Malvina Marchese is lecturer in Finance and Director of the undergraduate Finance degrees at Cass Business School, City, University of London.
Her research interests lie in econometric theory and financial econometrics, specifically in fractionally integrated multivariate GARCH models and quantile regression for dynamic panel data. Malvina has a PhD in Econometrics, and an MSc and a BSc in Econometrics and Mathematical Economics from the London School of Economics and Political Science. She holds a PhD in Economics from the Univeristy of Genova.
She has published in journals such as Energy Economics, the Journal of Banking and Finance and Business Economics and Statistics. She is a referee for the Journal of the Royal Statistical Society (series A and B), Economic Letters, Finance Research Letter and the Journal of Commodities Markets.
Malvina has extensive industry experience having held for three years the role of head of Risk management for ERG energy, and she is currently on the board of Advisor of the Research division of Maersk Brokers.
Malvina also holds the position of Director of Econometrics at Timberlake Consultants