Dr Malvina Marchese
The Business School, Formerly Cass,
City, University of London
Profile
Dr Malvina Marchese is a Lecturer in Finance and Programme Director of Undergraduate Finance Degrees at Cass Business School, City, University of London. She is also Director of Econometrics for Timberlake Consultants.
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Her work has been shared in publications like the European Journal of Operational Research, Energy Economics, Journal of Banking and Finance, Journal of Econometrics and more.
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Her fields of specialisation are:
Forecasting, with emphasis on volatility forecasting.
Panel data econometrics, with emphasis on quantile regressions for panel data models.
Applied econometrics, with emphasis on commodity markets and banking applications.
Econometric theory, with emphasis on asymptotic theory for fractionally integrated processes.
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Learn with Dr Marchese
Elective Module
This course will show how energy returns can be modelled analysed and forecasted. The aim is to provide understanding and insight into the methods used, as well as explaining the technical details.
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