My research focuses on financial time series modelling and forecasting using advanced statistical and econometric methods. In particular, my work investigates volatility dynamics, risk transmission, and interconnectedness across financial markets. I apply a range of methodologies including GARCH-type models, CARR-type models, multivariate volatility models, regime-switching models, and network-based connectedness approaches to study complex dependencies in financial data.

Recently, my research has expanded to examine the impact of macroeconomic uncertainty and geopolitical events on financial market volatility, with applications to global equity markets, commodity markets, and risk management. My goal is to develop robust statistical frameworks that improve forecasting accuracy and enhance understanding of financial market behaviour under uncertainty.