Dr Manuela Pedio
PhD, MSc, BSc
Expertise
Current positions
Senior Lecturer in Finance
School of Accounting and Finance - Business School
Contact
Press and media
Many of our academics speak to the media as experts in their field of research. If you are a journalist, please contact the University’s Media and PR Team:
Research interests
My research interests are quite broad and span from empirical finance, financial econometrics, and financial forecasting to asset pricing and portfolio choice.
Projects and supervisions
Thesis supervisions
Predicting volatility with Twitter sentiment
Supervisors
Publications
Selected publications
01/01/2020Can Commodity-Specific Factors Improve the Forecasting Power of Macroeconomic Variables for Commodity Futures Returns
Annals of Operations Research
Estimating Stochastic Discount Factor Models with Hidden Regimes: Applications to Commodity Pricing
European Journal of Operational Research
The Impact of Monetary Policy on Corporate Bonds under Regime Shifts
Journal of Banking and Finance
How good can heuristic-based forecasts be? A comparative performance of econometric and heuristic models for UK and US asset returns
Quantitative Finance
Predictability of Real Estate Excess Returns: An Out-of-Sample Economic Value Analysis.
Journal of Real Estate Finance and Economics
Recent publications
06/03/2025How and When Are Cryptocurrency Predictable? Backtesting Their Porfolio Economic Value
Digital Assets
Natural Language Processing and Stock Returns
Artificial Intelligence and Beyond for Finance
Who Value ESG More: Retail or Institutional Investors?
Who Value ESG More: Retail or Institutional Investors?
Switching Coefficients or Automatic Variable Selection
Forecasting
The dynamics of returns predictability in cryptocurrency markets
European Journal of Finance
