Dr Nicola Spagnolo
Reader
Marie Jahoda 148
- Email: nicola.spagnolo@brunel.ac.uk
- Tel: +44 (0)1895 266636
- Accountancy and Finance
- Economics and Finance
- College of Business, Arts and Social Sciences
Research area(s)
- Climate Risk and Financial Markets
- Empirical finance
- Energy Economics
- Financial crises and contagion
- Time series econometrics
Research Interests
Research interests include: climate risk, contagion in financial markets; small sample properties of non linear models; renewable energy and economic growth; the effect of terrorism on macroeconomics and financial markets; modelling stock market returns.
Research grants and projects
Research Projects
Grants
Funder: Knowledge Transfer Partnership
Duration: September 2009 - December 2011
Principal Investigator
Funder: Knowledge Transfer Partnership
Duration: January 2005 - November 2009
Principal Investigator
Funder: BRIEF Award
Duration: January 2002 - February 2004
Principal Investigator
Project details
Climate Risk and Financial Markets
Renewable Energy and Economic Growth
Inflection Points, Kinks and Jumps: a Statistical Approach to Detecting Nonlinearities
Financial crisis and firm performance: A microfoundation of the aggregate implications of financial crisis
The effect of terrorism on macroeconomics and financial markets
Completed:
Knowledge Transfer Partnership, Asset and Liability Management, 2009 - 2011, £100,000, PI
Knowledge Transfer Partnership, Financial Risk Analysis, 2005 - 2009, £145,000, PI
BRIEF Award, Stock Market Volatility: the Effect of Financial Crises, 2002 - 2004, £6,800, PI
Research links
Co-author network
- Prof Guglielmo Maria Caporale
- Dr Fabio Spagnolo
- Dr Woo-Young Kang
- Dr Kyriacos Kyriacou
- Dr Matteo Pazzona
- Dr Diana Roman
- Visualise network
Similar research interests
Research group(s)
- CARISMA