Azin Sharifi, PhD, is a sustainable finance researcher studying how artificial intelligence can inform environmental policy and strengthen economic resilience. She developed the Green Economist framework, which combines agent-based simulation and multi-agent reinforcement learning to examine the interactions between economic activity, pollution and policy responses under crisis conditions. Her research integrates sustainable finance, climate risk modelling and explainable AI to design adaptive policies and assess their implications for financial stability and environmental outcomes. Through this work, she investigates how policy can balance economic performance, environmental protection and resilience to shocks.
Published articles
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Azin Sharifi, Shiva Zamani, and Luis Seco. (2025). The Causal Impact of Board Structure on Firm Profitability: Evidence from a Crisis. Journal of Risk and Financial Management, 18(10), Article 566.
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Seyed Mohammad Sina Seyfi, Azin Sharifi, and Hamidreza Arian. (2021). Portfolio Value-at-Risk and expected-shortfall using an efficient simulation approach based on Gaussian Mixture Model. Mathematics and Computers in Simulation, 190, 1056–1079.
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Amir Abbas Bakhtiari, Amir Hematian, and Azin Sharifi. (2015). Energy analyses and greenhouse gas emissions assessment for saffron production cycle. Environmental Science and Pollution Research, 22(20), 16184–16201.
Manuscripts under review
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Marcos Escobar-Anel and Azin Sharifi. Dynamic Portfolio Choice under Biased and Noisy Emissions Reports. Under review at Journal of Economic Dynamics and Control.
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Azin Sharifi, Shiva Zamani, and Luis Seco. The Adaptive Sustainability Policy (ASP) Framework: Designing Eco-Economic Policy with Multi-Agent Reinforcement Learning. Under review at Knowledge-Based Systems.
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Jessica Liu, Luis Seco, and Azin Sharifi. Maturity-Ordered Compression of Treasury-Futures Realized Volatility in the 2020–2022 Effective-Lower-Bound Regime. Under review at The Journal of Fixed Income.
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Jerome Charbonneau, Luis Seco, and Azin Sharifi. Price Jumps, Volatility Persistence, and Next Day Illiquidity. Under review at Financial Innovation.
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Luis Seco, Azin Sharifi, and Yue Yin. Overnight versus Intraday VIX Exposure in Single-Country Equity ETFs. Under review at Empirical Economics.
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Tianle Mao, Luis Seco, and Azin Sharifi. Predicting the Post-Earnings Implied-Volatility Crush: A Leakage-Controlled Cross-Sectional Study of S&P 500 Single-Name Options. Under review at Journal of Futures Markets.
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Luis Seco, Azin Sharifi, and Zihan Tang. The Response to Bad Payroll News Across Recessions: An Episode-Dependent Attenuation in Treasury Yields and the Dollar. Under review at International Journal of Finance & Economics.