Jose Olmo

Jose Olmo is a part-time Professor of Financial Economics at the University of Southampton. He holds editorial roles at journals including International Journal of Finance and Economics. His research focuses on financial econometrics, time series analysis, and systemic risk modeling. He collaborates with PhD students on topics like carbon footprint impacts on firms and asset pricing uncertainties.

Education: BSc in Mathematics (Universidad de Zaragoza), PhD in Economics (Universidad Carlos III de Madrid). Prior roles include Senior Lecturer at City University London and visiting professorships at IE Business School and Imperial College London. Currently serves as Senior Research Fellow at Fundación Agencia Aragonesa para la Investigación y el Desarrollo.

Teaching includes applied econometrics, financial derivatives, and machine learning at undergraduate/master/graduate levels. Supervises PhD students in Economics. Active in research groups like the Econometrics group and Southampton Marine and Maritime Institute.

Recent publications delve into climate change econometrics, deep reinforcement learning for portfolios, and causal environmental-finance linkages. His work bridges econometric theory with practical financial risk management challenges.