Welcome to our research group, where we explore the dynamic intersection of financial and energy markets within a rapidly evolving global landscape. Our mission is to advance knowledge on how financial systems operate, adapt, and innovate to address the complex challenges of sustainability. We are committed to understanding and promoting the role of financial markets and instruments in supporting the transition to a future that is not only environmentally sustainable, but also socially equitable and governed by principles of transparency and accountability.

Our research is grounded in rigorous empirical analysis and the application of innovative quantitative methodologies. We strive to generate insights that are academically robust and highly relevant for investors, policymakers, regulators, and society at large. By bridging theory and practice, we aim to facilitate informed decision-making and contribute to the development of effective strategies for managing financial, social, and climate-related risks.

A central focus of our work is the development and application of advanced methodologies to enhance decision-making for professionals and regulators in the financial sector. Our research extends to the analysis and management of risks associated with climate change, social responsibility, and governance, leveraging the principles of financial theory and quantitative finance techniques applied to international energy commodity price series, across both spot and forward markets.

Our primary goal is to deepen the understanding of how financial markets and instruments can support the transition to a sustainable economy, encompassing all three pillars: environmental stewardship, social responsibility, and sound governance. To this end, our research addresses a range of critical topics, including:

• The integration of Environmental, Social and Governance (ESG) factors into investment strategies and their impact on market performance.
• The efficiency of financial markets and the identification of arbitrage opportunities through advanced data analytics.
• The dynamics of risk premiums across equity, credit, and commodity markets.
• The transmission of volatility and risk spillovers within and between financial and energy markets.
• The design of electricity markets as a cornerstone for the electrification of other sectors.
• The role of financial actors in carbon and energy markets, and their influence on market stability, sustainability, and social outcomes.
• The implications of market design and regulatory frameworks for fostering resilient, transparent, and sustainable financial and energy systems.