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Bernard Murphy

Research Interests

Quantitative & Empirical Finance
Energy Finance and Energy Derivative Markets
Aviation Finance

Professional Activities

Award

  • 2005 - Centre for Teaching & Learning Award of Eur 10,000
  • 2000 - Visiting Scholar UTS Sydney (Quantitative Finance Group)

Education

  • 2000 FORC, Warwick Business School - PhD
  • 1994 University College Dublin - M.A.
  • 1988 Boston University - Master of Business Administration
  • 1980 UCD - Bachelor of Engineering

Consultancy

  • 1998 Sungard - Development of proprietary energy trading and risk-management trading software models (Monis/Sungard)
  • Intuition Publishing Limited - Development of Interest Rate Derivatives Trading Simulator (Intuition, Bank of America)
  • ESB / Electric Ireland "Future Trading Programme" - Member of International Panel of Expert Advisors to Electric Ireland Future Trading Programme
  • Goodbody Stockbrokers - Diploma in Wealth Management

Employment

  • 1992 ESB International - Energy Economic Analyst
  • 1990 Marathon Oil UK - Project Economist
  • 1980 Dowell Schlumberger; BJ Hughes - Oilfield Services Engineer

Disclosure

  • A User Interface for Inverse Indexed Aviation Leases (EI IP-2010-0062)

Committee

  • Strategic Task Force - Income Generation Committee,
  • KBS Doctoral Programme Applications Committee,
  • KBS Post-Graduate Course Directors Committee,
  • BSc Energy Course Board,
  • MSc Computational Finance Course Board,
  • MSc Financial Services Course Board,
  • BSc Financial Mathematics,

Other

  • Participant in 2012 Research & Knowledge Transfer Programme

Publications

Book Chapter

2015

Electricity Markets and Products
Fiorenzani, S; Murphy, B; Cummins, M
Handbook of Multi-Commodity Markets and Products

2015

Natural Gas Markets and Products
Cummins, C; Murphy, B
Handbook of Multi-Commodity Markets and Products

2008

An Efficient Numerical Method For Pricing Interest Rate Swaptions
Cummins ,M; Murphy, B
Numerical Methods in Finance

Conference Contribution

2017

Commodity and Energy Markets 2017
Greg Kiely, Mark Cummins and Bernard Murphy

2016

ECOMFIN2016: ENERGY & COMMODITY FINANCE CONFERENCE
Cummins, M., Kiely, G. and Murphy, B.

2016

ECOMFIN2016: ENERGY & COMMODITY FINANCE CONFERENCE
Cummins, M., Kiely, G. and Murphy, B.


Conference Publication

2009

Irish Economics Association Conference
Murphy.B; Frain.J; Cummins.M

2009

23rd Annual Conference of the Irish Economic Association
Murphy, B., J. Frain, and M. Cummins

2008
2003

17th Irish Economics Association Annual Conference
Murphy, B., F. O'Brien, and M. Cummins

2003

17th Irish Economic Association Conference
Murphy, B., O Brien, F. and Cummins, M.

Other Journal

2010

The Drivers of European Credit Spread Changes
Murphy, B., Murphy, B.
International Review of Business Research Papers

Other Publication

Peer Reviewed Journal

2015

Electricity Markets and Products
Fiorenzani, S,Murphy, B,Cummins, M,Roncoroni, A,Fusai, G,Cummins, M
Handbook Of Multi-Commodity Markets And Products: Structuring, Trading And Risk Management

2015

Natural Gas Markets and Products
Murphy, B,Roncoroni, A,Fusai, G,Cummins, M
Handbook Of Multi-Commodity Markets And Products: Structuring, Trading And Risk Management

2008

An Efficient Numerical Method for Pricing Interest Rate Swaptions
Cummins, M,Murphy, B,Appleby, JAD,Edelman, DC,Miller, JJH
Numerical Methods For Finance