Susana Campos Martins

News

  • With the support of both the Lindau Nobel Laureate Meetings and the Climate Econometrics, Mission Carbon Emissions: or, Individual Action, Common Good (Campos Martins et al., 2021) was launched at COP26 (COP26 Universities Network Green Zone showcase) on November 6, 2021 in Glasgow with a 500 copy giveaway. The Fabulous Fables of Laurabee is intended to be a series of illustrated children booklets about communicating the science-backed issues and solutions to climate change.

  • 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).

  • GEOVOL analysis on V-Lab (Volatility and Risk Institute) :: country-level ETF and asset class (with Robert F. Engle, New York University Stern School of Business).

About

Susana holds a Ph.D. in Economics from University of Minho. She is a Research Fellow of Nuffield College, University of Oxford and the Climate Econometrics group. Susana is also teaching Advanced Econometrics at the Saïd Business School, University of Oxford.

Her research focuses on the co-movements of financial markets and how they change over time. Susana is working with Robert F. Engle on the geopolitical volatility model for measuring and hedging geopolitical risk. She is also working with David F. Hendry (Nuffield College, University of Oxford) on the impact of climate change news on geopolitical volatility and the global carbon-intensive equity market.

Contact

in the U.K.

    • Address : Nuffield College, University of Oxford

1 New Road, OX1 1NF Oxford

in Portugal

    • Address : School of Economics and Management, University of Minho

Campus de Gualtar, 4710-057 Braga