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Author

Mahdi Sojoudi

Observed institution: Grenoble Ecole de Management
ORCID: 0009-0003-9591-6897
Observed ORCID: 0009-0003-9591-6897
OpenAlex ID: A5082419705
Green spread of US municipal bonds
2025 · Mahdi Sojoudi, Carole Bernard, et al. · Annals of Operations Research · 6
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Optimal portfolio selection using quantile and composite quantile regression models
2022 · A. Aghamohammadi, H. Dadashi, et al. · Communications in Statistics - Simulation and Computation · 3
What Drives the Spread of Municipal Green Bonds over U.S. Treasuries?
2026 · Mahdi Sojoudi, Philippe Dupuy, et al. · SSRN Electronic Journal
The Scandinavian Greenium: Sector Asymmetry and Currency Effects in Green Bond Pricing
2026 · Mathias Desjardins, Fredrik Pedersen, et al. · SSRN Electronic Journal
Estimating Systemic Risk Using Composite Quantile Regression
2025 · Meysam Sojoudi, Mahdi Sojoudi, et al. · Computational Economics
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Detecting Structural Changes in Green Bond Markets: A Panel-MIDAS Regression Approach with Cross-Entropy Method
2025 · Meysam Sojoudi, Gareth Peters, et al. · SSRN Electronic Journal
Supplementary Appendix for Detecting Structural Changes in Green Bond Markets: A Panel-MIDAS Regression Approach with Cross-Entropy Method
2025 · Meysam Sojoudi, Gareth Peters, et al. · SSRN Electronic Journal
Denoising Multiple Time Series: Evidence of a Negative Greenium in German Twin Bonds
2025 · Mahdi Sojoudi, Gareth Peters, et al. · SSRN Electronic Journal
Learning Market Patterns: A New Geometric Brownian Motion Approach Incorporating Market Indicators
2025 · Seyed Mohammad Ghasem Feizabadi, Mahdi Sojoudi, et al. · SSRN Electronic Journal
Works count: 10
Citation count: 9
H-index: 2
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