J. Eduardo Vera-Valdés

J. Eduardo Vera-Valdés

Associate Professor

Education

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

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

Experience

  • Associate Professor | Aalborg University | Sep 2020 - present

    • Research Group Leader for the Time Series Analysis and Econometrics Group

    • Associate of the Center for Research in Energy: Economics and Markets (CoRE)

  • 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 LongMemory.jl: Generating, Estimating, and Forecasting Long Memory Models in Julia J.E. Vera-Valdés
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
No matching items

Working Papers

Year Title Author
2025 Daily Rhythms in Blood Glucose: Time-of-Day Forecasts in Type 2 Diabetes N.P.B. Pedersen, T.K. Bugajski, J.E. Vera-Valdés, S.H. Casper, M.H. Jensen, P. Vestergaard, T. Kronborg
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
No matching items

Software

Title Description Language
LongMemory.jl A package for time series long memory modelling in Julia. Julia
Quarto manuscript for Breaching 1.5°C: Give me the odds A Quarto manuscript that provides an overview of the methods and results from the paper Breaching 1.5°C: Give me the odds. Julia
Dashboard for Breaching 1.5°C: Give me the odds A dashboard that provides continuously updated results from the paper Breaching 1.5°C: Give me the odds. Julia
Quarto manuscript for Robust Estimation of the Carbon Dioxide Airborne Fraction Under Measurement Errors

A Quarto manuscript that provides an overview of the methods and results from the paper Robust Estimation of the Carbon Dioxide Airborne Fraction Under Measurement Errors.

Quick access to the replication notebook here.
Julia
Quarto notebook to obtain Global Temperature Anomalies data. A Quarto notebook to obtain global temperature anomalies data from the most used datasets (HadCRUT5, GISTEMP, Berkeley Earth, and NOAA). The notebook computes temperature anomalies relative to the pre-industrial period (1850-1900) and provides plots of the data. Julia
Replication notebook for A regression-based approach to the CO2 airborne fraction. A Quarto notebook that replicates the results from the paper. Julia
Replication codes for Effects of the Paris Agreement and the COVID-19 Pandemic on Volatility Persistence of Stocks Associated with the Climate Crisis: A Multiverse Analysis Replication codes for the paper. Julia
MICE Illustration A notebook that illustrates the use of the MICE package for multivariate imputation by chained equations in R. R
Time Series Exercise A notebook that provides an exercise on time series decomposition and forecasting using exponential smoothing and the Holt-Winters model in R. R
No matching items

Talks

Date Title Forum Host
22/04/2025 Breaching 1.5°C: Give me the odds (Invited Talk) Climate Econometrics Virtual Seminar University of Oxford
01/08/2024 The Story of 1.5°C: Obtaining the Probability of Breaching the Goals of the Paris Agreement Using Long Memory Models Econometric Models of Climate Change 2024 Conference University of Cambridge, United Kingdom
01/08/2023 The effect of the Paris Agreement and the COVID-19 pandemic on the volatility persistence of brown and green stocks Econometric Models of Climate Change Vrije Universiteit Amsterdam
01/06/2023 The effect of the Paris Agreement and the COVID-19 pandemic on the volatility persistence of brown and green stocks International Association for Applied Econometrics Annual Conference BI Norwegian Business School
01/05/2022 The Difference-in-Variance Test for Asymmetry (Invited Talk) Statistics Department Seminar Series Mexico Autonomous Institute of Technology, ITAM
01/12/2021 The Economic and Financial Repercussions of COVID-19 World Pandemic Network 2021 Conference  
01/05/2019 Nonfractional Memory: Filtering, Antipersistence, and Estimation 10th Nordic Econometric Meeting Stockholm University
01/06/2018 Nonfractional Memory: Filtering, Antipersistence, and Forecasting International Association for Applied Econometrics Annual Conference Université du Québec à Montréal
01/06/2018 Nonfractional Memory: Filtering, Antipersistence, and Forecasting Long Memory Conference Aalborg University
01/12/2017 Long Horizon Forecasts 11th Computational and Financial Econometrics Conference University of London
01/02/2017 Forecasting Long Memory Processes with the ARFIMA Model Applied Economics Department Seminar University of the Balearic Islands
01/01/2017 Forecasting Long Memory Processes with the ARFIMA Model Statistics Department Seminar Carlos III University of Madrid
01/06/2016 Long Memory, Fractional Integration, and Cross-Sectional Aggregation International Association for Applied Econometrics Annual Conference University of Milano-Bicocca
01/04/2016 Unbalanced Regressions and the Predictive Equation Royal Economic Society Annual Conference University of Sussex
01/03/2016 Unbalanced Regressions and the Predictive Equation Econometric Institute Research Meeting Erasmus University Rotterdam and Tinbergen Institute
01/03/2016 Long Memory and Cross-Sectional Aggregation PhD Lunch Seminar Rotterdam Erasmus University Rotterdam and Tinbergen Institute
01/11/2015 Long Memory and Cross-Sectional Aggregation DGPE Workshop Sandbjerg Gods
01/10/2015 Long Memory and Cross-Sectional Aggregation 4th Long Memory Symposium Aarhus University and CREATES
01/10/2015 Long Memory and Cross-Sectional Aggregation CREATES Lunch Seminar Aarhus University and CREATES
01/05/2015 Unbalanced Regressions and the Predictive Equation 8th Nordic Econometric Meeting University of Helsinki
01/12/2014 Unbalanced Regressions and the Predictive Equation CREATES Lunch Seminar Aarhus University and CREATES
01/10/2009 Spurious Forecasts? XLII Congress of the Mexican Mathematical Society  
01/10/2008 Granger-Causality in the Presence of Structural Breaks Mexican Colloquium of Mathematical Economics and Econometrics  
01/05/2008 Granger-Causality in the Presence of Structural Breaks XLI Congress of the Mexican Mathematical Society  
No matching items

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-)
    • 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