Projekter pr. år
Personlig profil
Forskningsprofil
I am an Associate Professor at the Department of Mathematical Sciences in Aalborg University. Moreover, I am a certified GitHub Campus Advisor.
I obtained my PhD in Economics and Business Economics in 2016 at Aarhus University and CREATES, where I am currently affiliated as a Research Fellow.
My research interests are econometrics, time series, long memory, statistical learning, and climate econometrics. I have published at the Journal of Econometrics, and at the Journal of Financial Econometrics, among others.
I am currently working on the econometrics of climate change. I am interested in the econometric modelling of climate data and the estimation of the effects of the climate risk on the financial sector. Moreover, I am one of the organizers of the yearly Earth Day Events at Aalborg University.
I have served as a referee for the International Journal of Forecasting, the Journal of Time Series Analysis, and Computational Statistics & Data Analysis, among others. Moreover, I am one of the organizers of the Long Memory Conference and the Data Science Computing Conference.
Ekspertise relateret til FN’s Verdensmål
I 2015 blev FN's medlemslande enige om 17 Verdensmål til at bekæmpe fattigdom, beskytte planeten og sikre velstand for alle. Denne persons arbejde bidrager til følgende verdensmål:
Uddannelse (Akademiske kvalifikationer)
Certified GitHub Campus Advisor, Certified GitHub Campus Advisor, GitHub Education
Dimissionsdato: 2 jun. 2020
PhD in Econometrics, Essays in Long Memory
Dimissionsdato: 15 nov. 2016
Eksterne ansættelser
Research Fellow, Aarhus University
Research Fellow, Danish Finance Institute
Member of the National Research System, National Council on Science and Technology (CONACYT)
Member of the Management Committee for the Danish Graduate Program in Economics (DGPE)
Emneord
- Matematik og Statistik
- Økonomi
- Datalogi
Fingerprint
- 1 Lignende profiler
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Climate Econometrics
Vera-Valdés, J. E. (Supervisor) & Kvist, O. M. T. (Kontaktperson)
01/09/2022 → 31/08/2026
Projekter: Projekt › Ph.d.-projekt
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FOREFRONT: From conventional towards energy optimized and smart building – framing a new paradigm in utilisation of smart heat data
Marszal-Pomianowska, A. (PI (principal investigator)), Schaffer, M. (Projektdeltager), Vera-Valdés, J. E. (Projektdeltager) & Tvedebrink, T. (CoPI)
01/06/2021 → 31/08/2024
Projekter: Projekt › Forskning
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The economic and financial repercussions of COVID-19
Vera-Valdés, J. E. (PI (principal investigator)) & Rodríguez Caballero, C. V. (CoI (co-investigator))
01/03/2020 → 28/02/2023
Projekter: Projekt › Forskning
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Long Memory, Fractional Integration, and Cross-Sectional Aggregation
Haldrup, N. & Vera Valdés, J. E., 1 jul. 2017, I: Journal of Econometrics. 199, 1, s. 1-11 11 s.Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning › peer review
Åben adgangFil22 Citationer (Scopus)155 Downloads (Pure) -
The VIX, the Variance Premium, and Expected Returns
Osterrieder, D., Ventosa-Santaulària, D. & Vera-Valdés, J. E., 2019, I: Journal of Financial Econometrics. 17, 4, s. 517-558 42 s.Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning › peer review
Åben adgangFil10 Citationer (Scopus)629 Downloads (Pure) -
The Persistence of Financial Volatility After COVID-19
Vera-Valdés, J. E., 6 jan. 2022, I: Finance Research Letters. 44, 102056.Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning › peer review
Åben adgangFil18 Citationer (Scopus)82 Downloads (Pure) -
Temperature Anomalies, Long Memory, and Aggregation
Vera-Valdés, J. E., 3 mar. 2021, I: Econometrics. 9, 1, s. 1-22 22 s., 9.Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning › peer review
Åben adgangFil9 Citationer (Scopus)62 Downloads (Pure) -
Robust Estimation of the Carbon Dioxide Airborne Fraction Under Measurement Errors
Vera-Valdés, J. E. & Grivas, C., 13 nov. 2024, arXiv, 13 s.Publikation: Working paper/Preprint › Preprint
Åben adgang
Aktiviteter
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Earth Day 2024 Communicating Climate Change Research
Vera-Valdés, J. E. (Andet), Kvist, O. (Andet), Biscio, C. (Andet) & Bokor Bleile, Y. (Andet)
22 apr. 2024Aktivitet: Andet
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Earth Day at Aalborg University
Vera-Valdés, J. E. (Andet), Biscio, C. (Andet) & Bokor Bleile, Y. (Andet)
28 apr. 2023Aktivitet: Andet
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Long Memory Conference
Vera Valdés, J. E. (Arrangør)
jun. 2018Aktivitet: Deltagelse i faglig begivenhed › Organisering af eller deltagelse i konference
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The effect of the Paris Agreement and the COVID-19 pandemic on the volatility persistence of brown and green stocks
Vera-Valdés, J. E. (Foredragsholder)
24 aug. 2023 → 25 aug. 2023Aktivitet: Foredrag og mundtlige bidrag › Konferenceoplæg
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The Economic and Financial Repercussions of COVID-19
Vera-Valdés, J. E. (Foredragsholder)
2021 → …Aktivitet: Foredrag og mundtlige bidrag › Konferenceoplæg