Multidisciplinary Advisory boutique

Giovanni Urga

Of Counsel

Professor of Econometrics & Finance at Bayes Business School (formerly Cass) since May 2002, where he is also Director of the Centre for Econometric Analysis. Since 2016, he has been Visiting Professor of Econometrics at CRED/Université Paris-Panthéon-Assas, France.

PhD in Economics (Oxford University, 1992), BSc in Economics (University of Pavia, Italy, 1985). In July 1999 he joined Bayes Business School as Senior Lecturer in Financial Econometrics. He was promoted to Reader in May 2001 and Full Professor in May 2002. At Bayes Business School, he was Director of the Doctoral Programme (August 2002 - July 2005), Acting Co-Director of the Doctoral Programme (August - December 2010) and coordinator of the Marie Curie training programme (2001-2006).

His experience and main research interests include econometric methodology and applications, panel data econometrics, forecasting models, financial econometrics and econometrics with high frequency data, modelling and study of statistical test procedures to capture jumps in bond and FX markets, energy markets, systemic banking and Shadow Banks risk, systemic risk and liquidity indicators. He is the author of approximately 80 articles published in highly prestigious scientific journals, and co-author of a book and several chapters in international books.

He is currently Associate Editor of Empirical Economics (2004-present) and was Guest Editor of the Journal of Business and Economic Statistics (2004-2007) and the Journal of Econometrics (2002-05). He was also Member-Chairman of the Panel for the Italian University Promotion: National Scientific Qualification 2018-2021. Competitive Sector: 13/A5 – ECONOMETRY, and External Examiner for master's degree courses in the UK. He has received research grants from the Bank of England, ESRC, the Leverhulme Trust, Inquire UK, Markit, Morningstar, Tullett Prebon and several EC programmes (Tacis-Ace, Phare-Ace, Marie Curie Fellowships).


Multidisciplinary Advisory boutique