Academic Profile

People Feature

Susana Campos Martins

Research Fellow, Climate Econometrics

Susana holds a Ph.D. in Economics from the University of Minho. During her studies, she has visited 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 has focused on the interactions of financial markets and how these co-movements change over time. She has proposed new econometric tools for analysing the co-movements of asset returns and volatilities of asset returns, and how they change over time. An important feature of the new models is their ability for modelling the non-stationary nature of volatilities which turns out to be more pronounced in periods of market distress.

Susana is currently working on a new model of geopolitical volatility for measuring and hedging geopolitical risk (jointly with Robert F. Engle, New York University Stern School of Business) and on how climate change is inducing changes in financial markets and their interactions (jointly with David F. Hendry, Climate Econometrics research group). She is also teaching Quantitative Methods at the University of Oxford, Department of Economics.

Susana Campos Martins