About
Susana Campos-Martins is Assistant Professor of Econometrics and Finance at Católica-Lisbon School of Business and Economics. She is also Associate Member of Department of Economics of the University of Oxford, of the Climate Econometrics research group, and of V-Lab, the Volatility and Risk Institute at NYU Stern School of Business.
Susana's research lies in the fields of Financial Econometrics, Financial Economics, Climate Econometrics, and their intersection.
News
The global common volatility index is updated daily on V-Lab (Volatility and Risk Institute, NYU Stern School of Business) and is now also available for download.
New publication: Modelling dynamic interdependence in nonstationary variances with an application to carbon markets, with C. Amado in Journal of Economic Dynamics and Control.
Latest publications of the special issue "Geopolitical Risks and Energy Markets" in Energy Economics.
VoxEU column: 'The global carbon transition is driving oil and gas extreme volatility' featuring Common volatility shocks driven by the global carbon transition with David F. Hendry published in Journal of Econometrics.
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 Portugal
Address: Católica-Lisbon School of Business and Economics
Palma de Cima, 1649-023 Lisboa
E-mail: scmartins@ucp.pt
in the UK
Address: Climate Econometrics, Nuffield College
OX1 1NF Oxford, United Kingdom
E-mail: nuff1443@ox.ac.uk