| JEL C32 – Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Models;Diffusion Processes;State Space Models | Robust estimation of model coefficients applied to financial and energy data odered by time. Analysis and prediction of prices collected on financial and electricity markets. | Quantitative Methods for Economics Multiple or Simultaneous Equation Models; Multiple Variables |
| JEL C53 – Forecasting and Prediction Methods;Simulation Methods | Statistical methods for short-term prediction of time series. Evaluation of forecasting performance using computer simulated data. | Quantitative Methods for Economics Econometric Modeling |
| JEL C58 – Financial Econometrics | Covers studies related to econometric modeling of financial markets. Analysis of econometric models with continuous time and its applications in finance. Robust estimates for volatility models of financial returns. | Quantitative Methods for Economics Econometric Modeling |
| JEL Q43 – Energy and the Macroeconomy | Statistical analysis of energy efficiency and intensity observed at country and regional level. Concentration indexes are applied and decomposed to improve the economic interpretation of the output. | Enviromental Economics, Energy Economics, Sustainability and Development Energy |
| JEL Q47 – Energy Forecasting | Forecasting energy prices by the estimation of models which capture possible non-linear time evolution of prices. | Enviromental Economics, Energy Economics, Sustainability and Development Energy |
| MSC 62F35 – Robustness and adaptive procedures | Robust estimation of model parameters which are not affected by the presence of outlying observations. Outlier detection through forward search methods. | Quantitative Methods for Economics Parametric inference |