Erik Gilje

Erik Gilje
  • Assistant Professor of Finance

Contact Information

  • office Address:

    2456 Steinberg-Dietrich Hall
    3620 Locust Walk
    Philadelphia, PA 19104

Research

Teaching

Current Courses

  • FNCE926 - Empirical Meth Corp Fn

    The course will cover a variety of microeconometic models and methods including panel data models, program evaluation methods [e.g. difference in differences, matching techniques, regression discontinuity design] instrumental variables, duration models, structural estimation [e.g. simulated methods of moments]. The structure of the course consists of lectures, student presentations, and empirical exercises. I will utilize published studies in a variety of fields such as corporate finance, labor economics, and industrial organization to illustrate the various techniques. The goal of the course is to provide students with a working knowledge of various econometric techniques that they can apply in their own research. As such, the emphasis of the course is on applications, not theory. Students are required to have taken a graduate sequence in Econometrics, you should be comforable with econometrics at the level of William Green's "Econometric Analysis of Cross-Section and Panel Data".

    FNCE926001

Past Courses

  • FNCE256 - ENERGY FINANCE

    The objective of this course is to provide students with detailed knowledge of corporate structures, valuation methods, project finance, risk management practices, corporate governance issues, and geo-political risks in the energy industry. In general, this course seeks to provide students with an overall context for understanding energy issues and risks, and how these might affect financing and investment decisions for both providers of energy and end-users of energy. FNCE 203 or FNCE 207 are recommended but not required.

  • FNCE399 - INDEPENDENT STUDY

    Integrates the work of the various courses and familiarizes the student with the tools and techniques of research.

  • FNCE756 - ENERGY FINANCE

    The objective of this course is to provide students with detailed knowledge of corporate structures, valuation methods, project finance, risk management practices, corporate governance issues, and geo-political risks in the energy industry. In general, this course seeks to provide students with an overall context for understanding energy issues and risks, and how these might affect financing and investment decisions for both providers of energy and end-users of energy. In addition to prerequisites, FNCE 726 and FNCE 728 are recommended but not required.

  • FNCE899 - INDEPENDENT STUDY

    Independent Study Projects require extensive independent work and a considerable amount of writing. ISP in Finance are intended to give students the opportunity to study a particular topic in Finance in greater depth than is covered in the curriculum. The application for ISP's should outline a plan of study that requires at least as much work as a typical course in the Finance Department that meets twice a week. Applications for FNCE 899 ISP's will not be accepted after the THIRD WEEK OF THE SEMESTER. ISP's must be supervised by a Standing Faculty member of the Finance Department.

  • FNCE921 - INTRO EMPIR METHODS FIN

    This course is an introduction to empirical methods commonly employed in finance. It provides the background for FNCE 934, Empirical Research in Finance. The course is organized around empirical papers with an emphasis on econometric methods. A heavy reliance will be placed on analysis of financial data.

  • FNCE926 - EMPIRICAL METH CORP FN

    The course will cover a variety of microeconometic models and methods including panel data models, program evaluation methods [e.g. difference in differences, matching techniques, regression discontinuity design] instrumental variables, duration models, structural estimation [e.g. simulated methods of moments]. The structure of the course consists of lectures, student presentations, and empirical exercises. I will utilize published studies in a variety of fields such as corporate finance, labor economics, and industrial organization to illustrate the various techniques. The goal of the course is to provide students with a working knowledge of various econometric techniques that they can apply in their own research. As such, the emphasis of the course is on applications, not theory. Students are required to have taken a graduate sequence in Econometrics, you should be comforable with econometrics at the level of William Green's "Econometric Analysis of Cross-Section and Panel Data".

In the News

Knowledge @ Wharton

Activity

Latest Research

J. Anthony Cookson, Erik Gilje, Rawley Heimer (Working), Shale Shocked: The Long Run Effect of Wealth on Household Debt.
All Research

In the News

Why a Hard Line on Trade with Mexico Could Hurt the U.S. Energy Sector

If the Trump administration restricts trade with Mexico, experts predict the country could retaliate by preventing U.S. firms from investing in its growing energy sector.

Knowledge @ Wharton - 3/17/2017
All News

Wharton Magazine

Augmented Reality, Dubai Startups, Fracking and More from Knowledge@Wharton

A closer look at startups in Dubai, augmented reality, fracking’s effect on Wall Street, the risks of comedy in the workplace, economic effects of corporate boycotts and how to craft the best domain names.

Wharton Magazine - 10/27/2016