Education:
2018 - , PhD Researcher at Business Research Unit/ISCTE-IUL
3 Papers:
Modeling Commodity Prices Under Alternative Jump-Diffusion and Fat Tails Dynamics
Modeling energy futures volatility under stochastic volatility processes with Markov Chain Monte Carlo
How does electrification under energy transition impact the portfolio management of energy firms?
2016 - , PhD in Finance, ISCTE - Institute University of Lisbon (IUL), Portugal
Thesis: "Three Essays on Asset Pricing Modeling Under State-Dependent and Stochastic Volatility".
Supervisor: Professor José Carlos Dias (PhD in ISCTE)
Co-Supervisor: Professor João Pedro Nunes (PhD in University of Warwick)
Jury: Professor Mohamed Azzim (ISCTE), Professor João Pedro Pereira (Nova SBE), Professor António Quintino (IST-UL) and Professor José Dias Curto (ISCTE)
2017, MSc in Monetary and Financial Economics, ISCTE - Institute University of Lisbon IUL), Portugal
Thesis: "The Impact of Unconventional Monetary Policies on Lending Rates: An Evidence of the European Central Bank Large Scale Asset Purchases". (approved with 18/20)
Supervisor: Professor Sérgio Lagoa (PhD in University of Leicester)
2012, MSc in Finance, ISEG - Lisbon School of Economics and Management, Portugal
Thesis: "Evaluating Risks in Public-Private Partnerships: The Case of the Portuguese Road Sector". (approved with 17/20) Supervisor: Professor Joaquim Miranda Sarmento (PhD in Tilburg University)
2010, Graduated in Economics
Research Interests:
Empirical Economics (unconventional monetary policies)
Empirical Finance (energy markets)
Mathematical Finance (structural credit risk models)
Financial Econometrics (stochastic volatility models)
Macroeconometrics (VAR models, bayesian econometrics, structural breaks in data, forecasting/nowcasting)
Continuous Time in Finance (applied stochastic calculus)
Valuation of Financial Derivatives (european and american-style options, credit derivatives)
Other courses (executive education):
Chief Financial Officer Simualtor, Catolica Lisbon School of Economics and Management (Catholic University of Portugal), 2016
Communicating and Persuading, Lisbon School of Economics and Management (Catholic University of Portugal), 2017