- Ph.D., Illinois Institute of Technology, 2017
- M.S., University of Dayton, 2011
- B.Eng., North China Electric Power University, 2009
- Applied Artificial Intelligence for Business
- Business Analytics
- Business Intelligence
- Operations Management
- Renewable Energy Economics
- Corporate Social Responsibility
Jialin (Jolene) Zhao, Ph.D., joined the Greehey School of Business faculty in 2017 and serves as Chair of the Department of Finance and Quantitative Management since 2021. Zhao earned her Ph.D. in Management Science from the Illinois Institute of Technology. She also holds a master’s degree in Financial Mathematics from the University of Dayton and a bachelor’s degree in Construction Management from the North China Electric Power University.
Since joining St. Mary’s University, Zhao has taught undergraduate and graduate courses such as Applied Artificial Intelligence for Business, Business Analytics and Business Intelligence.
Zhao’s research interest lies in the field of renewable energy economics, corporate social responsibility, and innovative and disruptive technologies. She has published her studies in journals such as Finance Research Letters, Journal of Computational and Applied Mathematics, and Journal of Energy Markets. She has also presented at major academic conferences such as the Financial Management Association (FMA) and the International Association for Energy Economics (IAEE). Zhao is an active member of the Institute for Operations Research and the Management Sciences (INFORMS) and Decision Science Institute (DSI).
Xie, Y., Kang, S. B., Zhao, J. (2021). Are Stablecoins Safe Havens for Traditional Cryptocurrencies? An Empirical Study during the COVID-19 Pandemic. Applied Finance Letters, 10, 2-9.
Díaz, V., Ibrushi, D., Zhao, J. (2021). Reconsidering Systematic Factor during the COVID-19 Pandemic – The Rising Importance of ESG. Finance Research Letters, 38, 101870.
Zhao, J., Kang, S. B., Ong, M. (2019). A New Approach to Evaluate the Cost-Efficiency of Complex Hedging Strategies: Application to Electricity Price-Volume Quanto Contracts. Journal of Energy Markets, 12(3).
Zhao, J., Kang, S. B., Klein, M. T. (2019). Pricing Fast-Responding Electric Storage Assets in the Presence of Negative Prices and Price Spikes: A Simulation-and-Regression Approach. Journal of Energy Markets, 12(1).
Zhao, J., Kang, S. B. (2017). An Analytic Hedging Model of Energy Quanto Contracts. Theoretical Economics Letters, 7(4).
Zhao, J., Kang, S. B. (2015). Co-Simulation of Risk Factors in Power Markets. Energy Risk, 6(2).
Zhao, J., Liu, R.H. (2013). A lattice method for option pricing with two underlying assets in the regime-switching model. Journal of Computational and Applied Mathematics, 250.
PRMIA Higher Standard Risk Management Scholarship, Bank of England, 2013