Yunpeng (Dennis) Zhang

Current

• Senior Consultant at Black & Veatch

Past

• Ph.D. candidate in Economics at Boston University

Education

• Boston University
• London School of Economics and Political Science
• Shandong University

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Recommended

1 person has recommended Yunpeng (Dennis)

Connections

63 connections

Industry

Management Consulting

Websites

• My Website

Yunpeng (Dennis) Zhang’s Summary

♦ Economist, Senior Consultant, & Project Manager in a variety of management consulting projects focusing on energy markets.

♦ Specializing in time series forecasting, financial engineering, & risk management in energy markets. Some examples: power market demand analysis, real option valuations of natural gas storage & transportation contracts, & asset pricing of spread & exchange options.

♦ Particularly interested in Quantitative Research, Investment & Risk Management, Trading Strategy Design.

Yunpeng (Dennis) Zhang’s Specialties:

♦ Asset pricing, portfolio choices, & numerical methods in financial engineering.
♦ C/C++, SQL, SAS, Excel, Matlab, Gauss, Mathematica.
♦ Vector error correction models (VECM), state space models, & regime switching models.
♦ Database experiences with Bloomberg, Datastream, Compustat, & CRSP.
♦ CFA Level II candidate.
♦ English (Fluent) & Chinese (Native).

Yunpeng (Dennis) Zhang’s Experience

• Senior Consultant

  Black & Veatch

  (Privately Held; 5001-10,000 employees; Mechanical or Industrial Engineering industry)

  June 2008 — Present (1 year 6 months)

  ♦ Energy market quantitative analysis
  ♦ Asset pricing of spread & exchange options
  ♦ Real option valuations of storage and transportation facilities
  ♦ Time series modeling (vector error correction models, state space models, & regime switching models)

• Ph.D. candidate in Economics

  Boston University

  (Educational Institution; 5001-10,000 employees; Higher Education industry)

  September 2003 — May 2008 (4 years 9 months)

  ♦ Teaching Assistant to various courses in Economics & Finance.
  ♦ Research Assistant to Prof. Robert G. King, Prof. Pierre Perron & Prof. Jerome Detemple.

Yunpeng (Dennis) Zhang’s Education

• Boston University

  Ph.D. , Economics , 2003 — 2008

  ♦ GPA: 3.75/4.00
  
  ♦ Dissertation: The Closed-End Fund Puzzle: Theory and Evidence from Equity Closed-End Funds.
  
  ♦ “Convenience Yield and Liquidity Risk in the Global Closed-End Fund,” October 2007.
  
  ♦ “The Closed-End Fund on the Open-End Announcement,” (joint with Paolo Guasoni) March 2008.
  
  ♦ “An Equilibrium Asset Pricing Model for the Global Closed-End Fund,” (joint with Jerome Detemple) May 2008.

• London School of Economics and Political Science

  MSc , Finance and Economics , 2002 — 2003

  ♦ Financial Economics
  ♦ Financial Econometrics (Distinction)
  ♦ Financial Accounting and Portfolio Evaluation
  ♦ Microeconomics

• Shandong University

  B.A. , Finance , 1997 — 2001

  ♦ Rank #1 by Accumulative GPA in the Department of Finance
  ♦ Joined Hong Kong’s New Century Management Leadership Training Program, as one of the 5 student representatives from Shandong University, July 2000

Additional Information

Yunpeng (Dennis) Zhang’s Websites:

• My Website

Yunpeng (Dennis) Zhang’s Interests:

Basketball, Classical Music, & New Technology.

Yunpeng (Dennis) Zhang’s Groups:

CFA Level II Candidate

Yunpeng (Dennis) Zhang’s Honors:

Boston University

♦ Special Research Fellowship, Boston University, Spring 2005, Spring 2006, Spring 2007 and Fall 2007
♦ Summer Research Grant, Boston University, Summer 2004, Summer 2007

Shandong University

♦ Excellent Prize in Shandong University Web-page Design and Painting Competition (Top1%), December 1999
♦ First Prize in Shandong University “Gold Autumn” Dissertations Competition (Top1%), October 1999
♦ Shandong University First Class Fellowship for Outstanding Students (Top 5%, 4 times), 1998-1999
♦ Huaxia Bank Special Scholarship for Outstanding Undergraduates (Top 1%), December 1998
♦ Outstanding Undergraduate of Shandong University (Top 3%, 4 times), 1997-1999
♦ Shandong University Entrance Scholarship (Top 5%), September 1997

Yunpeng (Dennis) Zhang’s Contact Settings

Interested In:

• career opportunities
• consulting offers
• new ventures
• job inquiries
• expertise requests
• getting back in touch