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Centre for Financial Econometrics, Asset Markets and Macroeconomic Policy

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  1. 2018

  2. University of Coimbra

    Stephen Taylor (Visiting researcher)

    1/10/2018 → 4/10/2018

    Activity: Visiting an external institution types › Visiting an external academic institution

  3. Econometric Analysis Using E-Views for Nigerian Bulk Electricity Trading

    Marwan Izzeldin (Speaker)

    24/09/2018 → 30/09/2018

    Activity: Participating in or organising an event types › Participation in workshop, seminar, course

  4. A valuation framework for compound real options

    Mark Shackleton (Speaker)

    21/09/2018

    Activity: Talk or presentation types › Invited talk

  5. Financial Econometric Conference: Market Microstrucutre, Limit Order Books and Derivative Markets

    Marwan Izzeldin (Speaker)

    13/09/2018 → 14/09/2018

    Activity: Participating in or organising an event types › Participation in workshop, seminar, course

  6. Organizer, Financial Econometrics Conference: Market Microstructure, Limit Order Books and Derivative Markets

    Ingmar Nolte (Organiser)

    13/09/2018 → 14/09/2018

    Activity: Participating in or organising an event types › Participation in conference -Mixed Audience

  7. Future of Index Investing Symposium

    Mark Shackleton (Speaker)

    12/09/2018

    Activity: Participating in or organising an event types › Participation in conference -Mixed Audience

  8. High Frequency Econometrics Using Matlab

    Marwan Izzeldin (Speaker)

    11/09/2018 → 12/09/2018

    Activity: Participating in or organising an event types › Participation in workshop, seminar, course

  9. Quantitative Methods for Nigerian Bulk Electricity Trading

    Marwan Izzeldin (Speaker)

    1/09/2018 → 7/09/2018

    Activity: Participating in or organising an event types › Participation in workshop, seminar, course

  10. European Economic Association meeting

    Marwan Izzeldin (Speaker)

    18/08/2018 → 31/08/2018

    Activity: Participating in or organising an event types › Participation in conference -Mixed Audience

  11. Frontiers in Econometrics Workshop

    James Morley (Speaker)

    19/07/2018 → 21/07/2018

    Activity: Talk or presentation types › Public Lecture/ Debate/Seminar

  12. Visiting Research Programme

    Marwan Izzeldin (Speaker)

    16/07/2018 → 3/08/2018

    Activity: Participating in or organising an event types › Participation in workshop, seminar, course

  13. House of Lords Invitation: Islamic Finance and its Importance in the 21st Century

    Marwan Izzeldin (Speaker)

    9/07/2018

    Activity: Participating in or organising an event types › Participation in conference -Mixed Audience

  14. 2nd Lancaster-Warwick (LaWa) Workshop on Financial Econometrics and Asset Pricing

    Rodrigo Hizmeri Canales (Speaker)

    20/06/2018

    Activity: Participating in or organising an event types › Participation in conference -Mixed Audience

  15. International Conference on Econometrics and Statistics

    Marwan Izzeldin (Speaker)

    19/06/2018 → 21/06/2018

    Activity: Participating in or organising an event types › Participation in conference -Mixed Audience

  16. Society of Financial Econometrics conference, Lugano

    Stephen Taylor (Participant)

    11/06/2018 → 14/06/2018

    Activity: Participating in or organising an event types › Participation in conference -Mixed Audience

  17. SoFiE 11th Annual Meeting in Lugano

    Stavroula Yfanti (Speaker)

    11/06/2018 → 14/06/2018

    Activity: Participating in or organising an event types › Participation in conference -Mixed Audience

  18. Financial Engineering and Banking Society

    Marwan Izzeldin (Speaker)

    4/06/2018 → 6/06/2018

    Activity: Participating in or organising an event types › Participation in conference -Mixed Audience

  19. ”Machine learning for dynamic incentive problems“

    Philipp Renner (Speaker)

    06/2018

    Activity: Participating in or organising an event types › Participation in conference -Mixed Audience

  20. Conference on Financial and Macro Economics and Econometrics

    Stavroula Yfanti (Participant)

    25/05/2018

    Activity: Participating in or organising an event types › Participation in workshop, seminar, course

  21. Workshop in Structural VAR models, Queen Mary University of London

    Stavroula Yfanti (Participant)

    23/05/2018 → 24/05/2018

    Activity: Participating in or organising an event types › Participation in workshop, seminar, course

  22. NWSSDTP Economics Conference 2018

    Andrey Kalinyak (Speaker)

    10/05/2018 → 11/05/2018

    Activity: Talk or presentation types › Oral presentation

  23. High Frequency Econometrics Using Matlab

    Marwan Izzeldin (Speaker)

    25/04/2018 → 26/04/2018

    Activity: Participating in or organising an event types › Participation in conference -Mixed Audience

  24. Frontiers of Factor Investing

    Marwan Izzeldin (Speaker)

    23/04/2018 → 24/04/2018

    Activity: Participating in or organising an event types › Participation in workshop, seminar, course

  25. Organizer, Conference on Frontiers of Factor Investing

    Ingmar Nolte (Organiser)

    23/04/2018 → 24/04/2018

    Activity: Participating in or organising an event types › Participation in conference -Mixed Audience

  26. International Symposium in Computational Economics and Finance

    Marwan Izzeldin (Speaker)

    12/04/2018 → 14/04/2018

    Activity: Participating in or organising an event types › Participation in conference -Mixed Audience

  27. 4th International Conference on Applied Theory, Macro and Empirical Finance

    Marwan Izzeldin (Speaker)

    2/04/2018 → 3/04/2018

    Activity: Participating in or organising an event types › Participation in conference -Mixed Audience

  28. RBA Policy Conference

    James Morley (Speaker)

    19/03/2018 → 20/03/2018

    Activity: Participating in or organising an event types › Participation in conference -Mixed Audience

  29. AFA Ph.D. Poster Session at 2018 Annual Meeting

    Jiali Yan (Participant)

    4/01/2018 → 7/01/2018

    Activity: Participating in or organising an event types › Participation in conference -Mixed Audience

  30. “On the contribution of the Markowitz model of utility to explain risky choice,” 5th International Symposium in Computational Economics and Finance,

    Ivan Paya (Speaker)

    2018

    Activity: Participating in or organising an event types › Participation in conference -Mixed Audience

  31. “Using market expectations to test for speculative bubbles in crude oil markets,” 26th Symposium of the SNDE

    Ivan Paya (Speaker)

    2018

    Activity: Participating in or organising an event types › Participation in conference -Mixed Audience

  32. 12th International Conference on Computational and Financial Econometrics

    Rodrigo Hizmeri Canales (Speaker)

    2018

    Activity: Participating in or organising an event types › Participation in conference -Mixed Audience

  33. 12th International Workshop of Methods in International Finance

    Christos Argyropoulos (Speaker)

    2018

    Activity: Participating in or organising an event types › Participation in workshop, seminar, course

  34. 2nd Course in High-Frequency Financial Econometrics using Matlab

    Rodrigo Hizmeri Canales (Lecturer)

    2018

    Activity: Participating in or organising an event types › Participation in workshop, seminar, course

  35. 4th International Conference on Accounting and Finance

    Manh Pham (Speaker)

    2018

    Activity: Participating in or organising an event types › Participation in conference -Mixed Audience

  36. 50th Annual Conference of the Money, Macro and Finance

    Ally Zhang (Speaker)

    2018

    Activity: Participating in or organising an event types › Participation in conference -Mixed Audience

  37. 5th International Conference in Finance

    Manh Pham (Speaker)

    2018

    Activity: Participating in or organising an event types › Participation in conference -Mixed Audience

  38. American Finance Association

    Vikas Raman (Speaker)

    2018

    Activity: Participating in or organising an event types › Participation in conference -Mixed Audience

  39. Annual Bayesian Econometric Workshop

    Mirela Miescu (Speaker)

    2018

    Activity: Participating in or organising an event types › Participation in workshop, seminar, course

  40. Annual Corporate Finance Conference

    Roberto Pinto (Speaker)

    2018

    Activity: Participating in or organising an event types › Participation in conference -Mixed Audience

  41. Asian Meeting of The Econometric Society

    Roy Zilberman (Speaker)

    2018

    Activity: Participating in or organising an event types › Participation in conference -Mixed Audience

  42. CEPR Second Annual Conference on Financial Economics at Imperial College

    Roberto Pinto (Speaker)

    2018

    Activity: Participating in or organising an event types › Participation in conference -Mixed Audience

  43. CFE

    Stefano Soccorsi (Speaker)

    2018

    Activity: Participating in or organising an event types › Participation in conference -Mixed Audience

  44. Computational and Financial Econometrics (CFE) (External organisation)

    Ivan Paya (Member)

    2018 → …

    Activity: Membership types › Member of an organisation

  45. Econometric Society Australasian Meeting

    Manh Pham (Speaker)

    2018

    Activity: Participating in or organising an event types › Participation in conference -Mixed Audience

  46. EEA - ESEM 2018

    Ally Zhang (Speaker)

    2018

    Activity: Participating in or organising an event types › Participation in conference -Mixed Audience

  47. Finance-Econometrics Workshops at CREATES

    Sandra Nolte (Speaker)

    2018

    Activity: Participating in or organising an event types › Participation in workshop, seminar, course

  48. Financial Econometrics Conference: Market Micro-structure

    Sandra Nolte (Speaker)

    2018

    Activity: Participating in or organising an event types › Participation in conference -Mixed Audience

  49. Housing (Un)affordability and Systematic Risk - 12th International Conference on Computational and Financial Econometrics

    Ivan Paya (Speaker)

    2018

    Activity: Participating in or organising an event types › Participation in conference -Mixed Audience

  50. International Association for Applied Economertics

    Stefano Soccorsi (Speaker)

    2018

    Activity: Participating in or organising an event types › Participation in conference -Mixed Audience

  51. International Monetary Fund, Research Departmental Divisional Seminar

    Mirela Miescu (Speaker)

    2018

    Activity: Participating in or organising an event types › Participation in conference -Mixed Audience

  52. Limit Order Books and Derivative Markets

    Sandra Nolte (Speaker)

    2018

    Activity: Participating in or organising an event types › Participation in conference -Mixed Audience

  53. Royal Economics Society

    Mirela Miescu (Speaker)

    2018

    Activity: Participating in or organising an event types › Participation in conference -Mixed Audience

  54. Swansea University - Accounting & Finance Department

    Stefano Soccorsi (Speaker)

    2018

    Activity: Participating in or organising an event types › Participation in workshop, seminar, course

  55. 2017

  56. 11th International Conference on Computational and Financial Econometrics

    Rodrigo Hizmeri Canales (Speaker)

    16/12/2017

    Activity: Participating in or organising an event types › Participation in workshop, seminar, course

  57. The 30th Australasian Finance and Banking Conference (AFBC)

    Jiali Yan (Speaker)

    12/12/2017 → 15/12/2017

    Activity: Participating in or organising an event types › Participation in conference -Mixed Audience

  58. Applied & Econometrics Workshop, Economics Department, University of Alicante

    Ivan Paya (Invited speaker)

    18/10/2017

    Activity: Talk or presentation types › Invited talk

  59. The NWSSDTP Job Market and Employability Skill Workshop for Accounting and Finance

    Jiali Yan (Speaker)

    6/10/2017

    Activity: Participating in or organising an event types › Participation in workshop, seminar, course

  60. Doctoral Workshop on Applied Econometrics

    David Happersberger (Participant)

    5/10/2017 → 6/10/2017

    Activity: Participating in or organising an event types › Participation in workshop, seminar, course

  61. 8th CEQURA Conference on Advances in Financial and Insurance Risk Management

    David Happersberger (Participant)

    25/09/2017 → 26/09/2017

    Activity: Participating in or organising an event types › Participation in conference -Mixed Audience

  62. “An augmented first order approach for dynamic principal agent models”

    Philipp Renner (Speaker)

    09/2017

    Activity: Participating in or organising an event types › Participation in conference -Mixed Audience

  63. GOLCER Islamic Banking Summer School

    Marwan Izzeldin (Speaker)

    09/2017

    Activity: Participating in or organising an event types › Participation in conference -Mixed Audience

  64. IFABS Asia 2017 Ningbo China Conference

    Jiali Yan (Speaker)

    31/08/2017 → 2/09/2017

    Activity: Participating in or organising an event types › Participation in conference -Mixed Audience

  65. “Dynamic Principal Agent Models”

    Philipp Renner (Speaker)

    08/2017

    Activity: Participating in or organising an event types › Participation in conference -Mixed Audience

  66. The fourth annual conference of the International Association for Applied Econometrics

    Yifan Li (Participant)

    26/06/2017 → 30/06/2017

    Activity: Participating in or organising an event types › Participation in conference -Mixed Audience

  67. The 15th INFINITI Conference on International Finance

    Xingzhi Yao (Speaker)

    12/06/2017 → 13/06/2017

    Activity: Participating in or organising an event types › Participation in conference -Mixed Audience

  68. Organizer, 1st Lancaster-Warwick (LaWa) Workshop on Financial Econometrics & Market Microstructure

    Ingmar Nolte (Organiser)

    9/06/2017

    Activity: Participating in or organising an event types › Participation in workshop, seminar, course

  69. Macroeconomic and Financial Time Series Analysis

    Ivan Paya (Organiser)

    1/06/2017 → 2/06/2017

    Activity: Participating in or organising an event types › Participation in conference -Mixed Audience

  70. NWSSDTP Economics Conference

    Pantelis Promponas (Speaker)

    10/05/2017

    Activity: Participating in or organising an event types › Participation in conference -Mixed Audience

  71. NWSSDTP Economics Conference

    Xingzhi Yao (Speaker)

    9/05/2017 → 10/05/2017

    Activity: Participating in or organising an event types › Participation in conference -Mixed Audience

  72. 3rd KoLa Workshop on Finance and Econometrics

    Xingzhi Yao (Speaker)

    2/05/2017 → 3/05/2017

    Activity: Participating in or organising an event types › Participation in workshop, seminar, course

  73. 3rd KoLa Workshop on Finance and Econometrics

    Yifan Li (Participant)

    2/05/2017

    Activity: Participating in or organising an event types › Participation in workshop, seminar, course

  74. 3rd KoLa Workshop on Finance and Econometrics

    Jiali Yan (Speaker)

    2/05/2017 → 3/05/2017

    Activity: Participating in or organising an event types › Participation in workshop, seminar, course

  75. 3rd KoLa Workshop on Finance and Econometrics

    David Happersberger (Participant)

    2/05/2017 → 3/05/2017

    Activity: Participating in or organising an event types › Participation in workshop, seminar, course

  76. Organizer, 3rd Konstanz-Lancaster (KoLa) Workshop on Finance and Econometrics

    Ingmar Nolte (Organiser)

    2/05/2017 → 4/05/2017

    Activity: Participating in or organising an event types › Participation in workshop, seminar, course

  77. 9th Annual Volatility Institute Conference

    Rodrigo Hizmeri Canales (Speaker)

    27/04/2017

    Activity: Participating in or organising an event types › Participation in conference -Mixed Audience

  78. The Future of Growth: A Financial Perspective

    Mark Shackleton (Visitor)

    14/03/2017

    Activity: Talk or presentation types › Invited talk

  79. Presentation at the Cambridge-INET Institute

    Vera Xiaolu Zhao (Visitor)

    5/02/2017 → 8/02/2017

    Activity: Talk or presentation types › Invited talk

  80. Using discounted flexibility values to solve for the decision costs of sequential investment policies.

    Mark Shackleton (Member of Panel)

    25/01/2017

    Activity: Talk or presentation types › Invited talk

  81. 10th Energy and Commodity Finance Conference

    Vikas Raman (Speaker)

    2017

    Activity: Participating in or organising an event types › Participation in conference -Mixed Audience

  82. 11th Energy and Commodity Finance Conference

    Vikas Raman (Speaker)

    2017

    Activity: Participating in or organising an event types › Participation in conference -Mixed Audience

  83. 11th International Conference of Computational and Financial Econometrics

    Christos Argyropoulos (Speaker)

    2017

    Activity: Participating in or organising an event types › Participation in conference -Mixed Audience

  84. 11th International Conference on Computational and Financial Econometrics

    Manh Pham (Speaker)

    2017

    Activity: Participating in or organising an event types › Participation in conference -Mixed Audience

  85. 16th Conference on Research on Economic Theory and Econometrics

    Christos Argyropoulos (Speaker)

    2017

    Activity: Participating in or organising an event types › Participation in conference -Mixed Audience

  86. 1st Course in High-Frequency Financial Econometrics using Matlab

    Rodrigo Hizmeri Canales (Lecturer)

    2017

    Activity: Participating in or organising an event types › Participation in workshop, seminar, course

  87. 9th Foundation of Islamic Finance (FIFC)

    Marwan Izzeldin (Speaker)

    2017

    Activity: Participating in or organising an event types › Participation in workshop, seminar, course

  88. AFA Meeting Chicago - Doctoral Poster Session

    Roberto Pinto (Speaker)

    2017

    Activity: Participating in or organising an event types › Participation in conference -Mixed Audience

  89. Annual Conference of the Swiss Society for Financial Market Research

    Ally Zhang (Speaker)

    2017

    Activity: Participating in or organising an event types › Participation in conference -Mixed Audience

  90. CFE Conference

    Sandra Nolte (Speaker)

    2017

    Activity: Participating in or organising an event types › Participation in conference -Mixed Audience

  91. European Central Bank DG-I/EXT Analytical Meeting and DG-I/IPA Research Seminar

    Mirela Miescu (Speaker)

    2017

    Activity: Participating in or organising an event types › Participation in workshop, seminar, course

  92. European Economics and Finance Society

    Roy Zilberman (Speaker)

    2017

    Activity: Participating in or organising an event types › Participation in conference -Mixed Audience

  93. European Seminar on Bayesian Econometrics

    Mirela Miescu (Speaker)

    2017

    Activity: Participating in or organising an event types › Participation in workshop, seminar, course

  94. European Winter Meeting of the Econometric Society

    Ally Zhang (Speaker)

    2017

    Activity: Participating in or organising an event types › Participation in conference -Mixed Audience

  95. Faculty Seminar

    Sandra Nolte (Invited speaker)

    2017

    Activity: Talk or presentation types › Invited talk

  96. Faculty Seminar

    Sandra Nolte (Invited speaker)

    2017

    Activity: Talk or presentation types › Invited talk

  97. Financial Management Association

    Vikas Raman (Speaker)

    2017

    Activity: Participating in or organising an event types › Participation in conference -Mixed Audience

  98. International Association of applied Econometrics

    Mirela Miescu (Speaker)

    2017

    Activity: Participating in or organising an event types › Participation in conference -Mixed Audience

  99. International Journal of Forecasting (Journal)

    Stephen Taylor (Peer reviewer)

    2017

    Activity: Publication peer-review and editorial work types › Publication peer-review

  100. Lancaster University Management School

    Stefano Soccorsi (Speaker)

    2017

    Activity: Participating in or organising an event types › Participation in workshop, seminar, course

  101. MFTSA - Lancaster

    Stefano Soccorsi (Speaker)

    2017

    Activity: Participating in or organising an event types › Participation in workshop, seminar, course

  102. Swiss Finance Institute Research Day

    Ally Zhang (Speaker)

    2017

    Activity: Participating in or organising an event types › Participation in conference -Mixed Audience

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