ProfessorsProfessors of University of OxfordSusana Campos-Martins

Susana Campos-Martins

University of Oxford

H-index: 4

Europe-United Kingdom

About Susana Campos-Martins

Susana Campos-Martins, With an exceptional h-index of 4 and a recent h-index of 4 (since 2020), a distinguished researcher at University of Oxford, specializes in the field of Financial Econometrics, Climate Econometrics, Time Series Analysis, Economic Development.

His recent articles reflect a diverse array of research interests and contributions to the field:

Common volatility shocks driven by the global carbon transition

Modeling Nonstationary Financial Volatility with the R Package tvgarch

Modelling Causality in Nonstationary Variances with an Application to Carbon Markets

What are the events that shake our world? Measuring and hedging global COVOL

Financial market linkages and the sovereign debt crisis

Modelling time-varying volatility interactions

Susana Campos-Martins Information

University	University of Oxford
Position	Nuffield College -
Citations(all)	134
Citations(since 2020)	102
Cited By	54
hIndex(all)	4
hIndex(since 2020)	4
i10Index(all)	3
i10Index(since 2020)	3
Email	Access Email
University Profile Page	University of Oxford
Google Scholar	View Google Scholar Profile

Susana Campos-Martins Skills & Research Interests

Financial Econometrics

Climate Econometrics

Time Series Analysis

Economic Development

Top articles of Susana Campos-Martins

Title	Journal	Author(s)	Publication Date
Common volatility shocks driven by the global carbon transition	Journal of Econometrics	Susana Campos-Martins David F Hendry	2024/2/1
Modeling Nonstationary Financial Volatility with the R Package tvgarch	Journal Statistical Software	Susana Campos-Martins Genaro Sucarrat	2024
Modelling Causality in Nonstationary Variances with an Application to Carbon Markets	Available at SSRN 4717914	Susana Campos-Martins Cristina Amado	2023/12/12
What are the events that shake our world? Measuring and hedging global COVOL	Journal of Financial Economics	Robert F Engle Susana Campos-Martins	2023/1/1
Financial market linkages and the sovereign debt crisis	Journal of International Money and Finance	Susana Campos-Martins Cristina Amado	2022/5/1
Modelling time-varying volatility interactions	Available at SSRN 4573593	Susana Campos-Martins Cristina Amado	2021/9/8