Research
Publications
Modelling nonstationary financial volatility with the R package tvgarch (with G. Sucarrat),
Journal of Statistical Software, forthcoming.
Common volatility shocks driven by the global carbon transition (with D.F. Hendry),
Journal of Econometrics (2024) 239: 105472.
What are the events that shake our world? Measuring and hedging global COVOL (with R.F. Engle).
Journal of Financial Economics (2023) 147: 221:242.
Financial market linkages and the sovereign debt crisis (with C. Amado).
Journal of International Money and Finance, (2022) 123: 102596.
Government size, composition of public expenditure and economic development (with F.J. Veiga).
International Tax and Public Finance (2014) 21: 578-597.
Working Papers
A two-factor model of sovereign bond common volatility.
Modelling causality in nonstationary variances with an application to carbon markets (with C. Amado). Submitted.
Modelling time-varying volatility interactions (with C. Amado). Submitted.
Work in Progress
Speculation or market forces? What drives the EU ETS price and what does this tell us about abatement costs (with Ryan Rafaty and Moritz Schwarz).
Global volatility shocks and the PPP Puzzle (with Tales Padilha).
Other Publications
Illustrated children's booklet titled Mission Carbon Emissions (Campos Martins et al., 2021) launched at COP26 in Glasgow and supported by Lindau Nobel Laureate Foundation.
Letter: Green policies must aid agriculture, not damage it. Financial Times on September 24, 2020.
Letter: WHO pronouncement needed careful judgment. Financial Times on May 22, 2020.
Selected Awards & Prizes
2023 COST Action Grant :: Complex Data in Econometrics and Statistics.
2022 Early Career Research Award :: Luso-American Development Foundation.
2020-2022 U.S. National Science Foundation Award (PI: Robert F. Engle).
2019 YITP Research Prize :: ACRI Foundation and IV Econometric Models of Climate Change Conference.
2018-2020 Research Grant :: Portuguese Foundation for Science and Technology (PI: Cristina Amado).
2018-2019 Ph.D. Research Grant :: Luso-American Development Foundation.
2017 YITP Research Prize :: ACRI Foundation and XVIII Quantitative Finance Workshop.
2015-2019 Doctoral Scholarship :: Portuguese Foundation for Science and Technology.
2015 Best Dissertation Project Award :: Department of Economics, University of Minho.