Agata Kliber

Agata Kliber, PhD, is an Associate Professor at the Department of Applied Mathematics, Institute of Informatics and Quantitative Economics, Poznań University of Economics and Business. Her work bridges Financial Economics and Econometrics, with a focus on cryptocurrency markets, energy economics, and financial risk management.

• Research Themes: Financial market volatility, sovereign risk dynamics, cryptocurrency hedging properties, oil price impacts on inflation and sustainable transport, and econometric modeling (GARCH, MIDAS, NARDL).
• Awards: No specific awards mentioned in available data.
• Collaborations: Regularly collaborates with Barbara Bedowska-Sojka's research group and international scholars like Pavel Rezac and Krzysztof Echaust.

Recent Publications (2022-2025) analyze:

• Interdependencies between energy commodities and stock markets
• Asymmetric effects of oil prices on inflation expectations
• Safe-haven properties of cryptocurrencies during crises
• Volatility and liquidity forecasting models
• Impact of pandemics on sovereign risk and fintech-bank relationships
• Role of Bitcoin in crisis economies like Venezuela

Her methodological expertise spans Bayesian inference, stochastic volatility, and multi-criteria decision-making frameworks. ResearchGate profile shows 94 publications and 25,489 reads, indicating significant scholarly engagement.