معرفی
Mustafa Hakan Eratalay is a Lecturer in Econometrics at the University of Tartu's School of Economics and Business Administration (50% position). Previously, he served as Associate Professor of Financial Econometrics (2015–2017) and Lecturer (2012–2015) at the European University at St. Petersburg. He holds a PhD in Economics from the University of Alicante (2012), specializing in Multivariate Volatility Modeling and Estimation under Dr. M. Angeles Carnero.
His research focuses on Financial Econometrics, Time Series Analysis, Systemic Risk, ESG Ratings, and Social Networks. Key projects include analyzing cultural impacts on consumer confidence, cryptocurrency price prediction using machine learning, and evaluating ESG ratings' effects on systemic risk. He has contributed to studies on Baltic stock markets, ECB communications during crises, and Moscow Stock Exchange dynamics.
Eratalay has published in journals like Journal of Risk and Financial Management, Computational Economics, and Economics of Transition. He collaborates with institutions like the Estonian Research Council and the European Commission on projects addressing economic resilience, cultural metrics, and modular nuclear power plant feasibility.
