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Ricardo Massa Roldán

Professor of financial sciences, El Consejo Nacional de Ciencia y Tecnología, Centro de Investigación y Docencia Económicas

Residency: January 2017- April 2017

Research Project: A Comparison Study of the Impact of the Oil Price Shocks in the Economic Performance of Mexico and United States: Implications to the Mexican Energetic Bill

Research Interests: dependency measures, econometric methods for finance, energy sector and networks


Biography

Ricardo Massa Roldán is a professor of finance in the Interdisciplinary Program of Regulation and Economic Competition (PIRCE) at El Consejo Nacional de Ciencia y Tecnología, Centro de Investigación y Docencia Económicas. He holds a B.A. in economics from the Tecnológico de Monterrey, Mexico City and a doctorate in financial sciences from EGADE Business School. He also has served as a visiting professor at Fudan University as part of the Fudan-Tec de Monterrey Research Center for Studies China and Latin America.

Roldán’s research focuses on empirical examination, mainly through volatility models, of linear and nonlinear dependency between financial and economic variables. He has published works regarding tail dependence between the Mexican economic growth and the financial market performance, as well as the relationship between the Mexican, Brazilian and Mercado Integrado Latinoamericano stock exchange markets. At PIRCE, he also is involved with studying the impact of recent changes in Mexican legislation and regulatory policy regarding economic competition on the electricity and oil markets.