Helena Veiga

Instituto Universitário de Lisboa (ISCTE-IUL)

Helena Veiga is currently an associate professor of econometrics at the Statistic Department of the Universidad Carlos III de Madrid. Her research is on financial econometrics, time series, panel data, empirical finance, in particular experimental finance, commodities markets and financial investments in the energy sector. She has published her work in the Journal of Banking and Finance, Journal of Empirical Finance, European Review of Economics, Energy Economics, Experimental Economics, Computational Statistics and Data Analysis, Journal of Productivity Analysis, Journal of Empirical Finance and European Journal of Operations Research. Helena Veiga holds a Ph.D. in Economics from Universitat Autònoma de Barcelona

Articles by Helena Veiga

Original research

Do investors price industry risk? Evidence from the cross-section of the oil industry

This paper analyzes the case of commodity-dependent industries by testing in the case of the oil industry and analyzing whether oil exposure relates to the cross-section of returns.

18 Jan 2017