Scientific seminar

Posted on 2022-05-24

We invite you to a scientific seminar connected with the presentation of the results of the study "Do commodity markets catch a cold from stock markets? Modeling uncertainty spillovers using Google Search Trends and wavelet coherence”, which will take place on Thursday, May 26 from 15.15 - 16.30 in room C204.
The guest and speaker will be Dr. Jan Jakub Szczygielski from the Kozminski University in Warsaw.

You're welcome!

Jan Jakub Szczygielski is an Assistant Professor in finance at Kozminski University, in Warsaw, Poland, and a lecturer (research fellow) at the University of Pretoria. Prior to joining Kozminski University, he worked at two research-intensive institutions, the University of Pretoria and the University of the Witwatersrand in South Africa, and also within the higher education sector in the United Kingdom. He holds a Ph.D. in Financial Management Sciences (Finance) from the University of Pretoria. He has published in a number of well-regarded journals, including the Journal of Portfolio Management, Energy Economics, International Review of Financial Analysis and Finance Research Letters. His current research focus is on developing econometric and quantitative techniques for application to asset pricing and information transmission modelling.