Dr Katerina Tsakou

Uchafbwyntiau Ymchwil

1. Gavriilidis, K., Kambouroudis, D., Tsakou, K., & Tsouknidis, D. (2018). Volatility forecasting across tanker freight rates: The role of oil price shocks. Transportation Research Part E: Logistics and Transportation Review, 118, 376-391.

   https://doi.org/10.1016/j.tre.2018.08.012, SU Repository: https://cronfa.swan.ac.uk/Record/cronfa44403
2. Kambouroudis, D., McMillan, D., & Tsakou, K. (2016). Forecasting Stock Return Volatility: A Comparison of GARCH, Implied Volatility, and Realized Volatility Models. Journal of Futures Markets, 36(12), 1127-1163.

   https://doi.org/10.1002/fut.21783, SU Repository: https://cronfa.swan.ac.uk/Record/cronfa34904
3. Kambouroudis, D., McMillan, D., & Tsakou, K. (2021). Forecasting realized volatility: The role of implied volatility, leverage effect, overnight returns, and volatility of realized volatility. Journal of Futures Markets, 41(10), 1618-1639.

   https://doi.org/10.1002/fut.22241, SU Repository: https://cronfa.swan.ac.uk/Record/cronfa57115

Holl Ymchwil

• An essay on financial volatility forecasting. ‎ (cyfredol)

  PhD

  Goruchwyliwr arall: Dr Syed Shabi-Ul-Hassan

• THREE ESSAYS ON BANK CULTURE (dyfarnwyd 2023)

  PhD

  Goruchwyliwr arall: Dr Ilias Asproudis

• MN-D023 Dissertation

  The module aims to develop fundamental research skills. It comprises the development of supervised research work leading to a dissertation in the field of sustainable finance. The specific research topic will be chosen by the student following consultation with their supervisor.

• MN-M585 Applied Data Analytics

  This module provides students with experience in describing, analysing and making inference from data as well as reporting the results and presenting the data with different visualization techniques. It introduces students to tools and software useful to their careers.

• MN-M601 Financial Risk Forecasting

  The module is designed to provide students with fundamental knowledge and understanding of the quantitative risk management with a focus on market risk. The module aims to equip students with the empirical skills to estimate, test and interpret market risk forecasting, and evaluate in practice the application of different risk evaluation and measurement techniques that are required in the current regulatory environment.

• MN-M602 Advanced Data Analytics

  In today¿s data-driven world, the need for data visualization and data analytics has become fundamental in the financial services sector. This module provides students with fundamental competencies, technical skills and advance understanding of data and big data analytics in finance. The first part of the module covers exploratory data analysis and data visualization techniques. The second part focuses on the application of data analytics in different areas of finance, such as corporate finance, insurance companies and fraud.