Â鶹ƵµÀ

Dr Emmanuel Fianu

Job: Lecturer

School/department: Department of Accounting and Finance

Address: Â鶹ƵµÀ, The Gateway, Leicester, LE1 9BH

T: 0116 207 8975

E: emmanuel.fianu@dmu.ac.uk

 

Personal profile

Dr. Emmanuel Fianu is currently a Lecturer in Accounting and Finance at Â鶹ƵµÀ (DMU). He has experience working in the financial industry as well as in the academia. Prior to joining DMU, Dr. Fianu was previously a lecturer at the Global Banking School, London. Recently, he was also a Research Fellow at Mainz University of Applied Sciences and partly a Visiting Researcher at the International Centre for Insurance Regulation (ICIR), Goethe University of Frankfurt working various research grants and projects. In addition, he taught partly at the University of Freiburg, and was a Post-Doctoral Research Fellow at the the Leuphana University of Lüneburg. Furthermore, he collaborated on various scientfic research projects at the University of Verona, and has been a visiting Researcher at the University of  Naples Parthernope.

Dr. Fianu has professional and academic experience and expertise in Risk Management, Portfolio management, Financial Econometrics, Corporate Finance, Sustainable Finance (Green Finance) and Accounting, AI& FinTech, Energy and Climate Finance, Data Science and Applications with an interdisciplinary focus.  As a result, Dr. Fianu has investigated risk management issues in energy markets and commodity market, financial markets, sustainability economics and climate change and their resulting projects. For instance, his recent project focuses on Socially Responsible Investing - Sustainable Finance, Financial and Sustainability Accounting, ESG investing, Insurance and Solvency Regulations and Portfolio optimization, Risk management, Stochastic Modelling, Innovation, Quantitative analysis, market research, Strategic and Tactical Investments. Dr. Fianu is passionate and a strong believer in the positive impacts of projects in practice, and thus, interested in research that aims to bridge the gap between academia and the industry. Dr. Fianu’s has been equally devoted to research and have a track record of research excellence with recent publications in leading journals such as: European Journal of Operations Research (ABS4* rated), Annals of Operations Research (ABS 3*); etc.

He obtained his PhD in Economics and Finance from the University of Verona, Italy. During the period of his Ph.D., he was a visiting junior Researcher at Aarhus University, Denmark. He obtained his B.Sc. (Honors) degree in Mathematics from Kwame Nkrumah University of Science and Technology, and M.Sc. degree in Mathematical Economics and Applied Mathematics (with applications to Economics and Finance) from the Bielefeld University and the University of Paris 1 Pantheone Sorbonne, France. 

Research group affiliations

  • The Centre for Research in Accountability, Governance and Sustainability (CRAGS)
  • The Finance and Banking Research Centre (FiBRe)

Publications and outputs

    • Ahelegbey, D.F., Casarin, R., Fianu, E.S. et al. Structural changes in contagion channels: the impact of COVID-19 on the Italian electricity market. Annals of Operation Research (2024). (3* STAR)
    • Schlütter, S., Fianu, E. S., & Gründl, H. (2023). Responsible investments in life insurers’ optimal portfolios under solvency constraints. Zeitschrift für die gesamte Versicherungswissenschaft, (1), 53-8
    • Fianu, E. S., Ahelegbey, D. F., & Grossi, L. (2022). Modeling risk contagion in the Italian zonal electricity market. European Journal of Operational Research. (4* STAR)
    • Fianu, E. S., (2022). “Analyzing and forecasting multi-commodity prices using variants of mode decomposition-based extreme learning machine hybridization approach”, Forecasting (Cite Score: 4.0)
    • Fianu, E. S., Ahelegbey, D. F., & Grossi, L. (2021).  “Risk Management via Contemporaneous and Temporal Dependence Structures with Applications” MethodsX (Cite Score: 2.8)
    • Fianu, E. S., (2022). “Analyzing and forecasting multi-commodity prices using variants of mode decomposition-based extreme learning machine hybridization approach”, Forecasting (Cite Score: 4.0)
    • Fianu, E. S., Ahelegbey, D. F., & Grossi, L. (2021).  “Risk Management via Contemporaneous and Temporal Dependence Structures with Applications” MethodsX (Cite Score: 2.8)
    • Fianu, E. S. (2018), “Portfolio optimization of power futures market: Evidence from France and Germany”, International  Journal of  Public  Policy, Vol. 14, Nos.1/2, 2018 (1* Star).
    • Fianu, E. S. (2017), “Exploring the resilience of crude oil prices via nonlinear dynamics and wavelet-based analysis: an international experience”, Int. Journal of Decision Sciences, Risk and Management, Vol. 7, No. 4, 2017, Copyright © 2018 Inderscience Enterprises Ltd (1* Star).
    • Fianu, E.S., (2016), “The Delay vector variance (DVV) method and recurrence quantification analysis of energy markets”, The International Journal of Energy and Statistics, Vol. 04, No. 01, 1650001(1* Star).
    • Fianu, E. S., and L., Grossi (2015), “Estimation of risk measures on electricity markets with fat-tailed distributions”, The Journal of Energy Markets, volume 8 (4), pp 29–54, 2015 (1*STAR).
    • Fianu, E. S., (2015), “Portfolio optimization in zonal energy markets: Evidence from Italy”, The International Journal of Energy and Statistics, Volume 03, Issue 2 2015, Pages 155000 (1*STAR).
    • Herzberg, F. S. Lauwers, L. Van Liedekerke, L., and E. S. Fianu (2010), “Addendum to L. Lauwers and L. Van Liedekerke, “Ultraproducts and aggregation”. Journal of Mathematical Economics Volume 46, Number 2 pp 277–278 (3*STAR).

Research interests/expertise

    • Financial Economics, Financial Econometrics, Corporate Finance
    • Financial Portfolio Management, Risk Management, Sustainable Finance (Green Finance) and Accounting
    • AI and FinTech., Data Science and Applications with inter- and transdisciplinary focus

Areas of teaching

    • Financial Economics
    • Financial Risk Management
    • Corporate Finance
    • Sustainable Finance
    • Financial Econometrics
    • Financial Portfolio Management
    • Applied Econometrics
    • Statistics and Quantitative Methods
    • Quantitative/Computational Finance
    • Data Science and Applications
    • Financial Technology (FinTech)

Qualifications

  • PhD
  • MSc
  • MSc
  • BSc

Courses taught

 Module Leadership (PG):

    • Finance, Investment and Financial Management
    • Applied Asset Management
    • Portfolio Management
    • Economics of Energy Market and Energy market risk Analysis

Module Leadership (UG):

    • Corporate Finance

 Taught Postgraduate Courses

    • Applied Asset Management (incl. practical sessions using Bloomberg Terminals and LSEG (formally Refinitiv) Workspace platform
    • Finance, Investment and Financial Management
    • Principle for Business Finance (MBA)
    • Portfolio Management
    • Microeconomics of energy markets
    • Energy Finance (Energy market risk modelling, Energy Markets, and Energy Risk Analysis and Management)
    • Portfolio optimization techniques and Applications

Taught Undergraduate courses

    • Corporate Finance
    • International Accounting and Finance Issues
    • Business Intelligence with Excel
    • Probability and Statistics
    • Experimental Design
    • Mathematical Analysis

Undergraduate Foundational Courses

    • Foundational courses in Business Management and Tourism
    • Foundational courses in Accounting and Finance
    • Statistics
    • Linear Algebra
    • Differential Equations

Honours and awards

    •  Young Investigator Research Grant (€ 2, 674) ACRI: Associazione di Fondazioni e Casse di Risparmio Spa.
    • Post-Doctoral Research grant, German Federal Ministry of Education and Research
    • Ph.D. Scholarship for the Internationalization of Research. The University of Verona and the Ministry of Education, Italy (€13.638 p.a.)
    • UseR 2012 Student Travel scholarship ($ 500)
    •  Erasmus Mundus Scholarship for QEM Master (€42,000)

Membership of external committees

    • Member, Association of Christian Economist (2009-2012)
    • Vice-President, Association of Mathematics Student Christian Fellowship (2004-2005)
    • Member, Audit Committee, Pentecost Student Association (2005-2006)

Membership of professional associations and societies

    • British Academy of Management (BAM)
    • Member of the Finance and Insurance Econometric Society e.V.
    • Member, Euro Working Group for Finance and Commodities modelling (EWGFCM)
    • Member, European Association of Environmental and Resource Economists
    • Member, European Group of Risk, and Insurance Economists
    •  Member, European Economic Association
    • Member, Association for Mathematics Applied to Economics and Social Sciences 

Conference attendance

  1. 9th - 11th Jun. 2024 Invited Presenter: “3nd Conference on International Finance; Sustainable and Climate Finance and Growth”, ICMA Centre, Henley Business School, Reading, UK (Forthcoming)
    •  21st Jun, 2024 Invited presenter: “2nd Conference on Sustainable Banking & Finance - CSBF 2024” Napoli, Italy (Forthcoming)
    •  12th Jun. 2023 participants: “Decarbonising Large Portfolios”, The Centre for Economic Policy Research (CEPR) Research Policy Network (RPN) (Webinar).
    •  31st Jul - Aug 3, 2022, invited presenter: "Insights into ESG Contributions to the Downside Systematic and Systemic Risk Measurement of the Insurance Sector", ARIA Annual Conference 2022, Hyatt Long Beach, CA, USA (could not attend)
    •   10th - 12th, 2022, Invited presenter: "Spillovers and network effects in a downside risk measurement framework of the insurance sector: ESG strategies "11th International Conference of the Financial Engineering and Banking Society, Portsmouth, United Kingdom (could not attend)
    • 16th - 17th Mar 2022, Invited presenter: "Responsible investments in life insurers' optimal portfolios under solvency constraints", Deutsche Verein für Versicherungswirtschaft (DVfVW) 2022 Annual Conference, Virtual Meeting.
    • 4th - 6th March 2022, Invited presenter: "Structural Changes in Contagion Channels: The Impact of COVID-19 on the Italian Electricity Market" RCEA Conference on Recent Developments in Economics, Econometrics and Finance, Tax Administration Research Centre (TARC), University of Exeter, United Kingdom (could not attend due to other engagements).
    • 10th Nov 2021, in attendance, TransVer Day 2021, “Nachhaltigkeitstag des GDV”; Berlin, Germany.
    • 6th Oct 2021, in attendance; RCEA – Rimini Centre for Economic Analysis; “Productivity, Profitability and Growth”, RCEA Webinar Series
    • 2-4th August 2021, in attendance; American Risk and Insurance Association (ARIA) Annual meeting, Virtual.
    • 28th Jul 2021, in attendance; The 11th RCEA Money, Macro and Finance conference; Panel Keynote Session.
    • 15th Jun 2021, in attendance; A look beyond ESG Ratings: Quantitative Investment and Climate Risk, Chicago, Illinois; GARP Chapter meetings, online.
    •  25th Sep. 2020, Invited Presenter, CEQURA Conference 2020 (virtual conference) On Advances in Financial and Insurance Risk Management Society for Financial and Insurance Econometrics Finanz- und Versicherungsökonometrische     Gesellschaft e.V.
    • 15th Feb., 2018: Invited Presenter: 3rd Edition of Energy Finance Italia 2018 Conference, Aurum – Largo Gardone Riviera; Pescara, Italy.
    • 15th -16th Feb. 2018:  Invited presenter and award winner: 3rd Edition of Energy Finance Italia Conference, Aurum – Largo Gardone Riviera; Pescara, Italy.
    • 1st -3rd Dec. 2016: Invited Presenter: The 58th Meeting of the Euro Working Group of Commodities and Financial Modelling (EWGCFM); University of York; United Kingdom; Could not attend.
    • 23th - 26th Jun. 2016: Invited Presenter: The 2nd International Conference on Computational Statistics (COMPSTAT 2016); Auditorium Congress Palace Principe Felipe, Spain.
    • 22nd -25th Jun. 2016: Invited Presenter: 22nd European Association of Environmental and Resource Economists Conference; Zurich, Switzerland.
    • 17th Feb. 2016: Participant:  ESSEC Webinar Energy and Commodity Finance on “The pricing of skewness in commodity futures markets: Risk or lottery”, France.
    • 12th -14th Dec. 2015: Invited Presenter: The 9th International Conference on Computational and Financial Econometrics (CFE-2015), Senate House, University of London, United Kingdom.
    • 12th -14th Dec. 2015: Invited Presenter: The 8th International Conference of the ERCIM WG on Computational and Methodological Statistics (CMStatistics-2015), Senate House, University of London, United Kingdom.
    • 12th -14th Nov. 2015: Invited Presenter: 56th Meeting of the Euro Working Group of Commodities and Financial Modelling (EWGCFM), Zayed University, Dubai, United Arab Emirates (UAE).
    • 7th September: Invited Presenter: German Institute for Economic Research (DIW Berlin), Berlin, Germany.
    • 02nd -06th Aug. 2015: Invited presenter: World Risk and Insurance Economics Congress, Munich, Germany.
    • 24th - 27th Jun 2015: Invited presenter: 21st European Association of Environmental and Resource Economists Conference, Helsinki, Finland.
    • 12th - 14th May, 2015: Invited Poster Presenter: European Climate Change Adaptation Conference, Bella Center, Copenhagen, Denmark; (Declined to attend other research activities).
    • 28th Jun. - 02nd Jul 2014: Attendant: 5th World Congress of Environmental and Resource Economists (WCERE), Istanbul, Turkey.
    • 30th Jun - 03rd Jul 2014: Invited Speaker, the R User Conference 2014, UCLA, Los Angeles, California, (but declined participation due to WCERE).
    • 04th - 07th Aug. 2014: Participant: Summer School Intergenerational Equity and Efficiency under Uncertainty, Camp Reinsehlen, Germany.
    • 14th - 18th Jul. 2014: Participant: Summer School in Economics and Finance (Quantitative and Economic Analysis of Energy Markets,); Alba di Canazei, Trento-Italy.
    • 13th Jul. 2013 Presentation on “Risk Management for Energy Markets, Risk and Insurance" at Sustainability Economics Group Retreat, Leuphana University of Lüneburg, Germany.
    • 12th -15th June 2012: Invited presenter: The 8th International R Users Meeting; Vanderbilt University Nashville, Tennessee, USA.
    • 3rd Jun. 2012: Portfolio Optimization of Energy Markets using Future Prices, Department of Business and Economics and CREATES; Aarhus University.
    • 23rd - 25th May, 2011: Statistical Workshop Approximate Likelihood Methods for High Dimensional Dependencies and New Robust Methods for the Analysis of Complex Data, Verona, Italy.
    • 13th - 14th Sep. 2010: Safe International Workshop on Quantitative Analysis of Energy Market (QAoEM), Verona, Italy.
    • 11th - 15th January 2010: Winter School IT5 on Inequality in a Dynamic Perspective, University of Verona, CHILD, CRISS, UNICEF, ECINEQ, CEPS-ISTEAD, Alba di Canazei (TN), Italy.
    • 13th Aug. 2007: Edward A. Bouchet/Abdus Salam Regional Workshop on Functional Analysis, Differential Equations and Applications, Legon-Accra, Ghana.

Current research students

Assessor for Doctor of Business Adminstration Candidate:

Student: Ms. Josephine Michael-Oshineye

Dissertation title: " Employee retention strategies and outcomes for SME Growth in Nigeria"

Completed PGR Supervisions: 

    • Ms. AZIZ   Salma: Dissertation title: "On ESG Portfolio Construction: Genetic Algorithm and particle swarm Approach."
    • Ms. XAVIER  Stefy: Dissertation title:" Effect of capital structure on firms performance: A study of UK manufacturing companies"
    • Ms. JOSHY Daliya: Dissertation title:"Impact of Brexit on the UK-based mining industry"
    • Ms. KARAMANNA SURENDRAN Haritha: Dissertation title: "The impact of macroeconomic factors on consumer demand: the experience of royal mail plc"
    • Ms. KURISINKAL THANKACHAN       Anju Dissertation title:- "A study of the relation between VIX, S&P 500, interest rate and Credit Default Swap Index during COVID – 19 pandemic and post COVID era"
    • Ms. PADHIYAR Avanee: Dissertation title: "The Impact of COVID-19 on the Airline Industry in the United Kingdom: A Comprehensive Analysis"
    • Mr. PRABHAKARAN Akhil: Dissertation title: " Consumer perception towards unified payment interface (UPI) in Kerala: Exploring the factors affecting its adoption and growth"
    • Mr. ROBIN Rohith: Dissertation title: "The Dynamics of Income Inequality and its Implications on Sustainable Economic Development "
    • Ms. SANUSI Opeyemi: Dissertation title:"Impact of macroeconomic variables on stock market volatility: The Case of the United Kingdom"
    • Ms. SARATH  Simy: Dissertation title:"The Impact of Advanced Accounting Software on Business Performance: A Comprehensive Analysis"

Externally funded research grants information

  • Co-Investigator: "Nachhaltige Kapitalanlagen in optimalen portfolios von versicherungsunternehmen under solvency II (translated: Sustainable investments in optimal portfolios of insurance companies under solvency II)" Research Grant (€40,000), Deutschen Verein für Versicherungswissenschaften; Germany 

 

Professional esteem indicators

  • Membership of University Boards/Committees

    • Sep. 2023 - Present       Artificial Intelligence (AI) Go-To Person, Department of Accounting and Finance, Â鶹ƵµÀ

    • Apr. 2024 – Jun. 2024     Business and Law Symposium Scientific Committee Member, Â鶹ƵµÀ

    • May – Jun 2023    Deputizing University Academic IT Committee (AITC) Representative, Â鶹ƵµÀ

    • Apr. 2023 – Present      Business and Law Faculty IT User Group (FITUG),  Â鶹ƵµÀ

    • Mar. 2023 – Jun 2023    Business and Law Conference Scientific Committee Member

    • Editorial Boards
    • Editorial Board Member: International Journal of Energy and Statistics (2016 - 2017)
    • Editorial Board Member: Economics and Business Quarterly Reviews
  • Academic Journal Reviewer for:
    • Corporate Social Responsibility and Environmental Management
    •  Energy Journal
    • Energy
    • Sustainability
    • Forecasting
    • Mathematics
    • International Journal of Economics and Finance
    • Advances in Business and Economics
    • Economia Politica (Journal of Analytical and Institutional Economics)
    • Sustainability
    • Business Ethics, the Environment, and Responsibility
    • Green and Low-Carbon Economy 
    • International Journal of Finance and Economics
    • European Business Review
    • Canadian Journal of Administrative Science
    • Journal of Disaster Risk Studies, 
Emmanuel-FianuSen