October 2022 NEWS: Special Issue in FRL: "Explainable Artificial Intelligence (xAI) in Finance" - with M. Cummins and T. Walther - Call for Papers. Call is open now - Closes 31 May 2023

I am an Associate Professor in Finance at Queen's Management School, Queen's University Belfast, UK. Currently, I am a Visiting Professor at the University of Barcelona School of Economics, Department of Econometrics, Statistics and Applied Economics.

I hold a PhD in Finance (2017) and a Master's degree in Financial Mathematics (2013) from Technische Universität Dresden. I attended San Diego State University in 2010 and The University of Memphis as visiting scholar in 2016. In 2019, I was a visiting scholar with the University of Barcelona, School of Economics in the Econometrics and Risk Management Group.

My research interests include econometric modeling and machine learning within the fields of: finance and economics, energy & carbon economics, the financialization of commodity markets and connectedness to financial markets such as equity and fixed-income markets; and volatility forecasting with application in financial risk management and portfolio optimization.

I am a member of the Royal Economic Society (RES), the British Academy of Management (BAM), the International Association for Energy Economics (IAEE), the European Finance Association (EFA), the Commodity & Energy Markets Association (CEMA), the German Finance Association (DGF), and the German Academic Association for Business Research (VHB) as well as a Fellow of the Higher Education Academy (FHEA).

I am a Senior Editor for Finance Research Letters and regularly serve as reviewer for several journals.