Christian Hernández Guedes

Research Group:

• Finanzas Cuantitativas y Computacionales

• 40508-Estadística Básica para las CC. Sociales (Grado en Administración y Dirección de Empresas)
• 40526-Introducción a la Econometría (Grado en Administración y Dirección de Empresas)

Research Interest

Research interest: Productivity Analysis, Time Series Econometrics and Health Economics.

Title (provisional) of the PhD Thesis. Quantitative methods applied to the study of the convergence and efficiency in tourism, and the financial prediction.

General description: There are several quantitative approaches we formulate. On the one hand, focusing on tourism, the contribution is twofold. First, we analyse the efficiency of hotels by proposing non-parametric and non-radial methods (e.g., SBM, super-SBM and metafrontier-SBM) but also semiparametric approaches (StoNED). Second, we analyse the effects derived from the adoption of the Euro, in terms of tourism and convergence, considering the case of the Canary Islands and other ultra-peripheral regions of the European Community. On the other hand, we propose new methods to predict optimal hedge ratios between spot and futures exchange rates using intra-daily data and artificial neural networks. Also, we apply recent machine learning algorithms to study the volatility of some cryptocurrencies. Finally, we study the efficiency of insurance firms using parametric stochastic frontier methods in a Bayesian framework.

Becario Beca-Tesis 2022 (Agencia Canaria de Investigación, Innovación y Sociedad de la Información de la Consejería de Economía, Conocimiento y Empleo y por el Fondo Social Europeo (FSE) Programa Operativo Integrado de Canarias 2014-2020, Eje 3 Tema Prioritario 74 (85%)).