UOS
Electricity price risk exposure and equity valuations in Europe
β Fully Funded
β° Closing Soon
π Econometrics
π Empirical Asset Pricing
π Energy Economics
π Financial Management
π Machine Learning
π Statistics
π Sustainable Finance
π Text Analytics
phd
fully funded
Europe
European firms
NLP
UK
asset pricing
econometrics
electricity price risk
energy markets
finance
machine learning
sustainable finance
A fully funded PhD at University of Strathclyde exploring electricity price risk exposure and its impact on European company valuations using NLP, financial econometrics, and textual analysis.
Project Description
This project investigates how exposure to electricity price risk affects investor valuations of European companies. The student will:
Construct electricity risk indices for Europe using text-based NLP methods
Analyze major newspapers in UK, Germany, France, Italy, and Spain
Apply financial econometrics to assess firm-level outcomes
Examine how electricity price exposure affects stock returns and market valuations
The project combines energy economics, sustainable finance, text analytics, and empirical asset pricing, addressing cross-country risk measurement and unstructured data analysis challenges.
Entry Requirements
Strong quantitative and analytical skills
Background in Economics, Finance, Data Science, or related field
Experience with NLP, machine learning, and econometrics advantageous
Background in Economics, Finance, Data Science, or related field
Experience with NLP, machine learning, and econometrics advantageous
How to Apply
Apply via University of Strathclyde online application system
Indicate Dr Luigi Gifuni as supervisor
Fully-funded 3-year PhD covering tuition and stipend
Indicate Dr Luigi Gifuni as supervisor
Fully-funded 3-year PhD covering tuition and stipend
Eligibility
UK/Home
EU
International
Supervisor Profile
DL
Dr Luigi Gifuni
University of Strathclyde, Business School
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