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About me

Dr Trino-Manuel Ñíguez is a Reader in the School of Organisations, Economy and Society, Westminster Business School, University of Westminster. He graduated with a bachelor's degree in economics (1997) and a master in quantitative economics (1999) at the University of Alicante. He completed his Ph.D. in economics from the University of Alicante in 2004. He has held visiting positions at the Bank of Spain and the University of Alicante. Dr Ñíguez was a teaching assistant at the University of Alicante from 1999-2003 and a research scholar and graduate teaching assistant at the London School of Economics in 2003-2005. He also worked for the Spanish government as a professional clarinetist (1987 to 1992), obtaining a degree as a teacher of clarinet from the Superior Conservatory of Music "Oscar Espla" of Alicante in 1994.

Education

2004     PhD in Economics (Cum Laude), University of Alicante

1999     Master in Quantitative Economics, University of Alicante

1997     Licenciado in Economics, University of Alicante

Research projects

2016-19: Co-investigator, research grant ECO2016-75631-P, project entitled “Solidarity as Engine of Economic Growth”, Spanish Ministry of Economy and Competitiveness.

2015: Principal investigator, research fellow, project entitled “Financial Risk Modelling and Forecasting under High Degrees of Uncertainty”, Bank of Spain.

2006-09: Co-investigator, research grant SEJ2006/06104, project entitled: "Value-at-Risk, Prices and Convergence: Econometric Models and Financial Applications", Spanish Ministry of Education.

2002-04: Co-investigator, research grant CTIDIB/2002/175, project entitled "Empirical Study of Econometric Models", Generalitat Valencian.

2001-02: Co-investigator, research grant GR01/228, project entitled "Econometrics: Theory and Applications", Generalitat Valencian.

Awards

2017     Students' Union Staff Appreciation Award, University of Westminster

2012     Students' Union Staff Appreciation Award, University of Westminster

2004     International Doctor Mention

Teaching

Prior to joining Westminster Business School in 2005, Dr Trino-Manuel Ñíguez taught microeconomics, econometrics and time-series analysis in the Department of Economics of the University of Alicante from 1999 to 2003. From 2003 to 2005, he worked as a graduate teacher assistant in the London School of Economics Department of Economics where he taught Introduction to Econometrics, and the Department of Statistics where he taught Elementary Statistical Theory. At Westminster Business School he has lectured on econometric methods and international economics at postgraduate level.

Research

Dr Ñíguez's research interests are in the areas of econometric theory, financial econometrics, time series econometrics, optimal portfolio choice, and forecasting. He has published his work in Economics Letters, Finance Research Letters, International Journal of Forecasting, Journal of Banking & Finance, Journal of Forecasting, North American Journal of Economics and Finance, Oxford Bulletin of Economics and Statistics, Quantitative Finance, and Spanish Economic Review, among other journals. He currently studies: (1) the importance of higher-order statistical moments and risk attitudes in optimal portfolio choice, with applications to economic modelling and forecasting under high levels of uncertainty, and (2) multivariate semi-nonparametric densities as a feasibly parameterised way to represent conditional volatility and asymmetric correlation, skewness and heavy tails observed in large portfolio asset return distributions

Publications

For details of all my research outputs, visit my WestminsterResearch profile.