Academic Profile

Susana holds a Ph.D. in Economics from the University of Minho. She worked at the New York University Stern School of Business as research scholar, and the University of Florence and the Queen Mary University of London as visiting Ph.D. student.

Her research focuses on the co-movements of financial markets and how they change over time. Susana is working with Robert F. Engle (New York University Stern School of Business) on the geopolitical volatility model for measuring and hedging geopolitical risk. The GEOVOL index is publicly available on V-Lab. She is also working with David F. Hendry (Climate Econometrics) on the impact of climate change news on geopolitical volatility and the global carbon-intensive equity market.

Susana is teaching Advanced Econometrics at the Saïd Business School (offered jointly with the Department of Economics), University of Oxford.