Leopoldo Catania is an Associate Professor at the Department of Economics and Business Economics, Aarhus University. He is a research fellow at the Danish Finance Institute (DFI) and the Center for Research in Energy: Economics and Markets (CoRE). He holds a PhD in Economics and Business Economics from University of Rome, "Tor Vergata" (2017).  

Leopoldo's research interests include time series analysis, financial econometrics, non linear dynamic models, and hidden Markov models. He is particularly interested in developing new dynamic models. For example, he developed new models which can be used to for quantitative risk management and prediction of relevant economic series.

Leopoldo is teaching a master’s course in Financial Econometrics offered both for MSc. in Finance and oecon students at the Department of Economics and business Economics, Aarhus university. The course is 10 ECTS and deals with both theoretical and empirical aspects of volatility modelling. He also teach a PhD level course on advanced topics in time series analysis.

In addtion, Jonas undertakes supervision of bachelor theses, master theses, and topic reports as well as Ph.D. supervision. 

Leopoldo has previously taught (or co-taught) the following courses

• Advanced Financial Econometrics
• Causal Inference
• Programming in Quantitative Economics
• Time Series Analysis

Leopoldo is seminar coordinator at the Econometrics and Business Analytics section toghether with Mikkel Sølvsten.