معرفی
Dr. Neda Todorova is an Associate Professor in Finance at Griffith University's Department of Accounting, Finance and Economics. A Diplom-Kauffrau and Chartered Financial Analyst, she holds a PhD in Financial Economics from European University Viadrina. Her research focuses on volatility modeling, commodity markets, and financial econometrics.
Key research areas include volatility forecasting in energy markets, commodity price bubbles, derivatives pricing, and market co-movement during crises. Her work employs advanced econometric techniques including GARCH models, wavelet analysis, and high-frequency data analysis.
She has supervised doctoral research on stock market volatility, clean energy markets, and electricity derivatives. Recent publications examine uranium market risks, electricity forward markets, and China's commodity futures internationalization.
