Educating for 35 229 days
Pracownicy i Współpracownicy

prof. dr hab. Barbara Będowska-Sójka, kierownik Katedry

Ph.D., Head of the Department of Econometrics
Classes (materials on the Moodle platform): 
Applied quantitative methods for economic analysis - Moodle, sylabus, programmes used: R (winter term)
Portfolio Theory - Moodle, programmes used: Excel, R (winter term)
Advanced financial market modeling - Moodle, programmes used: OxMetrics and R (winter term)
Portfolio Management - Moodle, programms used: OxMetrics, R (summer term)
Financial Econometrics - Moodle, programms used: OxMetrics, R (summer term)

I’ll be using DataCamp for the Classroom in my classes in the academic year 2022/23! 

DataCamp supports education around the world for free via this initiative. Find out more here:

Office hours:
Środa | Wednesday 9:45-10:45 || Czwartek |Thursday 14:55-15:55
pok. 318A budynek C | room 318A building C
Istnieje możliwość konsultacji w innym terminie po wcześniejszym kontakcie drogą mailową | 
It is possible to have a consultation at another time after prior contact via email.

Research profiles:
WoS: Web of Science ResearcherID: K-1112-2019

ResearchGate profile:

Other activities:

Management Committee (MC) Member - COST Action CA19130

Fintech and Artificial Intelligence in Finance - Towards a transparent financial industry

Editor in: Research in International Business and Finance (Elsevier) & Studies in Economics and Finance (Emerald)

Zainteresowania naukowe / Topics:
ekonometria finansowa, badanie reakcji rynku na informacje, analiza szeregów czasowych, modelowanie zmienności, inwestycje, zarządzanie ryzykiem, modelowanie danych wysokiej częstotliwości, FinTech, uczenie maszynowe, analiza danych;
financial econometrics, the impact of information, time series analysis, volatility modeling, investment, risk management, high-frequency data modelling, FinTech, machine learning, data analysis;

Publikacje / Publications - click on the link on the left

Konferencje | Recent conferences:

Barbara Będowska-Sójka, Piotr Wójcik, Zombies on the cryptocurrency market, WROFIN Conference, Gola Dzierżoniowska, 16-18.11.2022.
Barbara Będowska-Sójka, Agata Kliber, Laivi Laidroo, Has the pandemic changed the relationship between banks and fintechs? COST Action 19130 Working Group 3 Meeting, University of Utrecht, 5-7.10.2022.
Barbara Będowska-Sójka, udział w spotkaniu Diversity Group oraz w konferencji AI in Finance, COST Action 19130, Bern Business School, 30.09.2022. 
Barbara Będowska-Sójka, Editorial boards of finance journals: gender and social connectedness, COST Action 19130 Conference Woman in FinTech, Uniwersytet w Tiranie, Albania, 21-22.09.2022. 
Barbara Będowska-Sójka, Piotr Wójcik, Which cryptocurrency leads the market. The evidence from the dynamic networks, EURO 2022, Espoo, 3-6.07.2022.
Barbara Będowska-Sójka, Joanna Górka, Dynamic dependence and volatility spillovers on the lithium and oil markets, 1st Conferences on International Finance, Sustainable and Climate FinanceFuture Finance Conference, Napoli, 12-14.06.2022. 
Barbara Będowska-Sójka, Agata Kliber, Can cryptocurrencies hedge oil price fluctuations? A pandemic perspective, Euro Working Group For Commodities and FInancial Modelling & XIX International Conference on Finance and Banking FI BA 2022, 26-27.05.2022 (on-line)
Będowska-Sójka B., Kliber A., Laidroo L., Have FinTechs outperfomed Banks?The impact of COVID on the financial markets, 12th Annual Financial Market Liquidity Conference, Budapest, Hungary, 11-12.11.2021 (hybrid).   
Będowska-Sójka B., Kliber A., Laidroo L., Have FinTechs outperfomed Banks?The impact of COVID on the financial markets, International Risk Management Conference IRMC 2021, Cagliari, 1-2.10.2021.
Będowska-Sójka B., K. Echaust, The asymmetry of Amihud illiquidity measure - an international perspective, 11th Annual Financial Market Liquidity Conference, Budapest, Hungary, 26-27.11.2020 (on-line).
Będowska-Sójka B., A. Kliber, Rutkowska A., Swierczynska K., Zdunkiewicz W., Evolution of the FinTech system in Poland, ICOFEP, 19-20.11.2020 (on-line).
Będowska-Sójka B., A. Kliber, Is there one safe-haven for all types of turbulence? The analysis of the recent financial crises, IRMC Global Virtual Conference 2020, 9-10.10.2020,