Finance · Environmental risk · Insurance
I study how environmental shocks generate losses, how those losses transmit through the real economy, and how residual exposure is priced, insured, and transferred.
Current research Revise & Resubmit · Risk Analysis
01 / 03I hold a PhD in Finance from the University of Cyprus, an MSc in Economics and Finance with Distinction, and a BSc in Physics from the University of Bath. This interdisciplinary training lets me connect physical environmental phenomena with economic behaviour, financial modelling, and policy-relevant outcomes.
My work brings together high-frequency transactions, environmental monitoring, health records, satellite and meteorological data, and financial-market evidence. The research programme moves from environmental-risk measurement, to real-economy transmission, to pricing and financial design.
Environmental shocks, financial behaviour, and the design of risk-transfer mechanisms.
Revise & Resubmit · Risk Analysis
Combines rural-background air-quality monitoring with mortality and hospital-admission records, then translates the estimated risk into a parametric catastrophe-bond design.
Working paper
Uses a near-complete record of card transactions in Cyprus to identify how dust events and public-warning accuracy alter mobility, spending, and business-interruption losses.
Working paper
Develops an environmentally augmented regional consumption-based asset-pricing framework and tests whether pollution, temperature, and disaster exposure are priced.
Summary only · Working paper
Quantitative finance shaped by training in physics, economics, atmospheric science, and applied econometrics.
PhD in Finance, Department of Accounting and Finance · 2026
MSc Economics and Finance, Distinction · 2020
BSc Physics · 2018
Visiting PhD Candidate · 2023
Research input from specialists in epidemiology and distributed-lag methodology in London.
Hosted and organised by The Cyprus Institute (CyI). Analysis of aerosols, air pollution, and their sources in the Eastern Mediterranean · 5 ECTS / 125 hours
Applied econometrics, Bayesian methods, asset pricing, catastrophe-bond pricing, and high-frequency data.
Selected recognition
Teaching
Taught two sections covering the time value of money, inflation, investment risk, diversification, borrowing, insurance, retirement, and long-term financial planning.
International doctoral research experience in finance.
Previous roles in financial-markets dealing and compliance, including exposure monitoring, market-risk reporting, AML, and operational controls.
Research agenda
My future work will integrate satellite-based Earth observation, including NASA Earth data and ESA Copernicus products, with financial, insurance, health, and socioeconomic records to improve exposure measurement and financial design.
Education, research, teaching, professional experience, conference presentations, awards, and technical skills.
View CV ↗High-dimensional Bayesian forecasting, time-varying parameters, dynamic variable selection, and mixed-frequency methods.
Read dissertation ↗Summaries of current working papers are presented above. The Chapter 2 viva presentation is available, while the Chapter 2 manuscript and Chapter 3 materials are not publicly available.
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