J. Eduardo Vera-Valdés

Associate Professor of Mathematics-Economics

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Education

  • Centre for Research in Econometrics and Time Series Analysis (CREATES) | Aarhus, Denmark | PhD in Econometrics | 2013-2016

    • Download my PhD thesis here, watch the defence here, and follow the discussion along downloading the presentation here.

  • Centre for Research and Teaching in Economics (CIDE) | Mexico City, Mexico | MSc in Economics | 2008-2010

  • Centre for Research in Mathematics (CIMAT) | Guanajuato, Mexico | BSc in Mathematics | 2002-2007

Experience

  • Associate Professor | Aalborg University | Sep 2020 - present

  • Assistant Professor | Aalborg University | Sep 2017 - Aug 2020

  • Research Assistant | Aalborg University | Jul - Aug 2017

  • Research Assistant | Aarhus University and CREATES | Sep - Nov 2016, Jan - Mar 2017

  • Assistant Professor | University of Guanajuato | Aug 2012 - Jul 2013

  • Economist | Mexico’s Central Bank | Aug 2010 - Jul 2012

Publications

Year Title Author
2025 Robust Estimation of the Carbon Dioxide Airborne Fraction Under Measurement Errors J.E. Vera-Valdés, C. Grivas
2025 Effects of the Paris Agreement and the COVID-19 Pandemic on Volatility Persistence of Stocks Associated with the Climate Crisis: A Multiverse Analysis J.E. Vera-Valdés, O. Kvist
2024 Exploring Smart Heat Meter Data: A Co-Clustering Driven Approach to Analyse the Energy Use of Single-Family Houses M. Schaffer, J.E. Vera-Valdés, A. Marszal-Pomianowska
2024 Disaggregation of Total Energy Use Into Space Heating and Domestic Hot Water: A City-Scale Suited Approach M. Schaffer, J. Widen, J.E. Vera-Valdés, A. Marszal-Pomianowska, T.S. Larsen
2023 Analysing Energy Use Clusters of Single-Family Houses Using Building and Socio-Economic Characteristics M. Schaffer, A.R. Hansen, J.E. Vera-Valdés, A. Marszal-Pomianowska
2023 Increasing the Accuracy of Low-Resolution Commercial Smart Heat Meter Data and Analysing its Error M. Schaffer, D. Leiria, J.E. Vera-Valdés, A. Marszal-Pomianowska
2023 Air Pollution And Mobility In The Mexico City Metropolitan Area In Times of COVID-19 J.E. Vera-Valdés, C.V. Rodríguez-Caballero
2022 The Persistence of Financial Volatility After COVID-19 J.E. Vera-Valdés
2022 Spurious Multivariate Regressions Under Fractionally Integrated Processes D. Ventosa-Santaulària, J.E. Vera-Valdés, K. Lasak, R. Ramírez-Vargas
2021 Nonfractional Long-Range Dependence: Long Memory, Antipersistence, and Aggregation J.E. Vera-Valdés
2021 Air Pollution and Mobility, What Drives COVID-19? C.V. Rodríguez-Caballero, J.E. Vera-Valdés
2021 Temperature Anomalies, Long Memory, and Aggregation J.E. Vera-Valdés
2021 The Political Risk Factors of COVID-19 J.E. Vera-Valdés
2020 Long-Lasting Economic Effects of Pandemics: Evidence on Growth and Unemployment Rodríguez-Caballero, C.V., J.E. Vera-Valdés
2020 On Long Memory Origins and Forecast Horizons J.E. Vera-Valdés
2018 The VIX, the Variance Premium, and Expected Returns D. Osterrieder, D. Ventosa-Santaulària, J.E. Vera-Valdés
2017 Long Memory, Fractional Integration, and Cross-Sectional Aggregation N. Haldrup, J.E. Vera-Valdés
2015 A Comment on ‘Resolving Spurious Regressions and Serially Correlated Errors’ D. Ventosa-Santaulària, J.E. Vera-Valdés, A.I. Martínez-Olmos
2013 Simulation Analysis as a Way to Assess the Performance of Important Unit Root and Change in Persistence Tests R. Fernández, J.E. Vera-Valdés
2011 Real Business Cycles in Emerging Economies The Role of International Growth and Interest Rate R. Fernández, J.E. Vera-Valdés, F. Venegas-Martínez
2011 Spurious Forecasts? B. Martínez-Rivera, D. Ventosa-Santaulària, J.E. Vera-Valdés
2008 Granger-Causality in the Presence of Structural Breaks D. Ventosa-Santaulària, J.E. Vera-Valdés
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Working Papers

Year Title Author
2024 Breaching 1.5°C: Give me the odds J.E. Vera-Valdés, O. Kvist
2024 The Effect of News from COP28 on Green and Brown Stocks: A High-Frequency Analysis O. Kvist, J.E. Vera-Valdés
2024 The Effect of CEO Public Behaviour on the Company’s Valuation: The Case of Tesla and Elon Musk O. Kvist, J.E. Vera-Valdés
2024 LongMemory.jl: Generating, Estimating, and Forecasting Long Memory Models in Julia J.E. Vera-Valdés
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Software

  • LongMemory.jl A Julia package to generate, estimate, and forecast long memory time series models.

Teaching

  • Aalborg University

    Graduate and Undergraduate Courses, PhD in the Faculty of Engineering, MSc and BSc in Mathematics-Economics, BSc in Business Economics, MSc in Operations Management

    • PhD Supervision
    • Master’s Thesis Supervision
    • Bachelor’s Thesis Supervision
    • Missing Data and Imputation Methods [PhD] (Lecturer, 2023)
    • Do’s and Don’ts of Statistics in Research [PhD] (Lecturer, 2024-)
    • Computational Statistics [MSc] (Lecturer, 2025-)
    • Econometrics [MSc] (Lecturer, 2019-)
    • Time Series Analysis [MSc] (Lecturer, 2024-)
    • Data Mining [MSc] (Lecturer, 2018-2022)
    • Financial Markets [BSc] (Lecturer, 2023-2024)
    • Advanced Operations Management [MSc] (Lecturer, 2017-2023)
    • Applied Quantitative Methods [MSc] (Lecturer, 2021)
    • Data-Driven Business Development [MSc] (Lecturer, 2020)
    • Financial Econometrics [MSc] (Lecturer, 2018)
    • Topics in Statistical Sciences I [MSc] (Lecturer, 2018)

  • Aarhus University Undergraduate Courses, BSc in Economics

    • Econometrics I [BSc] (Teaching Assistant, 2014-2015)
    • Programming in Quantitative Economics [BSc] (Teaching Assistant, 2015)

  • University of Guanajuato

    Graduate and Undergraduate Courses, MSc and BSc in Economics

    • Econometrics I [BSc] (Lecturer, 2013)
    • Econometrics II [BSc] (Lecturer, 2013)
    • Time Series [BSc] (Lecturer, 2012)
    • Microeconometrics [MSc] (Lecturer, 2012)
    • Dynamic Optimization [BSc] (Teaching Assistant, 2006)

  • Centre for Research and Teaching in Economics (CIDE)

    Undergraduate Courses, BSc in Economics

    • Econometrics I [BSc] (Teaching Assistant, 2012)
    • Mathematics IV [BSc] (Teaching Assistant, 2009).

Grants and Awards

  • Danish Data Science Academy (DDSA) Small Events Grant to the organization of Earth Day 2025

  • Danish Data Science Academy (DDSA) Small Events Grant to the organization of Earth Day 2024

  • Danish Data Science Academy (DDSA) Events Course Grant for the formation of JUGA: Julia Users Group Aalborg

  • Danish Data Science Academy (DDSA) Small Events Grant to the organization of Earth Day 2023: The Use of Data Science to Combat Global Heating

  • The Carlsberg Foundation Grant for the Long Memory Conference

  • Independent Research Fund Denmark (IRFD) International Postdoctoral Grant

  • National Council of Science and Technology (CONACYT) Fellowship for Graduate Studies

  • Center for Mathematical Research (CIMAT) Fellowship for Undergraduate Studies