analysis journal. He received the Howard A. White Award for Teaching Excellence at Pepperdine University, and is on the McCombs Faculty Honor Roll.

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Education (4)

The University of Texas at Austin: Ph.D., Management Science and Information Systems 2005

Dissertation: "A Discrete-Time Approach for Valuing Real Options with Underlying Mean-Reverting Stochastic Processes."

The University of Texas at Austin: M.B.A., Business Administration 2001

The University of Texas at Austin: M.Sc., Environmental Engineering 1991

Thesis: "Fate of Polynuculear Aromatic Hydrocarbons during Microbiological Processing of Petroleum Wastes."

The University of Texas at Austin: B.Sc., Petroleum Engineering 1988

Media Appearances (3)

Printing Building Blocks For The Future: New Grants Bring 3D Technology To Border Libraries

Fronteras  online

2016-03-30

As 3D printers become more common, professor of finance Joe Hahn states “It may end up reinventing some of our manufacturing sector. "

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Credit Downgrade Threat And US Energy Downturn: The Challenge Of Survival In The Oilfield

Fronteras  online

2016-04-14

Joe Hahn, professor of finance at the McCombs School of Business gives his input on the dozen west Texas cities, counties, hospitals and school districts that are facing the possibility of a bond credit downgrade in the coming months by Moody's Investor Services.

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Slumping Oil Prices And A West Texas Downgrade

Inside Energy  online

2016-04-07

Nearly a dozen west Texas cities are facing the possibility of a bond credit downgrade in the coming months by Moody's Investor Services. “It’s an issue for concern in the short-term certainly,” said Joe Hahn, professor at the McCombs School of Business. “But it’s nothing new. Boom and bust cycles in the energy industry have always gone on and they probably always will."

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Articles (5)

What Do Market-Calibrated Stochastic Processes Indicate About the Long-Term Price of Crude Oil? Energy Economics

2013-12-31

Stochastic process models of commodity prices are important inputs in energy investment evaluation and planning problems. We focus on modeling and forecasting the long-term price level, since it is the dominant factor in many such applications.

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A Discrete Time Approach for Modeling Two-Factor Mean-Reverting Stochastic Processes Decision Analysis

2010-12-31

Two-factor stochastic processes have been developed to more accurately describe the intertemporal dynamics of variables such as commodity prices. We develop an approach for modeling these types of stochastic processes in discrete time as two-dimensional binomial sequences.

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Discrete Time Modeling of Mean-Reverting Stochastic Processes For Real Option Valuation European Journal of Operational Research

2007-12-31

In this paper the recombining binomial lattice approach for modeling real options and valuing managerial flexibility is generalized to address a common issue in many practical applications, underlying stochastic processes that are mean-reverting.

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Using Binomial Decision Trees to Solve Real-Option Valuation Problems Decision Analytics

2004-12-31

We use a binomial decision tree with risk-neutral probabilities to approximate the uncertainty associated with the changes in the value of a project over time.

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Evaluation of Cluster-Based System for the OLTP Application ETRI Journal

1997-12-31

In this paper, we have modeled and evaluated a new parallel processing system called Scalable Parallel computer Architecture based on Xbar (SPAX) for commercial applications.

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