About
Susana Campos Martins is Senior Research Fellow in Economics at Global Priorities Institute and the University of Oxford, and a team member of the Climate Econometrics. She is also a lecturer at Imperial College London and Saïd Business School, University of Oxford.
Her research lies in the fields of Financial Econometrics, Financial Economics, Climate Econometrics, and their intersection. Susana is joining Católica Lisbon School of Business and Economics as Assistant Professor of Econometrics and Finance.
News
Modelling nonstationary financial volatility with the R package tvgarch with G. Sucarrat published in Journal of Statistical Software.
Special Issue "Geopolitical Risks and Energy Markets" in Energy Economics. We are calling for papers!
Last date to submit: June 30, 2024
VoxEU column: 'The global carbon transition is driving oil and gas extreme volatility.'
Common volatility shocks driven by the global carbon transition with David F. Hendry published in Journal of Econometrics.
Oil and Gas COVOL analysis, Country-level ETF and Asset Class (with Robert F. Engle, New York University Stern School of Business) updated daily on V-Lab (Volatility and Risk Institute).
Available on CRAN :: The new R packages geovol for modelling geopolitical volatility (GEOVOL) and tvgarch for modelling non-stationary volatility (with Genaro Sucarrat, BI Norwegian Business School).
Contacts
in the UK
Address : Global Priorities Institute, University of Oxford
Trajan House, Mill Street, Oxford OX2 0DJ
E-mail : susana.martins@philosophy.ox.ac.uk
in Portugal
Address : Católica Lisbon School of Business and Economics
Palma de Cima, 1649-023 Lisboa
E-mail : scmartins@ucp.pt