Projects per year
Personal profile
Research profile
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.
Expertise related to UN Sustainable Development Goals
In 2015, UN member states agreed to 17 global Sustainable Development Goals (SDGs) to end poverty, protect the planet and ensure prosperity for all. This person’s work contributes towards the following SDG(s):
Education/Academic qualification
Certified GitHub Campus Advisor, Certified GitHub Campus Advisor, GitHub Education
Award Date: 2 Jun 2020
PhD in Econometrics, Essays in Long Memory
Award Date: 15 Nov 2016
External positions
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)
Keywords
- Mathematics and Statistics
- Estimation
- Uncertainty Quantification
- Uncertainty & Risk Management
- Modeling
- Modeling and simulation
- Climate Change
- Economics
- Econometrics
- Macroeconomics
- Macroeconomic modelling
- Microeconomics
- Game Theory
- Inflation
- Climate Econometrics
- Green Finance
- Computer Science
- Data Science
- Machine Learning
- Forecasting
- Deep Learning
Fingerprint
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- 1 Similar Profiles
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Climate Econometrics
Vera-Valdés, J. E. (Supervisor) & Kvist, O. M. T. (Contact)
01/09/2022 → 31/08/2026
Project: PhD Project
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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), Schaffer, M. (Project Participant), Vera-Valdés, J. E. (Project Participant) & Tvedebrink, T. (CoPI)
01/06/2021 → 31/08/2024
Project: Research
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The economic and financial repercussions of COVID-19
Vera-Valdés, J. E. (PI) & Rodríguez Caballero, C. V. (CoI)
01/03/2020 → 28/02/2023
Project: Research
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Long Memory, Fractional Integration, and Cross-Sectional Aggregation
Haldrup, N. & Vera Valdés, J. E., 1 Jul 2017, In: Journal of Econometrics. 199, 1, p. 1-11 11 p.Research output: Contribution to journal › Journal article › Research › peer-review
Open AccessFile22 Citations (Scopus)155 Downloads (Pure) -
The VIX, the Variance Premium, and Expected Returns
Osterrieder, D., Ventosa-Santaulària, D. & Vera-Valdés, J. E., 2019, In: Journal of Financial Econometrics. 17, 4, p. 517-558 42 p.Research output: Contribution to journal › Journal article › Research › peer-review
Open AccessFile10 Citations (Scopus)629 Downloads (Pure) -
The Persistence of Financial Volatility After COVID-19
Vera-Valdés, J. E., 6 Jan 2022, In: Finance Research Letters. 44, 102056.Research output: Contribution to journal › Journal article › Research › peer-review
Open AccessFile18 Citations (Scopus)82 Downloads (Pure) -
Temperature Anomalies, Long Memory, and Aggregation
Vera-Valdés, J. E., 3 Mar 2021, In: Econometrics. 9, 1, p. 1-22 22 p., 9.Research output: Contribution to journal › Journal article › Research › peer-review
Open AccessFile9 Citations (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 p.Research output: Working paper/Preprint › Preprint
Open Access
Activities
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Earth Day 2024 Communicating Climate Change Research
Vera-Valdés, J. E. (Other), Kvist, O. (Other), Biscio, C. (Other) & Bokor Bleile, Y. (Other)
22 Apr 2024Activity: Other
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Earth Day 2023: Data Science to Combat Global Heating
Vera-Valdés, J. E. (Other), Biscio, C. (Other) & Bokor Bleile, Y. (Other)
28 Apr 2023Activity: Other
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Long Memory Conference
Vera Valdés, J. E. (Organizer)
Jun 2018Activity: Attending an event › Conference organisation or participation
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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. (Lecturer)
24 Aug 2023 → 25 Aug 2023Activity: Talks and presentations › Conference presentations
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The Economic and Financial Repercussions of COVID-19
Vera-Valdés, J. E. (Lecturer)
2021 → …Activity: Talks and presentations › Conference presentations