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Beam Aschakulporn 2022 imageLecturer in Finance
BE(Hons)(Cant) BSc DipGrad MFinc PhD(Otago)

Tel +64 3 479 5626
Email pakorn.aschakulporn@otago.ac.nz
Office OBS 5.15

Pakorn (Beam) Aschakulporn joined the Department of Accountancy and Finance as a Finance Lecturer in 2022. He is a member of the department's Postgraduate Committee and AKO (Learning and Teaching) Committee.

Beam is the deputy director of the Derivatives and Quantitative Finance Group and the organiser of the semiannual department’s PhD Workshop and Postgraduate Seminars.

Beam's primary research area lies in derivatives and quantitative finance, a field in which he earned his PhD. Under the supervision of Professor Jin E. Zhang, his “PhD thesis [was] formally recognised by the Division of Commerce as being of exceptional quality”.

Teaching

Current

Past

Supervision

Current

Doctor of Philosophy

  • Tianjiao Li
  • Ruizi Hu
  • Wen Xu
  • Weihan Li

Master of Finance

  • Mohan Zhang
  • Darcy Hunter
  • Vincent Mooney
  • Duncan Roff

Completed

Master of Finance

  • Ben Wilkinson
  • Jasper Struwig

Summer Research Scholarship

  • Arrian Ryan
  • Jasper Struwig
  • Andre Castaing

Publications

Xu, W., Aschakulporn, P., & Zhang, J. E. (2024). Heterogeneous volatility information content for the realized GARCH modeling and forecasting volatility. Studies in Nonlinear Dynamics & Econometrics. Advance online publication. doi: 10.1515/snde-2024-0013 Journal - Research Article

Li, W., Zhang, J. E., Ruan, X., & Aschakulporn, P. (2024). An empirical study on the early exercise premium of American options: Evidence from OEX and XEO options. Journal of Futures Markets. Advance online publication. doi: 10.1002/fut.22508 Journal - Research Article

Gehricke, S. A., Aschakulporn, P., Suleman, T., & Wilkinson, B. (2023). The effect of divestment from ESG exchange traded funds. Proceedings of the 12th Annual New Zealand Finance Meeting (NZFM). Auckland, New Zealand: Auckland Centre for Financial Research. Retrieved from https://acfr.aut.ac.nz Conference Contribution - Published proceedings: Full paper

Gehricke, S., Aschakulporn, P., Suleman, T., & Wilkinson, B. (2023, November-December). The effect of divestment from ESG exchange traded funds. Verbal presentation at the 4th Climate and Energy Finance Group (CEFGroup) Sustainable Finance and Accounting Symposium, Dunedin, New Zealand. Conference Contribution - Verbal presentation and other Conference outputs

Gehricke, S. A., Aschakulporn, P., Suleman, T., & Wilkinson, B. (2023). The effect of divestment from ESG Exchange Traded Funds. Proceedings of the 6th Annual Global Research Alliance for Sustainable Finance and Investment (GRASFI) Conference. Retrieved from https://sustainablefinancealliance.org/ Conference Contribution - Published proceedings: Full paper

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