Dr Trino-Manuel Niguez
Dr. Trino-Manuel Ñíguez is a Reader in Economics at the Westminster Business School, University of Westminster. He earned his Bachelor of Science (Hons) in Economics in 1997 and his Master of Science in Quantitative Economics in 1999 from the University of Alicante. In 1999, he broadened his academic experience as an Erasmus student at the University of Copenhagen, and in 2003, he was appointed as a Research Scholar at the London School of Economics.
In 2004, Dr. Ñíguez completed his PhD in Economics at the University of Alicante, graduating with the Cum Laude distinction. He is also a Senior Fellow of the Higher Education Academy (SFHEA), reflecting his commitment to excellence in teaching and learning.
Throughout his career, Dr. Ñíguez has held visiting positions at prominent institutions, including the Bank of Spain, New York University, and the University of Alicante. His teaching experience includes roles as a Graduate Teaching Assistant at both the London School of Economics (2003-2005) and the University of Alicante (1999-2003).
In addition to his academic achievements, Dr. Ñíguez has a background as a professional clarinetist, having worked for the Spanish government. He holds a Degree as a Teacher of Clarinet from the Superior Conservatory of Music "Oscar Espla" in Alicante, which he obtained in 1994.
Education
2004 PhD in Economics (Cum Laude), University of Alicante
2003-04 Visiting research scholar, London School of Economics
1999 MSc in Quantitative Economics, University of Alicante
1999 Erasmus student, University of Copenhagen
1997 BSc (Hons) in Economics, University of Alicante
Awards
2022 Nominated for the Westminster Learning and Teaching Awards
2017 Students' Union Staff Appreciation Award, University of Westminster
2012 Students' Union Award for Outstanding Teacher, University of Westminster
2004 International Doctor Mention
Dr. Trino-Manuel Ñíguez's research focuses on econometric theory, financial econometrics, time series econometrics, optimal portfolio choice, and forecasting. He has made significant contributions to the field through his publications in esteemed journals, including Economics Letters, European Journal of Finance, Finance Research Letters, International Journal of Forecasting, Journal of Banking and Finance, Journal of Empirical Finance, Journal of Financial Econometrics, Journal of Forecasting, Journal of Risk Finance, North American Journal of Economics and Finance, Oxford Bulletin of Economics and Statistics, Quantitative Finance, Quarterly Review of Economics and Finance and the Spanish Economic Review, among others.
Currently, Dr. Ñíguez is engaged in two primary research studies: (1) investigating the role of higher-order statistical moments and risk attitudes in optimal portfolio choice, with applications to economic modeling and forecasting in environments characterised by substantial uncertainty; and (2) exploring multivariate semi-nonparametric densities as a feasibly parameterized approach to represent conditional volatility, as well as asymmetric correlations, skewness, and heavy tails observed in large portfolio asset return distributions.