Biography:
I am senior lecturer and researcher in Finance at ICADE, Universidad Ponticia de Comillas (Madrid), where I teach courses in Finance and lead the Quantitative Finance Research Group. I am codirector of the Chair of Hydrogen Research officially launched by ICADE-ICAI, Business and enginering schools of Universidad Pontifica Comillas. I have been actively contributing to commodity research over the years publishing work in the Journal of Econometrics, the Journal of Futures Markets, the Journal of Empirical Finance, and Energy Economics among others. One of my latest piece of published research is coauthored with Prof Eduardo Schwartz (UCLA and SFU) and Alejandro Rodriguez (ICADE) and published in the Journal of Futures Markets . I hold a Research Excellence Price for a seminal paper on commodity price discovery. Other research interest include nancial bubbles, portfolio management, sustainability and ESG investing and volatility. I worked as an assistant professor in the Business Department at Carlos III University (Madrid). Prior to that, I was Lecturer in the Economics Department in Queen Mary, University of London where I obtained my Ph.D in Financial Economics. I am an International Research Associate of the Research Center of Energy Management (ESCP Europe) and I am a member of the editorial board of the Journal of Futures Markets as well as advisory board editor of the Global commodities Applied Research Digest (GCARD) of the J.P Morgan Center for Commodities, University of Colorado Denver.
Areas of interest:
Financial Econometrics, energy markets, commodity markets, Green Finance and ESG investment, risk management volatility and trading strategies.
Current research interests:
Hydrogen economy, water management, green finance and ESG investment, financial bubbles, trading strategies