About
Assistant Professor of Finance and FinTech at Southampton Business School, University of Southampton. My research applies quantitative methods to financial markets, with a focus on cryptocurrency dynamics, volatility modelling, and financial connectedness. I work at the frontier of FinTech and empirical finance, developing econometric models that bridge traditional financial systems with emerging digital asset markets.
Research Focus
Research Groups
Research Interests
Forecasting in Financial Markets
Long-memory and cointegration approaches to forecasting asset prices and volatility in traditional and digital financial markets.
Volatility Modelling and Connectedness
Spillover and connectedness analysis across cryptocurrency markets, energy markets, and traditional financial systems.
Risk Propagation in Financial Systems
Studying how risk propagates across interconnected financial systems using network and econometric methods.
Current Projects
Systemic Risk in Cryptocurrency Markets
2024Investigating how systemic risk propagates across major cryptocurrency markets using high-frequency data.
Collaborators: International collaborators from EU and US institutions