Dr Katerina Tsakou

Darlithydd, Accounting and Finance

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218
Ail lawr
Yr Ysgol Reolaeth
Campws y Bae

Ar gael ar gyfer Goruchwyliaeth Ôl-raddedig

Dolenni Ymchwil

https://orcid.org/0000-0003-1913-858X

Trosolwg

Ymunodd Katerina â Phrifysgol Abertawe ym mis Ionawr 2017 fel Darlithydd mewn Cyllid. Cyflawnodd ei PhD ym Mhrifysgol Stirling (2017). Mae ganddi MSc mewn Cyllid ac Economeg (2011) o Brifysgol Southampton a BSc mewn Economeg (2008) o Brifysgol Crete (Gwlad Groeg).

Meysydd Arbenigedd

Modelu a Rhagfynegi Anwadalrwydd
Econometreg Ariannol
Rheoli Risg
Data Amledd Uchel

Uchafbwyntiau Gyrfa

Ymchwil

Mae ymchwil Katerina yn canolbwyntio ar ansefydlogrwydd ariannol ac econometreg ariannol. Mae ganddi ddiddordeb arbennig mewn modelu a rhagfynegi anwadalrwydd mynegai stoc ac anwadalrwydd a wireddir, gyda chysylltiad â rheoli risg.

Cyhoeddiadau

Uchafbwyntiau Ymchwil

Gavriilidis, K., Kambouroudis, D., Tsakou, K., & Tsouknidis, D. (2018). Volatility forecasting across tanker freight rates: The role of oil price shocks. Transportation Research Part E: Logistics and Transportation Review, 118, 376-391.
https://doi.org/10.1016/j.tre.2018.08.012, SU Repository: https://cronfa.swan.ac.uk/Record/cronfa44403
Kambouroudis, D., McMillan, D., & Tsakou, K. (2016). Forecasting Stock Return Volatility: A Comparison of GARCH, Implied Volatility, and Realized Volatility Models. Journal of Futures Markets, 36(12), 1127-1163.
https://doi.org/10.1002/fut.21783, SU Repository: https://cronfa.swan.ac.uk/Record/cronfa34904
Kambouroudis, D., McMillan, D., & Tsakou, K. (2021). Forecasting realized volatility: The role of implied volatility, leverage effect, overnight returns, and volatility of realized volatility. Journal of Futures Markets, 41(10), 1618-1639.
https://doi.org/10.1002/fut.22241, SU Repository: https://cronfa.swan.ac.uk/Record/cronfa57115

Holl Ymchwil

Erthyglau Cylchgronau

Kambouroudis, D., McMillan, D., & Tsakou, K. (2021). Forecasting realized volatility: The role of implied volatility, leverage effect, overnight returns, and volatility of realized volatility. Journal of Futures Markets, 41(10), 1618-1639.
https://doi.org/10.1002/fut.22241, SU Repository: https://cronfa.swan.ac.uk/Record/cronfa57115
Gavriilidis, K., Kambouroudis, D., Tsakou, K., & Tsouknidis, D. (2018). Volatility forecasting across tanker freight rates: The role of oil price shocks. Transportation Research Part E: Logistics and Transportation Review, 118, 376-391.
https://doi.org/10.1016/j.tre.2018.08.012, SU Repository: https://cronfa.swan.ac.uk/Record/cronfa44403
Kambouroudis, D., McMillan, D., & Tsakou, K. (2016). Forecasting Stock Return Volatility: A Comparison of GARCH, Implied Volatility, and Realized Volatility Models. Journal of Futures Markets, 36(12), 1127-1163.
https://doi.org/10.1002/fut.21783, SU Repository: https://cronfa.swan.ac.uk/Record/cronfa34904

Goruchwyliaeth

Essays on forecasting stock market volatility (cyfredol)

PhD

Goruchwyliwr arall: Dr Syed Shabi-Ul-Hassan
THREE ESSAYS ON BANK CULTURE (dyfarnwyd 2023)

PhD

Goruchwyliwr arall: Dr Ilias Asproudis

Modiwlau a Addysgir

MN-D023 Independent Research Project

The module aims to develop fundamental research skills. It comprises the development of supervised research work leading to a dissertation in the field of sustainable finance. The specific research topic will be chosen by the student following consultation with their supervisor. This module is exclusive to MSc Investment Management MSc International Banking and Finance MSc International Finance MSc Finance Technology (FinTech) MSc Financial Analytics MSc Sustainable Finance MSc International Accounting and Finance MSc International Financial Management MSc Finance and Big Data Analytics MSc Strategic Accounting This module is not available to incoming exchange/visiting students.
MN-M585 Applied Data Analytics

This module provides students with experience in describing, analysing and making inference from data as well as reporting the results and presenting the data with different visualization techniques. It introduces students to tools and software useful to their careers.
MN-M601 Financial Risk Forecasting

The module is designed to provide students with fundamental knowledge and understanding of the quantitative risk management with a focus on market risk. The module aims to equip students with the empirical skills to estimate, test and interpret market risk forecasting, and evaluate in practice the application of different risk evaluation and measurement techniques that are required in the current regulatory environment.
MN-M602 Advanced Data Analytics

In today¿s data-driven world, the need for data visualization and data analytics has become fundamental in the financial services sector. This module provides students with fundamental competencies, technical skills and advance understanding of data and big data analytics in finance. The first part of the module covers exploratory data analysis and data visualization techniques. The second part focuses on the application of data analytics in different areas of finance, such as corporate finance, insurance companies and fraud.

Dr Katerina Tsakou

Cyfeiriad ebost

Dolenni Ymchwil

Trosolwg

Meysydd Arbenigedd

Uchafbwyntiau Gyrfa

Cyhoeddiadau

Uchafbwyntiau Ymchwil

Holl Ymchwil

Erthyglau Cylchgronau

Goruchwyliaeth

Essays on forecasting stock market volatility (cyfredol)

THREE ESSAYS ON BANK CULTURE (dyfarnwyd 2023)

Modiwlau a Addysgir

MN-D023 Independent Research Project

MN-M585 Applied Data Analytics

MN-M601 Financial Risk Forecasting

MN-M602 Advanced Data Analytics