Mário Fernandes
Research in Finance, Economics and Econometrics
Welcome to my academic webpage.
Mário Correia Fernandes graduated in Economics in 2010 and obtained a Master of Science (MSc) degree in Finance (major in financial markets and financial institutions) from the University of Lisbon (ISEG-UTL) in 2012.
In 2017, he obtained another MSc degree in Monetary and Financial Economics from ISCTE – Institute University of Lisbon with thesis on Bayesian Vector AutoRegression models applied to unconventional monetary policies from the European Central Bank (ECB).
PhD in Economics/Finance (specialization in mathematical finance) at ISCTE – Institute University of Lisbon with thesis on "Three Essays on Modeling Energy Prices with Time-Varying Volatility and Jumps" (2016-2020).
He also has additional executive education in Finance in Business Schools with Triple Crown accreditations (AACSB AMBA and EQUIS).
His research focuses are on empirical economics, empirical finance and mathematical finance, including financial econometrics, macroeconometrics, continuous time in finance and valuation of financial derivatives.
Mário is currently Invited Professor of Finance at ISCAL - Lisbon Accounting and Business School (Polytechnic Institute of Lisbon) and integrated member in the Business Research Unit (ISCTE-IUL) in the Finance team. He has published in several journals, such as the Journal of Futures Markets, the Economic Modelling and in the Economic Analysis and Policy. Invited referee of several scientific journals.
Contact information:mjcfs@iscte-iul.pt
In 2017, he obtained another MSc degree in Monetary and Financial Economics from ISCTE – Institute University of Lisbon with thesis on Bayesian Vector AutoRegression models applied to unconventional monetary policies from the European Central Bank (ECB).
PhD in Economics/Finance (specialization in mathematical finance) at ISCTE – Institute University of Lisbon with thesis on "Three Essays on Modeling Energy Prices with Time-Varying Volatility and Jumps" (2016-2020).
He also has additional executive education in Finance in Business Schools with Triple Crown accreditations (AACSB AMBA and EQUIS).
His research focuses are on empirical economics, empirical finance and mathematical finance, including financial econometrics, macroeconometrics, continuous time in finance and valuation of financial derivatives.
Mário is currently Invited Professor of Finance at ISCAL - Lisbon Accounting and Business School (Polytechnic Institute of Lisbon) and integrated member in the Business Research Unit (ISCTE-IUL) in the Finance team. He has published in several journals, such as the Journal of Futures Markets, the Economic Modelling and in the Economic Analysis and Policy. Invited referee of several scientific journals.
Contact information:mjcfs@iscte-iul.pt