School of Risk & Actuarial - PhD Finance (2012), Goethe University, Frankfurt, Germany | PhD Finance (2013), Macquarie University, Sydney, Australia | MSc(R) Statistics, University of Glasgow, UK | MSc Mathematics, Humboldt University, Berlin, Germany | MSc Statistics, Free Universit
Katja is a Scientia Associate Professor in the School of Risk and Actuarial Studies at UNSW Business School. She joined UNSW in November 2011 after completing her Co-tutelle PhD in Finance at Goethe University Frankfurt, Germany and Macquarie University Sydney. Prior to her PhD studies, Katja has completed MSc in Mathematics and Statistics from Humboldt University Berlin, Germany as well as Glasgow University, UK. Katja’s research interests lie in the area of quantitative finance, in particular, financial econometrics, derivative pricing and risk management. Katja performs empirical research in financial markets, commodity and energy markets, and insurance. Katja has published her research in the top tier international journals such as Journal of Business & Economic Statistics, Journal of Banking and Finance, Energy Economics and Insurance: Mathematics and Economics among others.
From This Author
How will Australia transition to renewable energy?
The transition to renewable and equitable energy is essential, not optional. What has to happen for the lights to go out on fossil fuels?
Burning up: what will we do when the energy runs out?
The Business of Supply (episode 3): Today, energy markets are in a state of intense flux. How can leaders inside and outside the energy sector best keep up, and plan for the secure future of their industry?
Energy crisis: why are electricity prices set to rise?
As Australia slides into a potential energy crisis, UNSW Business School’s Katja Ignatieva explains what customers and markets can expect next
Credit default swaps: how sector volatility spills into related markets
Credit default swaps have played a key role in the process which led to a financial meltdown going global
When power prices spike and a whole state blacks out
The National Energy Market is not living up to its ambitions