Barbara Będowska-Sójka
Full Professor and Head of the Department of Econometrics · Poznań University of Economics and Business · Poznań, Poland
Barbara Będowska-Sójka focuses on cryptocurrency and critical metal markets. She examines volatility and liquidity measures built from high-frequency data, the coherence of liquidity proxies and the dependencies between volatility and liquidity. Related strands cover the hedging and safe-haven properties of assets under geopolitical and energy shocks, and machine-learning methods in asset pricing.
Research topics
Cryptocurrency markets
Pricing, volatility, liquidity and network structure of cryptocurrency markets, studied with econometric, machine-learning and network methods.
Market liquidity and its measurement
How to measure liquidity when only daily data are available, how liquidity proxies relate to each other, and how liquidity interacts with volatility.
Safe havens, hedging and geopolitical risk
Which assets protect portfolios during wars, pandemics and energy shocks, and how geopolitical and uncertainty shocks move prices.
Critical metals and the energy transition
Financialization, speculative bubbles and links with energy markets in lithium, cobalt, copper and nickel – the metals of the green transition.
Volatility, high-frequency data and macroeconomic news
Realized volatility, Value-at-Risk forecasting and the intraday reaction of stock and currency markets to macroeconomic announcements.
Fintech and digital finance
Fintech development in Poland, relations between fintechs and banks, digital assets, regulation and AI in finance.
Gender and networks in academic publishing
The gender composition and network structure of editorial boards of finance journals.
Journal articles
Tracing financialisation in critical metal markets: Correlations, bubbles, and dynamic linkages
Będowska-Sójka, B., Kasperek, M. (2026). Investment Analysts Journal, 1–22.
Digital assets: risks, regulations, mitigation
Teng, H.-W., Härdle, W.K., Osterrieder, J., Pele, D.T., Baals, L.J., Papavassiliou, V., Bolesta, K., Kabašinskas, A., Filipovska, O., Thomaidis, N.S., Moukas, A.-I., Goundar, S., Nasir, J.A., Weinberg, A.I., Arakelian, V., Truică, C.-O., Akar, M., Kabaklarlı, E., Apostol, E.-S., Iannario, M., Będowska-Sójka, B., Skaftadóttir, H.K., Yildirim, O., Shala, A., Pisoni, G., Coita, I.F., Korba, S., Hafner, C.M., Schwendner, P., Molnár, B., Xhumari, E. (2026). Financial Innovation, 12, 65.
PDF · Published version (open access)DOISSRN preprintCOST Action CA19130 FinAI
Environmental awareness and infrastructure – A path to sustainable transport in Central and Eastern European Countries
Kliber, A., Łęt, B., Řezáč, P., Będowska-Sójka, B., Frič, J. (2026). Case Studies on Transport Policy, 23, 101675.
The synergy of statistical and fuzzy logic approaches in mining patterns from the peer-to-peer lending data
Hudec, M., Molnár, B., Pisoni, G., Vučetić, M., Barčáková, N., Będowska-Sójka, B., Öztürkkal, B., Perri Shkurti, R., Skaftadóttir, H.K., Iannario, M. (2026). Expert Systems with Applications, 297, 129308.
Cross-sectional interactions in cryptocurrency returns
Mercik, A., Będowska-Sójka, B., Karim, S., Zaremba, A. (2025). International Review of Financial Analysis, 97, 103809.
Early warning systems for cryptocurrency markets: Predicting ‘zombie’ assets using machine learning
Będowska-Sójka, B., Wójcik, P., Pele, D.T. (2025). The North American Journal of Economics and Finance, 81, 102543.
DOISSRN preprintNCN OPUS 21COST Action CA19130 FinAIMSCA Doctoral Network DIGITAL
Editorial boards of finance journals: The gender gap and social networks
Będowska-Sójka, B., Tarantola, C., Mare, C., Paccagnini, A., Öztürkkal, B., Pisoni, G., Shala, A., Perri, R., Skaftadóttir, H.K. (2025). Journal of Business Ethics, 200(3), 669–687.
Has bitcoin been dethroned too quickly? The cryptocurrency return networks
Będowska-Sójka, B., Wójcik, P., Giordano, S. (2025). Network Science, 13, e1.
The effects of adopting the anti-smog resolution on air quality – the case study from Krakow
Herman, S., Będowska-Sójka, B., Paccagnini, A. (2025). Economics and Environment, 93(2), 931.
Do investors in dirty and clean cryptocurrencies care about energy efficiency in the same way?
Będowska-Sójka, B., Kliber, A. (2024). Finance Research Letters, 67, 105852.
Machine learning and the cross-section of cryptocurrency returns
Cakici, N., Shahzad, S.J.H., Będowska-Sójka, B., Zaremba, A. (2024). International Review of Financial Analysis, 94, 103244.
Proof-of-work versus proof-of-stake coins as possible hedges against green and dirty energy
Kliber, A., Będowska-Sójka, B. (2024). Energy Economics, 138, 107820.
Uncertainty and cryptocurrency returns: A lesson from turbulent times
Będowska-Sójka, B., Górka, J., Hemmings, D., Zaremba, A. (2024). International Review of Financial Analysis, 94, 103330.
Has the pandemic changed the relationships between fintechs and banks?
Będowska-Sójka, B., Kliber, A., Laidroo, L. (2023). Operations Research and Decisions, 33(4).
Can cryptocurrencies hedge oil price fluctuations? A pandemic perspective
Będowska-Sójka, B., Kliber, A. (2022). Energy Economics, 115, 106360.
Do mixed-data sampling models help forecast liquidity and volatility?
Będowska-Sójka, B., Kliber, A. (2022). Przegląd Statystyczny, 69(2), 1–19.
False safe haven assets: Evidence from the target volatility strategy based on recurrent neural network
Kaczmarek, T., Będowska-Sójka, B., Grobelny, P., Perez, K. (2022). Research in International Business and Finance, 60, 101610.
Hedging geopolitical risks with different asset classes: A focus on the Russian invasion of Ukraine
Będowska-Sójka, B., Demir, E., Zaremba, A. (2022). Finance Research Letters, 50, 103192.
Is geopolitical risk priced in the cross-section of cryptocurrency returns?
Long, H., Demir, E., Będowska-Sójka, B., Zaremba, A., Shahzad, S.J.H. (2022). Finance Research Letters, 49, 103131.
The asymmetry of the Amihud illiquidity measure on the European markets: The evidence from Extreme Value Theory
Będowska-Sójka, B., Echaust, K., Just, M. (2022). Journal of International Financial Markets, Institutions and Money, 78, 101563.
The lithium and oil markets – dependencies and volatility spillovers
Będowska-Sójka, B., Górka, J. (2022). Resources Policy, 78, 102901.
Information content of liquidity and volatility measures
Będowska-Sójka, B., Kliber, A. (2021). Physica A: Statistical Mechanics and its Applications, 563, 125436.
Is Bitcoin still a king? Relationships between prices, volatility and liquidity of cryptocurrencies during the pandemic
Będowska-Sójka, B., Kliber, A., Rutkowska, A. (2021). Entropy, 23(11), 1386.
Is liquidity wasted? The zero-returns on the Warsaw Stock Exchange
Będowska-Sójka, B. (2021). Annals of Operations Research, 297(1), 37–51.
Is there one safe-haven for various turbulences? The evidence from gold, Bitcoin and Ether
Będowska-Sójka, B., Kliber, A. (2021). The North American Journal of Economics and Finance, 56, 101390.
Triggers and obstacles to the development of the FinTech sector in Poland
Kliber, A., Będowska-Sójka, B., Rutkowska, A., Świerczyńska, K. (2021). Risks, 9(2), 30.
DOINCN MINIATURA 3Regionalna Inicjatywa Doskonałości (MNiSW)
Do aggressive orders affect liquidity? An evidence from an emerging market
Będowska-Sójka, B. (2020). Research in International Business and Finance, 54, 101307.
Do liquidity proxies based on daily prices and quotes really measure liquidity?
Będowska-Sójka, B., Echaust, K. (2020). Entropy, 22(7), 783.
What is the best proxy for liquidity in the presence of extreme illiquidity?
Będowska-Sójka, B., Echaust, K. (2020). Emerging Markets Review, 43, 100695.
Commonality in liquidity indices: The emerging European stock markets
Będowska-Sójka, B., Echaust, K. (2019). Systems, 7(2), 24.
Risk transmission between sovereign credit default swaps and government bonds during the global financial crisis. The case of the Czech Republic, Hungary and Poland
Będowska-Sójka, B., Kliber, A. (2019). Central European Journal of Economic Modelling and Econometrics, 153–172.
The causality between liquidity and volatility in the Polish stock market
Będowska-Sójka, B., Kliber, A. (2019). Finance Research Letters, 30, 110–115.
The dynamics of low-frequency liquidity measures: The developed versus the emerging market
Będowska-Sójka, B. (2019). Journal of Financial Stability, 42, 136–142.
Emerging and mature markets – behaviour of low-frequency liquidity measures. The case of the German and Polish stock markets
Będowska-Sójka, B. (2018). Problemy Zarządzania / European Management Studies, 16(76), 24–36.
Idiosyncratic volatility, returns, and mispricing: No real anomaly in sight
Zaremba, A., Czapkiewicz, A., Będowska-Sójka, B. (2018). Finance Research Letters, 24, 163–167.
Is intraday data useful for forecasting VaR? The evidence from EUR/PLN exchange rate
Będowska-Sójka, B. (2018). Risk Management, 20(4), 326–346.
The coherence of liquidity measures. The evidence from the emerging market
Będowska-Sójka, B. (2018). Finance Research Letters, 27, 118–123.
Evaluating the accuracy of time-varying beta. The evidence from Poland
Będowska-Sójka, B. (2017). Dynamic Econometric Models, 17, 161–176.
How jumps affect liquidity? The evidence from Poland
Będowska-Sójka, B. (2017). Finance a úvěr – Czech Journal of Economics and Finance, 67(1), 39–52.
Porównanie miesięcznych miar płynności akcji spółek notowanych na GPW wyznaczanych na podstawie danych niskiej częstotliwości
Będowska-Sójka, B. (2017). Problemy Zarządzania / European Management Studies, 15(66), 178–192.
Unemployment rates forecasts: Unobserved component models versus SARIMA models in Central and Eastern European countries
Będowska-Sójka, B. (2017). Comparative Economic Research. Central and Eastern Europe, 20(2), 91–107.
Liquidity dynamics around jumps: The evidence from the Warsaw Stock Exchange
Będowska-Sójka, B. (2016). Emerging Markets Finance and Trade, 52(12), 2740–2755.
Daily VaR forecasts with realized volatility and GARCH models
Będowska-Sójka, B. (2015). Argumenta Oeconomica, 34(1), 157–173.
Unemployment rate forecasts: Evidence from the Baltic States
Będowska-Sójka, B. (2015). Eastern European Economics, 53(1), 57–67.
Intraday stealth trading: Evidence from the Warsaw Stock Exchange
Będowska-Sójka, B. (2014). Economics and Business Review, 14(1), 5–19.
Badania reakcji na ogłoszenia makroekonomiczne w śróddziennych zwrotach z indeksów giełdowych
Będowska-Sójka, B. (2013). Studia Oeconomica Posnaniensia, 1(9), 20–35.
Economic situation of the country or risk in the world financial market? The dynamics of Polish sovereign credit default swap spreads
Kliber, A., Będowska-Sójka, B. (2013). Dynamic Econometric Models, 13, 87–106.
Macroeconomic news effects on the stock markets in intraday data
Będowska-Sójka, B. (2013). Central European Journal of Economic Modelling and Econometrics, 5(4), 249–269.
Jumps in stock returns. Evidence from the Polish Stock Exchange
Będowska-Sójka, B. (2012). University of Lodz (materiały konferencyjne), 10, 121–135.
Zastosowanie zmienności zrealizowanej i modeli typu ARCH w wyznaczaniu wartości zagrożonej
Będowska-Sójka, B. (2012). Prace Naukowe Uniwersytetu Ekonomicznego we Wrocławiu, 11–22.
Analiza głównych składowych w modelowaniu struktury terminowej stóp procentowych
Będowska-Sójka, B. (2011). Zeszyty Naukowe Uniwersytetu Ekonomicznego w Poznaniu, 5–15.
Interdependence between the CAC40 and the DAX indices in intraday data
Będowska-Sójka, B. (2011). Ekonometria (UE we Wrocławiu), 143–152.
Prognozowanie zmienności zwrotów z akcji z wykorzystaniem danych śróddziennych
Będowska-Sójka, B. (2011). Zeszyty Naukowe Uniwersytetu Ekonomicznego w Poznaniu, 41–52.
The impact of macro news on volatility of stock exchanges
Będowska-Sójka, B. (2011). Dynamic Econometric Models, 11, 99–110.
Beta zrealizowana jako metoda pomiaru ryzyka systematycznego
Będowska-Sójka, B. (2010). Zeszyty Naukowe Uniwersytetu Szczecińskiego. Finanse, Rynki Finansowe, Ubezpieczenia.
Intraday CAC40, DAX and WIG20 returns when the American macro news is announced
Będowska-Sójka, B. (2010). Bank i Kredyt, 41(2), 7–20.
Macroeconomic announcements and volatility of intraday WIG and DAX returns
Będowska-Sójka, B. (2010). University of Lodz (materiały konferencyjne), 8, 57–68.
Realized volatility versus GARCH and stochastic volatility models. The evidence from the WIG20 index and the EUR/PLN foreign exchange market
Będowska-Sójka, B., Kliber, A. (2010). Przegląd Statystyczny, 57(4), 105–127.
Event study analysis with market model and GARCH modelling: Announcement of share repurchase on the Warsaw Stock Exchange
Będowska-Sójka, B. (2009). Zeszyty Naukowe Uniwersytetu Ekonomicznego w Poznaniu, 17–33.
Announcement effects of dividend changes
Będowska-Sójka, B. (2008). University of Lodz (materiały konferencyjne), 6, 193–204.
Ogłoszenia danych makroekonomicznych i zmienność indeksu WIG
Będowska-Sójka, B. (2008). Studia i Prace Wydziału Nauk Ekonomicznych i Zarządzania US.
Modele logitowe polityki wypłat polskich spółek giełdowych
Będowska-Sójka, B. (2007). Zeszyty Naukowe Akademii Ekonomicznej w Poznaniu, 22–34.
Polityka stabilnej dywidendy: modele tobitowe i probitowe
Będowska-Sójka, B. (2007). Zeszyty Naukowe Akademii Ekonomicznej w Poznaniu, 38–48.
Book chapters and conference papers
Investigating gender gap in editorial boards of finance journals: A social network perspective
Tarantola, C., Będowska-Sójka, B., Mare, C., Paccagnini, A., Öztürkkal, B., Pisoni, G., Perri, R., Shala, A., Skaftadóttir, H.K. (2025). Methodological and Applied Statistics and Demography (Italian Statistical Society Series), 663–667.
Liquidity of the European indices: The developed versus the emerging markets
Będowska-Sójka, B. (2020). Finance and Sustainability (Springer Proceedings in Business and Economics), 249–260.
Volatility and liquidity in cryptocurrency markets—The causality approach
Będowska-Sójka, B., Hinc, T., Kliber, A. (2020). Contemporary Trends and Challenges in Finance (Springer Proceedings in Business and Economics), 31–43.
Commonality in liquidity measures. The evidence from the Polish stock market
Będowska-Sójka, B. (2019). Hradec Economic Days, 9(1), 29–40.
Financial Engineering: Methods and Cases (rozdział)
Kliber, P. (red.); Będowska-Sójka, B. (współautorka) (2019). Wydawnictwo Uniwersytetu Ekonomicznego w Poznaniu.
Liquidity on the capital market with asymmetric information
Będowska-Sójka, B., Garsztka, P. (2019). Effective Investments on Capital Markets (Springer Proceedings in Business and Economics), 383–392.
Books and reports
FinTechs in Poland: Insights, trends and perspectives
Kliber, A., Będowska-Sójka, B., Rutkowska, A., Świerczyńska, K. i in. (2020). QuantFin.pl (raport).
Posiedzenie Naukowej Rady Statystycznej — październik 2016 r.
Będowska-Sójka, B. (2017). Wiadomości Statystyczne, 62(03), 92–99.
Posiedzenie Naukowej Rady Statystycznej — luty 2016 r.
Będowska-Sójka, B. (2016). Wiadomości Statystyczne, 61(05), 87–90.
Wpływ informacji na ceny instrumentów finansowych: analiza danych śróddziennych
Będowska-Sójka, B. (2014). Wydawnictwo Uniwersytetu Ekonomicznego w Poznaniu.
Research projects
Working papers and preprints
When markets never sleep: Intraday liquidity patterns and macroeconomic announcement effects in cryptocurrency trading
Mercik, A.R., Będowska-Sójka, B. (2026). SSRN Working Paper.
When size matters: Volatility-to-liquidity transmission in cryptocurrency networks
Będowska-Sójka, B., Mercik, A.R. (2026). SSRN Working Paper.
White paper on cryptocurrency indices
Gaman, S., Pele, D.T., Härdle, W.K., Będowska-Sójka, B. (2026). IDA-CL / Bucharest University of Economic Studies.
Is there an impact of Ethereum Merge on the relationship between this cryptocurrency and energy portfolios?
Będowska-Sójka, B., Kliber, A. (2025). SSRN Working Paper.
Transmission dynamics in crypto markets: Comparing volatility and liquidity spillover networks
Będowska-Sójka, B. (2025). IDA-CL / Bucharest University of Economic Studies.
AI-driven failed trials in investment strategies: A network data analysis approach
Bolesta, K., Akar, M., Coita, I., Tarantola, C., Iannario, M., Osterrieder, J., Sipos, C. i in. (2024). Working Paper.
Ethical artificial intelligence, fintech and data protection: A path forward for training in Europe
Moloney, M., Coita, I., Paschalidou, E.G., Svetlova, E., Mare, C., Stanca, L., Pisoni, G. i in. (w tym Będowska-Sójka, B.) (2024). SSRN Working Paper.
FinTech, regulation, and cybercrime: Opportunities arising from new technologies
Achim, M.V., Pisoni, G., Mare, C., Moloney, M., Korba, S., Molnár, B., Będowska-Sójka, B., Coita, I. (2023). SSRN Working Paper.
Volatility forecasts based on data sampled at different frequencies
Będowska-Sójka, B. (2012). Advanced Risk & Portfolio Management Paper (SSRN).
Conference talks
Beyond the Median: Asymmetric Volatility Transmission Between Cryptocurrencies and Financial Risk Indices
World Finance Conference 2026, University of Limerick, Ireland, July 2026
Evaluating Countries' Efficiency in the Global Trade Network: A Two-Stage SNA-DEA Approach
IFORS 2026, Vienna, Austria, July 2026
The Fossil-Fuel Dependency of the Green Transition
EcoMod 2026 – International Conference on Economic Modeling and Data Science, Luxembourg, July 2026
When Wars Move Markets: Hedging Properties of Asset Classes Across Recent Geopolitical Conflicts
ISAFE 2026, Beijing, China, June 2026
Hedging Geopolitical Risks with Different Asset Classes: A Comparative Analysis of the Ukrainian and Iranian Conflicts
Forecasting Financial Markets (FFM) 2026, Milan, Italy, June 2026
Early Warning Systems for Cryptocurrency Markets: Predicting 'Zombie' Assets Using Machine Learning
Frontiers in DeFi – Decentralized Finance, HTW Berlin, Berlin, Germany, May 2026
How to Detect Bubbles in Metals Prices?
IX Wrocław Conference in Finance (WROFIN), Wrocław, Poland, May 2026
When Markets Never Sleep: Intraday Liquidity Patterns and Volatility Effects in Cryptocurrency Trading
IX Wrocław Conference in Finance (WROFIN), Wrocław, Poland, May 2026
Banking on the Green Transition: The Financialization of Tomorrow's Essential Metals
34th Annual Conference of the Southern Africa Finance Association (SAFA), Cape Town, South Africa, January 2026
A Network Analysis of Success at the Eurovision Song Contest
ARS'25 – Tenth International Workshop on Social Network Analysis, Naples, Italy, October 2025
Banking on the Green Transition: The Financialization of Tomorrow's Essential Metals
2nd Modern Finance Conference (MFC 2025), Warsaw, Poland, September 2025
When Markets Never Sleep: Intraday Liquidity Patterns and Volatility Effects in Cryptocurrency Trading
2nd Modern Finance Conference (MFC 2025), Warsaw, Poland, September 2025
Transmission Dynamics in Crypto Markets: Comparing Volatility and Liquidity Spillover Networks
Future Finance Fest (3F) Conference, Vilnius, Lithuania, August 2025
Is There an Impact of Ethereum Merge on the Relationship Between This Cryptocurrency and Energy Portfolios?
World Finance Conference 2025, Valletta, Malta, July 2025
Transmission Dynamics in Crypto Markets: Comparing Volatility and Liquidity Spillover Networks
ISAFE 2025 – Third Annual Meeting of the International Society for the Advancement of Financial Economics, Beijing, China, June 2025
Tail Risk Spillovers Between Cryptocurrency and Traditional Financial Markets: A Quantile VAR Approach
4th CINSC/INFINITI 2025 Conference on International Sustainable and Climate Finance and International Financial Integration, Edinburgh, United Kingdom, June 2025
Transmission Dynamics in Crypto Markets: Comparing Volatility and Liquidity Spillover Networks
4th CINSC/INFINITI 2025 Conference on International Sustainable and Climate Finance and International Financial Integration, Edinburgh, United Kingdom, June 2025
Liquidity Measures for Cryptocurrency Markets: Traditional Estimators and Machine Learning Approaches
4th Yushan Conference, Hsinchu, Taiwan, December 2024
Liquidity Measures for Cryptocurrency Markets: Traditional Estimators and Machine Learning Approaches
Annual Financial Market Liquidity Conference (AFML), Budapest, Hungary, November 2024
Is There an Impact of the Ethereum Merge on the Relationship Between Ethereum and Energy Portfolios?
1st Modern Finance Conference, Warsaw, Poland, September 2024
Interaction Effects in the Cross-Section of Cryptocurrency Returns
ISAFE 2024 – International Society for the Advancement of Financial Economics Conference, Pattaya, Thailand, July 2024
Spillovers Between Risk Indices and the Cryptocurrency Market
EURO 2024 Conference, Technical University of Denmark, Copenhagen, Denmark, June 2024
A Network Analysis of Cryptocurrency Returns
Women in Fintech and AI 4, Rethymno, Crete, Greece, June 2024
Editorial Boards of Finance Journals: The Gender Gap and Social Networks
Closing the Gender Gap in Kosovo, University of Prishtina and UN Women Kosovo, Prishtina, Kosovo, May 2024
Do Uncertainty Indices Affect Cryptocurrency Uncertainty: A Lesson from Turbulent Times
Allied Social Science Associations (ASSA) Annual Meeting, San Antonio, TX, USA, January 2024
Do Uncertainty Indices Affect Cryptocurrencies? Lesson from the Turbulent Times
CFE-CMStatistics 2023, Berlin, Germany, December 2023
Is Bitcoin Dethroned Too Quickly? The Connectedness Between the Cryptocurrencies
1st Elsevier Finance Conference at FGV EBAPE, Rio de Janeiro, Brazil, November 2023
The Connectedness of Cryptocurrencies in the Context of Volatility and Liquidity
Annual Financial Market Liquidity Conference (AFML) 2023, Budapest, Hungary, November 2023
Editorial Boards of Finance Journals: The Gender Gap and Social Networks
Gender Equality and Women's Economic Empowerment Conference, International School of Economics at TSU (ISET), Tbilisi, Georgia, October 2023
PoW vs PoS Coins as Possible Hedges Against Green and Dirty Energy
2nd Conference on International Finance, Sustainable and Climate Finance and Growth (CINSC), Ljubljana, Slovenia, June 2023
Do Uncertainty Indices Affect Cryptocurrencies? Lesson from the Turbulent Times
2nd Conference on International Finance, Sustainable and Climate Finance and Growth (CINSC), Ljubljana, Slovenia, June 2023
Woman Editors in Finance Journals
Women in Fintech III, COST Action CA19130, Coimbra, Portugal, June 2023
Do Uncertainty Indices Affect Cryptocurrencies? Lesson from the Turbulent Times
Sopot Conference on Modelling Contemporary Economies (Modelowanie i prognozowanie gospodarki narodowej), Sopot, Poland, May 2023
Zombies on the Cryptocurrency Market
COST Action CA19130 Conference, Brussels, Belgium, May 2023
PoW vs PoS Coins as Possible Hedges Against Green and Dirty Energy
2nd Workshop on Environmental Finance for the Common Good – Diversity Challenges for Sustainable Fintech, COST Action CA19130, Pavia, Italy, April 2023
Zombies on the Cryptocurrency Market
WROFIN Conference, Gola Dzierżoniowska, Poland, November 2022
Does Geopolitical Risk Influence the Cryptocurrency Market?
Annual Financial Market Liquidity Conference (AFML), Budapest, Hungary, November 2022
Has the Pandemic Changed the Relationship Between Banks and Fintechs?
COST Action CA19130 Working Group 3 Meeting, University of Utrecht, Netherlands, October 2022
Editorial Boards of Finance Journals: Gender and Social Connectedness
Women in FinTech, COST Action CA19130 Conference, University of Tirana, Albania, September 2022
Which Cryptocurrency Leads the Market? The Evidence from the Dynamic Networks
EURO 2022 Conference, Espoo, Finland, July 2022
Dynamic Dependence and Volatility Spillovers on the Lithium and Oil Markets
Future Finance Conference, Naples, Italy, June 2022
Can Cryptocurrencies Hedge Oil Price Fluctuations? A Pandemic Perspective
Euro Working Group for Commodities and Financial Modelling & XIX International Conference on Finance and Banking (FIBA 2022), online, May 2022