Dr Susana Martins
Postdoctoral Research Officer
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 a Research Scholar, and the University of Florence and the Queen Mary University of London as a 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 financial returns and volatilities of financial returns, and how they change over time. An important feature of the new multivariate 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 has recently joined the Climate Econometrics research group at the INET Oxford's Economic Modelling Programme. She is studying how climate change is inducing changes in financial markets and their interactions.