Identification
Personal identification
- Full name
- Nuno Miguel Barateiro Gonçalves Silva
Citation names
- Silva, Nuno
Author identifiers
- Ciência ID
- 9E13-BDEE-6A32
- ORCID iD
- 0000-0002-5687-3818
Languages
Language | Speaking | Reading | Writing | Listening | Peer-review |
---|---|---|---|---|---|
Spanish; Castilian | Advanced (C1) | Advanced (C1) | Intermediate (B1) | Advanced (C1) | |
English | Advanced (C1) | Advanced (C1) | Advanced (C1) | Advanced (C1) | |
French | Beginner (A1) | Intermediate (B1) | Beginner (A1) | Beginner (A1) |
Education
Degree | Classification | |
---|---|---|
2010
Concluded
|
PHd in economics (Doutoramento)
Universidade Nova de Lisboa, Portugal
"Three Essays on optimal consumption and asset allocation" (THESIS/DISSERTATION)
|
Aprovado com distinção e louvor por unanimidade |
1999
Concluded
|
Mestrado em Economia Financeira (Mestrado)
Universidade de Coimbra Faculdade de Economia, Portugal
"Eficiência informacional nos futuros Lisbor 3M" (THESIS/DISSERTATION)
|
Muito Bom |
1996
Concluded
|
Economia (Licenciatura)
Universidade Nova de Lisboa, Portugal
|
15 |
Affiliation
Teaching in Higher Education
Category Host institution |
Employer | |
---|---|---|
2010/10/13 - Current | Assistant Professor (University Teacher) | Universidade de Coimbra Faculdade de Economia, Portugal |
1999/06/02 - 2010/10/12 | Assistant (University Teacher) | Universidade de Coimbra Faculdade de Economia, Portugal |
1996/01/10 - 1999/06/01 | Trainee Assistant (University Teacher) | Universidade de Coimbra Faculdade de Economia, Portugal |
Projects
Contract
Designation | Funders | |
---|---|---|
2022/10 - Current | RiskBigData
PTDC/MAT-APL/1286/2021
Researcher
|
Ongoing
|
2013/01/01 - 2015/12/31 | Strengthening Higher Education in the Sphere of Finance in Siberia and Far East Russia.
TEMPUS-1-2013-1-RU-TEMPUS-JPCR
Other
|
Concluded
|
Outputs
Publications
Book |
|
Book chapter |
|
Journal article |
|
Working paper |
|
Activities
Oral presentation
Presentation title | Event name Host (Event location) |
|
---|---|---|
2023/01/12 | Multi-asset Return Predictability using VARs | 42nd EBES Conference
ISCTE-IUL Instituto Universitário de Lisboa, (Lisboa, Portugal)
|
2021/07/06 | Multi-Asset Return Predictability Using VARs. | 11th Portuguese Finance Network Conference
School of Economics and Management (EEG) - University of Minho, Braga. (Braga, Portugal)
|
2021/06/28 | International Portfolio Selection with Machine-Learning and Asymmetric Dynamic Conditional Correlations. | 41st International Symposium on Forecasting, International Institute of Forecasters |
2021/06/25 | Portfolio Selection with Multivariate Machine Learning Asymmetric DCC model. | The Nineteenth Annual European Economics and Finance Society - EEFS Conference,
European Economics and Finance Society and Department of Economics, City, University of London, (Lomdon, United Kingdom)
|
2019 | Life-cycle asset allocation and the Peso Problem: Does ambiguity aversion matter?, | 12th Economics and Finance Conferece
The International Institute of Social and Economic Sciences (Dubrovnik, Croatia)
|
2016 | Industry based equity premium forecast | 9th PFN Conferece
(Covilha, Portugal)
|
2014 | Time-varying stock return predictability: The Eurozone case, 2014 | 8th PFN Conference
(Vilamoura, Portugal)
|
2012 | Consuming Durable Goods when Stock Markets Jump: A Strategic Asset Allocation Approach | Campus for Finance
WHU Otto Beisheim School of Management (Vallendar, Germany)
|
2012 | Consuming Durable Goods when Stock Markets Jump: A Strategic Asset Allocation Approach | XIX Finance Forum
(Granada, Spain)
|
2012 | Consuming Durable Goods when Stock Markets Jump: A Strategic Asset Allocation Approach | Lubrafin Annual Conference
(Coimbra, Portugal)
|
2012 | Consuming Durable Goods when Stock Markets Jump: A Strategic Asset Allocation Approach | 7th PFN Conference
(Aveiro, Portugal)
|
2012 | Consuming Durable Goods when Stock Markets Jump: A Strategic Asset Allocation Approach | Midwest Finance Association Annual Meeting
(New Orleans, United States)
|
2011 | Consuming durable goods when stock markets jump: A strategic asset allocation approach, 2011. Quantitative Methods in Finance | Quantitative Methods in Finance
UTS Business School (Sidney, Australia)
|
2009 | Optimal consumption and portfolio allocation with unemployment risk | Quantitative Methods in Finance
UTS Business School (Sidney, Australia)
|
2008 | Optimal consumption and portfolio allocation with unemployment risk | QED Jamboore
Sorbonne (Paris, France)
|
Supervision
Thesis Title Role |
Degree Subject (Type) Institution / Organization |
|
---|---|---|
2019 - Current | QUALIDADE DA CONCESSÃO DE CRÉDITO NO SETOR BANCÁRIO EM PORTUGAL
Supervisor
|
|
2018 - Current | Ofertas Públicas Iniciais: Underpricing no mercado Euronext
Supervisor
|
|
2017 - Current | Russian stock return forecasting using industry indices and macroeconomic variables
Supervisor
|
|
2017 - Current | Performance persistence of Russian equity funds
Supervisor
|
|
2016 - Current | Análise da incorporação de informação no mercado acionista português
Supervisor
|
|
2016 - Current | A relação entre a iliquidez e a taxa de rentabilidade das ações cotadas no PSI Geral
Supervisor
|
|
2015 - Current | O impacto de aumentos de capital no valor das empresas do PSI geral
Supervisor
|
|
2014 - Current | Impacto dos choques petrolíferos na economia portuguesa
Supervisor
|
|
2014 - Current | Contágio nos mercados financeiros dos GIIPS
Supervisor
|
|
2014 - Current | A relação entre a variação das participações qualificadas dos investidores institucionais e a rentabilidade das acções do
PSI20
Supervisor
|
|
2014 - 2014 | Análise do desempenho dos gestores de fundos, baseada nas transações e nas participações das carteiras
Supervisor
|
Mestrado em Economia (Master) |
Committee member
Activity description Role |
Institution / Organization | |
---|---|---|
2022/07 - 2022/07 | Scientific Committee - Economy of Francesco, Portugal Conference
Member
|
Course / Discipline taught
Academic session | Degree Subject (Type) | Institution / Organization | |
---|---|---|---|
2023 - Current | Monetary Economics | (Licenciatura) | Universidade de Coimbra, Portugal |
2022 - Current | Selection of Financial Portfolios | (Doutoramento) | Universidade de Coimbra, Portugal |
2021 - Current | Financial derivatives | (Mestrado) | Universidade de Coimbra, Portugal |
2014 - Current | Microeconomics I | (Licenciatura) | Universidade de Coimbra, Portugal |
2013 - Current | Finance and Risk Economics | (Mestrado) | Universidade de Coimbra, Portugal |
2013 - Current | Derivative Financial Instruments | (Mestrado) | Universidade de Coimbra, Portugal |
2012 - Current | Public Economics | (Licenciatura) | Universidade de Coimbra, Portugal |
2011 - Current | Financial Markets and Institutions | (Mestrado) | Universidade de Coimbra, Portugal |
2011 - Current | Advanced Microeconomics II | (Doutoramento) | |
2010 - Current | Intermediate Microeconomics | (Mestrado) | Universidade de Coimbra, Portugal |
2010 - Current | International Political Economics II | (Licenciatura) | Universidade de Coimbra, Portugal |
2010 - Current | Monetary and Financial Economics | (Licenciatura) | Universidade de Coimbra, Portugal |
2010 - Current | Microeconomics II | (Licenciatura) | Universidade de Coimbra, Portugal |
2016/05 - 2016/05 | Strategic Asset Allocation | Gosudarstvennaa akademia promyslennogo menedzmenta imeni N P Pastuhova - filial Nacional'nogo issledovatel'skogo Tomskogo gosudarstvennogo universitet, Russia |
Journal scientific committee
Journal title (ISSN) | Publisher | |
---|---|---|
2024/10 - Current | Scientific Reports (2045-2322) | Nature |
2024 - Current | Economic Analisys and Policy (0313-5926) | Elsevier |
2024 - Current | Energy Efficiency (1570-646X) | Springer Nature |
2024 - Current | Energy strategy reviews (2211-467X) | Elsevier |
2024 - Current | Environmental advances (2666-7657) | Elsevier |
2024 - Current | Heliyon (2405-8440) | Elsevier |
2024 - Current | Journal of open innovation ( 2199-8531) | Elsevier |
2024 - Current | Sustainable development (0968-0802) | Wiley |
2023/05/31 - Current | Utilities Policy (0957-1787) | Elsevier |
2023/04/10 - Current | Economic Modelling (0264-9993) | Elsevier |
2023/01/02 - Current | Mathematics | MDPI |
2023 - Current | Economic Modelling (0264-9993) | Elsevier |
2023 - Current | Energy research & social science (2214-6296) | Elsevier |
2023 - Current | Energy (0360-5442) | Elsevier |
2023 - Current | Journal of risk and financial management (1911-8074) | Multidisciplinary Digital Publishing Institute |
2023 - Current | Omega (0305-0483) | Elsevier |
2023 - Current | Utilities policy (0957-1787) | Elsevier |
2022/11/26 - Current | International journal of environmental research and public health | MDPI |
2022/06 - Current | Sustainability | MDPI |
2022/06 - Current | Financial Innovation (2199-4730 ) | Springer |
2022/04 - Current | Journal of Mountain Science (1993-0321) | Springer |
2022/04 - Current | Energies | MDPI |
2022 - Current | International journal of environmental research and public health (1660-4601) | Multidisciplinary Digital Publishing Institute |
2021/05/14 - Current | Applied Finance Letters (2253-5802) | |
2020 - Current | Insurance Mathematics and Economics (0167-6687) | Elsevier |
2019 - Current | International Journal of Monetary Economics and Finance (1752-0487) | Inderscience Enterprises Ltd. |
2019 - Current | Annals of Finance (1614-2454) | Springer-Verlag |
2016 - Current | Notas Económicas |
Distinctions
Other distinction
1998 | SYLFF Fellowship |
1997 | SYLFF Fellowship |