The position is for 4 years and will be developed under a co-supervision agreement between Comillas, Strathclyde University (Glasgow), and the University of Milan, within the research area Finance and Commodity Markets.

Project focus:
The selected PhD candidate will work on the topic “Textual Analysis and Risk Modelling in European Energy and Electricity Markets.”
The dissertation will include:

1. Construction of a European electricity risk exposure index and its relationship with asset prices of European firms.
2. Forecasting frameworks integrating text-based information to improve electricity price predictability.
3. Macroeconomic implications through impulse response analysis of electricity risk shocks on macro-financial variables

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