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Lines of research

 
  1. Financial Economics: Our research in financial economics focuses on the mechanisms that drive market efficiency and the identification of arbitrage opportunities. We leverage high-frequency data to uncover inefficiencies and estimate risk premiums in equity, credit, and commodity markets. A key area of interest is the analysis of volatility transmission between markets which helps us understand how shocks propagate and how investors can better manage risk. By developing advanced econometric and mathematical models, we aim to provide actionable insights for investors and regulators seeking to enhance market stability and performance.
  2. Energy Finance: Within the rapidly evolving field of energy finance, our group investigates the financial implications of the global shift towards renewable energy and sustainable practices. We analyze hedging strategies in energy commodities, assess the impact of renewables on electricity prices and market design, and explore the valuation of derivatives in the European carbon market. Our research addresses the challenges and opportunities arising from the energy transition, including the integration of ESG (Environmental, Social, and Governance) factors into investment decisions, the role of financial players in energy markets, and the development of advanced risk management tools for market participants. Through this research, we aim to analyse the design of energy markets in terms of their resiliency, efficiency and sustainability, to meet the demands of a low-carbon future.