Research‎ > ‎Team and Contributors‎ > ‎

Sofia Ramos

Research Areas        

Mutual Funds

Portfolio Management

Energy Finance

International Finance

 

Appointments      

Associate Editor of European Journal of Finance

 

Selected Conferences

EFMA 2015, 2014, 2012, 2011, 2010, 2003, 2002; IFABS 2015, 2011; Financial Management Association Annual Meeting 2015, 2014, 2011, 2010, 2009; European Conference on Operational Research 2014, 2010; Northern Finance Association 2013; European Economic Association 2013, 2002; Conference on Energy Finance ; 2012, Energy & Finance Conference 2011; 2012, 2010, 2003 Midwest Finance Association; Financial Management Association-European Meeting  2014, 2011, 2007, 2003,2002; 8th International Conference on European Energy Markets; 2010 European Finance Association; The 2005, 2007 McGill Conference on Global Asset Management, McGill Finance Research Centre, Montreal. 2007 Conference of the Western Finance Association

 

Advisory 

Member of the accreditation committee of  Portuguese Agency of Higher Education on Banking and Finance graduate and undergraduate courses

 General Research Fund Council of Hong Kong

 Peer-Reviews for Emerging Markets Finance and Trade, Energy Economics, Energy Journal, International Review of Finance and Economics, Journal Banking & Finance, Journal of Behavioral Finance, Journal of Business Finance and Accounting, Journal of Empirical Finance, Journal of Financial Stability, North American Journal of Economics and Finance, Review of Finance, The Journal of Finance, among others

 

Education   

 
Swiss Finance Institute, Lausanne University, Switzerland , PhD in Finance


Languages

Portuguese (mother tongue), English

 



Associate Professor of Finance- ESSEC Business School, France.

Department of Finance, ESSEC Business School, France

E-mail : ramos@essec.edu 

Web: http://scholar.google.com/citations?user=bW3fYF8AAAAJ

 

 

Publications


Books

S. Ramos and H. Veiga (Eds.), The Interrelationship Between Financial and Energy Markets, Lecture Notes in Energy 54, Edited by Sofia B. Ramos and Helena Veiga, 2014, Springer-Verlag Berlin Heidelberg

 

Papers

Banking industry performance in the wake of the global financial crisis”, International Review of Financial Analysis, forthcoming (with D. Bhimjee, and J. Dias)

Correlations between oil and stock markets: A wavelet-based approach, 2015, Economic Modelling, Volume 50, November 2015,   Pages 212–227 (with  B. Martín-Barragán and H.  Veiga)

Clustering financial time series: New insights from an extended hidden Markov model, 2015, European Journal of Operations Research, 243 (3), 852–864  (with J.G. Dias and J.K. Vermunt)

An analysis of industry regimes synchronization in the Eurozone, 2015, Journal of Common Market Studies, 35 (2), 255-273,  (with J.G. Dias)

Heterogeneous price dynamics in U.S. regional electricity markets, Energy Economics,  2014, 46, 453-463 (with J.G. Dias)

Dynamic clustering of energy markets: An extended hidden Markov approach, 2014, Expert Systems With Applications, 2014, 41(17), 7722–7729  (with J.G. Dias)

Energy price dynamics in the U.S. market. Insights from a heterogeneous multi-regime framework, Energy, 2014, Volume 68, Pages 327–336 (with J.G. Dias)

The aftermath of the subprime crisis - a clustering analysis of world banking sector, 2014, Review of Quantitative Finance and Accounting, volume 42, Issue 2, pages 293-308  (with J.G. Dias)

The dynamics of stock markets cycles in the euro zone, Economic Modelling, 2013, vol 35, pages 320-329 (with J.G. Dias).

Oil Price Asymmetric Effects: Answering the Puzzle in International   Stock MarketsEnergy Economics, 2013, volume 38, July, pages 136–145 (with H. Veiga).

The determinants of mutual fund performance: a cross-country study, Review of Finance, 2013, vol. 17,nº 2, pages 482-525 (with M. Ferreira, A. Keswani and A. F. Miguel). Reprinted in CFA Digest 43, no. 3 (2013).

The flow-performance relationship around the world, Journal of Banking and Finance, 2012, Volume 36, Issue 6, pages 1759-1780 (with M. Ferreira, A. Keswani and A. F. Miguel).

When markets fall down: are emerging markets all equal?, International Journal of Finance and Economics, 2011, vol 16, pages 324-338; (with J.G. Dias and J.K. Vermunt). Reprinted in CFA Digest,Nº2 2012 - CFA Institute.

Risk Factors in Oil and Gas Industry Returns: International EvidenceEnergy Economics, 2011Volume 33, nº 3, pages 525-542 (with H. Veiga).

The size and structure of the world mutual fund industryEuropean   Financial Management, 2009, volume 15, nº 1, pages 145-180.   

Competition and stock market development, European Journal of Finance, 2009volume 15 1-2, pages 231-247.

Stock exchanges competition in a simple model of capital market equilibrium, Journal of Financial Markets, 2008, volume 11, nº3, pages 284-307 (with Ernst-Ludvig von Thadden).

Geographical versus Industrial Diversification: constraints matter, Journal of Empirical Finance, 2006, issues 4-5, pages 396-416 (with P. Ehling).

 

 

 

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