Mathematical Economics: KATTAA01
Advanced Course in Finance: KATRAA12
Financial Econometrics: KATTAS36
Modern Risk Management: KAMVRS99
Fields of expertise
Financial econometrics, Time series econometrics, Energy finance, Financial theory, Energy economics
You can find my achievement from Sole Gris.
(2018) Moving Average Market Timing in European Energy Markets: Production Versus Emissions, with Chia-Lin Chang, Hannu Laurila and Michael McAleer, Energies, 11(4), 3281, 1-24.
(2018) Long Run Returns Predictability and Volatility with Moving Averages, with Chia-Lin Chang, Hannu Laurila and Michael McAleer, Risks, 6(4),105.
(2018) Risk and Return of a Trend Chasing Application in Financial Markets: An Empirical Test, Risk Management, 20(3), 258-272.
(2018) Market Timing with Moving Averages, with Hannu Laurila, Michael McAleer, Sustainability, 10(7), 2125.
(2018) Animal Spirits in Financial Markets: Experimental Evidence, with Hannu Laurila, Journal of Behavioral and Experimental Finance, 20, 99-104.
(2018) The Noise Trader Effect in a Walrasian Market, with Hannu Laurila, Advances in Decision Sciences, 22(A), 1-15.
(2018) Animal Spirits and Risk in Financial Markets, Journal of Banking and Financial Economics, 9, 52-59.
(2017) Animal Spirits, Beauty Contests and Expected Returns, Journal of Economics and Finance, 41: 474-486.
(2017) Real Risk-Free Rate, the Central Bank, and Stock Market Bubbles, with Hannu Laurila, Journal of Reviews on Global Economics, 6: 420-425.
(2017) Connecting Theory and Empirics for Animal Spirits, Returns and Interest Rates: A Clarification of “Risk-Free Rates and Animal Spirits in Financial Markets”, Annals of Financial Economics, 12(1), 1-2.
(2016) Risk-Free Rates and Animal Spirits in Financial Markets, Annals of Financial Economics, 11(3), 1-18.
(2012) Framed Field Experiment with Stock Market Professionals, Journal of Behavioral Finance, 13: 251-258.