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Scott C Linn

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Scott C. Linn

Professor Emeritus of Finance

Scott Linn

Department: Finance
Research Areas: Energy finance and economics; risk management; corporate finance; corporate governance; the behavior of commodity spot and futures prices
Office: Adams Hall Room 3268
Address: 307 W. Brooks, Room 3268
Norman, OK 73072

CV (PDF 266KB)

Scott Linn has experience teaching at all levels. Example courses include Energy Corporate Finance (MBA) and Corporate Finance and Risk Management (EMBA).

His research has been published in the leading journals in Finance and Energy Economics. He has received external funding from the U.S. Department of Energy.

He serves on the editorial boards of the Journal of Futures Markets and the Journal of Commodity Markets.

Professor Linn has served as consultant in the Office of the Chief Economist of the Commodity Futures Trading Commission and held administrative positions both in Price College as well as professional associations.


  • Ph.D. Purdue University(Finance, Econometrics)
  • M.S. Rutgers University (Operations Research)
  • M.B.A Northeastern University (Business Administration)
  • B.B.A. Stetson University (Economics, Finance)

Example Accomplishments/Awards

  • Appointed the William Evans Visiting Fellow at the University of Otago (N.Z.), as the Byrnes Guest Lecturer at the University of Montana and was the keynote speaker at the 17th New Zealand Finance Colloquium, as well as visiting professor in the department of accounting and finance of the University of Strathclyde (U.K.).

Example Publications

“Director Networks and Firm Value” (with Tor-Erik Bakke, Jeff Black and Hamed Mahmudi), Journal of Corporate Finance, Vol. 85, 2024.

"Price Discovery Under Model Uncertainty” (with Jaeho Kim), Energy Economics, Vol. 107, 2022.

“Vertical and Horizontal Agency Problems in Private Firms: Ownership Structure and Operating Performance “ (with Sridhar Gogineni and Pradeep Yadav), Journal of Financial and Quantitative Analysis, Vol. 57, 2022, 1237-1278.

“Dynamics of Arbitrage” (with Louis Ederington, Chitru Fernando, Kateryna Holland andThomas Lee), Journal of Financial and Quantitative Analysis, Vol. 56, 2021, 1350-1380.

“EIA Storage Announcements, Analyst Storage Forecasts, and Energy Prices” (with Louis Ederington, Fang Lin and Lisa Yang), The Energy Journal, Vol. 40, 2019, 121-142.

 “A Review of the Evidence on the Relation Between Crude Oil Prices and Petroleum Product Prices” (with Louis Ederington, Chitru Fernando, Thomas Lee and Seth Hoelscher), Journal of Commodity Markets, Vol. 15, 2019, 1-15.

“Challenges Towards An Improved Economic Dispatch in an Interconnected Power System Network” (with Alex Malyscheff, D. Sharma and John Jiang), The Electricity Journal, Vol. 32, 2019, 44-49.

“Evidence of Infinite and Finite Jump Processes In Commodity Futures Prices: Crude Oil and Natural Gas” (with Wenbin Cao and Scott Guernsey), Physica A: Statistical Mechanics and its Applications, Vol. 502, 2018, 629-641.

“Investment and operating choice: Oil and natural gas futures prices and drilling activity (with Fan Chen), Energy Economics, Vol. 66, 2017, 54-68.

“Governance and Post Repurchase Performance” (with Gary Caton, Jeremy Goh and Lee Yen Teik). Journal of Corporate Finance, Vol. 39, 2016, 155-173.

“The Response of U.S. Natural Gas Futures and Spot Prices to Storage Change Surprises and the Effect of Escalating Physical Gas Production” (with S.Z. Chiou-Wei and Zhen Zhu).  Journal of International Money and Finance, Vol. 42, 2014, 156-173.

 “Complexity and the Character of Stock Returns:  Empirical Evidence and A Model of Asset Prices Based Upon Complex Investor Learning” (with Nicholas Tay), Management Science Vol. 53, 2007, 1165-1180. 

“Outside Director Compensation Policy and the Investment Opportunity Set” (with Daniel Park), Journal of Corporate Finance, Vol. 11, No. 4, 2005, pp. 680-715.

“Natural Gas Prices and the Gas Storage Report:  Public News and Volatility in Energy Futures Markets,” (with Zhen Zhu), Journal of Futures Markets, Vol. 24, No. 3, 2004, pp. 283-313.

“Fuzzy Inductive Reasoning, Expectation Formation and the Behavior of Security Prices,” (with Nicholas Tay), Journal of Economic Dynamics and Control, Vol. 25, No. 3-4, 2001, pp. 321-361.

"Arbitrage Pricing With Estimation Risk," (with Puneet Handa), Journal of Financial and Quantitative Analysis, Vol. 28, No. 1, March 1993, pp. 81-100.

 "An Examination of Stock Market Return Volatility During Intraday and Overnight Periods, 1964 - 1989," (with Larry J. Lockwood), Journal of Finance, Vol. 45, No. 2, June 1990, pp. 591-601.

"An Empirical Investigation of the Impact of 'Antitakeover' Amendments on Common Stock Prices," (with John J. McConnell), Journal of Financial Economics, Vol. 11, Nos. 1-4, April 1983; pp. 361-399.  “All Star Paper” distinction awarded to paper by the editors of the Journal of Financial Economics, December 2002.