Publications in Scientific Journals and Book Chapters

1. Zaharieva, M.D., Virbickaitė, A., Portela Santos A. (2025). Intraday Volatility Transmission in Global Energy Markets:  A Bayesian Nonparametric Approach, Journal of Commodity Markets, accepted. (JCR 2024 IF 4.5 P89.9 in Economics, P86.9 in Business, Finance)

2. Virbickaitė, A., Lopes, H.F., Zaharieva, M.D. (2025). Multivariate dynamic mixed-frequency density pooling for financial forecasting, International Journal of Forecasting, 41(3), 1184-1198. , DOI: 10.1016/j.ijforecast.2024.11.011 (JCR 2024 IF 7.1 P97.3 in Economics, P88.2 in Management). 

3. Nguyen, H., Virbickaitė, A., Ausín, C. and P. Galeano (2024). Structured factor copulas for modeling the systemic risk of European and United States banks, International Review of Financial Analysis, Volume 96, Part A, 103621 , DOI: 10.1016/j.irfa.2024.103621 (JCR 2024 IF 9.8 P99.4 in Business, Finance) 

4. Virbickaitė, A., Nguyen H., and M-N.Tran (2023). Bayesian Predictive Distributions of Oil Returns Using Mixed Data Sampling Volatility Models, Resources Policy, 86(A), 104167, DOI:  https://doi.org/10.1016/j.resourpol.2023.104167. (JCR 2022 IF 10.2 P94 in Environmental Studies)

5. Nguyen, H., Virbickaite, A. (2023). Modeling stock-oil co-dependence with Dynamic Stochastic MIDAS Copula models, Energy Economics, 124 (August), 106738, DOI: 10.1016/j.eneco.2023.106738. (JCR 2023 IF 13.6 P99.9 in Economics)

6. Rosselló, J., Sansó, A., Virbickaitė, A. (2021). How local tourism managers can benefit from national surveys: Estimating tourism and restaurant expenditures for small market segments, Current Issues in Tourism, 24 (24), 3433-3449, DOI: 10.1080/ 13683500. 2021. 1910632.  (JCR 2020 IF 7.430 Q1 in Hospitality, Leisure, Sport & Tourism)

7. Virbickaitė, A., Ausín, C., Galeano, P. (2020). Copula Stochastic Volatility in oil returns: Approximate Bayesian Computation with volatility prediction, Energy Economics, 92 (October), 1-15, DOI: 10.1016/j.eneco.2020.104961 . (JCR 2020 IF 7.042 Q1 in Economics)

8. Virbickaitė, A., Frey, C., Macedo, D.N (2020). Sequential Stock Return Prediction Through Copulas, The Journal of Economic Asymmetries, 22 (November), 1-16, DOI: 10.1016/j.jeca.2020.e00173 . (Scimago Q2 in Economics, Econometrics & Finance)

9. Virbickaitė, A., Lopes, H.F. (2019). Bayesian Semi-Parametric Markov Switching Stochastic Volatility Model, Online version  - Applied Stochastic Models in Business and Industry, 35(4), 978-997, DOI:10.1002/asmb.2434. (JCR Q2 in Statistics & Probability)

10. Sansó, A., Virbickaitė, A. (2019). Capítol I: Escenaris Demogràfics i de Consum, pp. 23-47, Estudio Horizonte 2030, Online version -  ISBN: 978-84-09-09772-2.

11. Virbickaitė, A., Lopes, H.F., Ausín, C., Galeano, P. (2019). Particle Learning for Bayesian semi-Parametrc Stochastic Volatility Model, Econometric Reviews, 38 (9), 1007-1023 (Online Appendix) DOI: 10.1080/07474938.2018.1514022. (JCR Q3 in Statistics & Probability, Q3 in Economics, SCIMAGO Q2 in Economics and Econometrics)

12. Macedo, D.N, Virbickaite, A. (2018). El rol de los requerimientos de capital en el mercado interbancario, Revista Empresarial, 46 (12), 62-74, DOI: 10.23878/empr.v12i46.127.

13. Virbickaitė, A., Ausín, C., Galeano, P. (2016). A Bayesian Non-Parametric Approach to Asymmetric Dynamic Conditional Correlation Model With Application to Portfolio Selection, Computational Statistics and Data Analysis, 100, 814–829, DOI: 10.1016/j.csda.2014.12.005, arXiv:1301.5129v2. (JCR Q1 in Statistics & Probability)

14. Virbickaitė, A., Ausín, C., Galeano, P. (2015). Bayesian Inference Methods for Univariate and Multivariate GARCH Models: a Survey, Journal of Economic Surveys, 29 (1), 76-96, DOI: 10.1111/joes.12046, arXiv:1402.0346. (JCR Q1 in Economics)

Works in Progress

• Semiparametric Bayesian Forecasting for Copula Stochastic Volatility Model  (with  M.Zaharieva and F. Goessling)

• Intraday Crude Oil Volatility: Assessing the Impact of Economic Announcements and Mixed-frequency Data (with I.Martins, H.Nguyen and H.Lopes)

Selected Conferences & Talks

• 2025: Invited plenary talk at "21ª Escola de Séries Temporais e Econometria" (ESTE 2025), Campinas, Brasil, September. Invited seminar at INSPER, São Paulo, Brasil, September.  Invited speaker at an organized session in “19th International Conference on Computational and Financial Econometrics” (CFE 2025), London, December.

• 2023: A presenter at the "13th Bayesian Inference for Stochastic Processes" (BISP13), Madrid, May. Invited speaker at València International Bayesian Analysis Summer School, 6th edition (VIBASS6 2023). Invited speaker at an organized session in 17th International Conference on Computational and Financial Econometrics (CFE 2023), Berlin, December.

• 2022: A presenter at the "Statistics and Data Science in Business and Industry" (ISBIS 2022) conference, Naples, Italy, June. A presenter at "Advances in Theoretical and Applied Econometrics", University of Konstanz, Konstanz, Germany, September.  Invited seminar at INSPER Institute of Education and Research, Sao Paulo, Brasil (online), October. 

• 2021: A presenter at the 11th European Seminar on Bayesian Econometrics (ESOBE), Madrid, September.

• 2020: A presenter at 14th International Conference on Computational and Financial Econometrics (CFE 2020), London, December.

• 2019: A presenter and Chair of the Program Committee for the Spring Meeting of Young Economists 2019 (SMYE2019), Brussels, April. Invited seminar at Statistics Department in University of Carlos III, Madrid, November. Invited seminar at INSPER Institute of Education and Research, Sao Paulo, Brasil, December.

• 2018: Invited seminar at Westfälische Wilhelms-Universität Münster, Center for Quantitative Economics, Germany, July.

• 2017: Invited seminar at Universitat de les Illes Balears, Applied Economics Department, Spain, January. Invited talk at the 1st International Conference on Econometrics and Statistics (EcoSta 2017), Hong Kong, June. Invited talk at The 11th International Conference on Computational and Financial Econometrics (CFE 2017), London, December.

• 2016: Invited talk at Computational Social Sciences Workshop, Konstanz, Germany, July. Invited talk at Workshop in Bayesian Econometrics, UC3M, Madrid, Spain, June. Invited talk at the 9th International Conference of the ERCIM WG on Computational and Methodological Statistics (CMStatistics 2016), Seville, Spain, December. Contributed talk at German Statistical Week, Augsburg, Germany, September 13-16th.

• 2015: Young Invited Speaker at 9th Workshop on Bayesian Inference in Stochastic Processes, Istanbul, Turkey, June. Invited seminar at Westfälische Wilhelms-Universität Münster, Center for Quantitative Economics, Germany, June. Invited talk at the 9th International Conference on Computational and Financial Econometrics (CFE 2015), London, UK, December.

• 2014: Thesis seminar at UC3M, Statistics Department, December. Invited talk at Workshop Workshop Métodos Bayesianos'14. Madrid, at Universidad Complutense, Madrid, Spain, November. Contributed talk at IVt Workshop in Time Series Econometrics, Zaragoza, Spain, April.

• 2013: Invited talk at the 7th CSDA International Conference on Computational and Financial Econometrics (CFE 2013), London, UK, December. Intermediate thesis seminar at UC3M, Statistics Department, November. Invited seminar at the School of Computing & Mathematics, Plymouth University, UK, October.

• 2012: Invited talk at the 6th CSDA International Conference on Computational and Financial Econometrics (CFE 2012), Oviedo, Spain, December.