Bahar Ghezelayagh

Bahar Ghezelayagh


  • 2.10 Elizabeth Fry Building

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Personal profile


Bahar is a lecturer in Financial Economics. She obtained her PhD in 2015 from the University of East Anglia.

Bahar’s research is in time series analyses, and econometrics. Her work explores the intersection of long-memory, and temporal aggregation, as well as fractional cointegration. Currently she is working on co-movements in the energy markets.

Bahar is the second supervisor to Mr Aleksandr Pereverzin.  Aleksandr has started his PhD studies at UEA in September 2017, and he is currently working on modelling multiscale risk using intraday exchange rate data.

Bahar has undertaken consultancy works during her time at UEA too. She will be carrying out an Economic Impact Assessment for the Royal Norfolk Agricultural Association following the Royal Norfolk Show in June 2018.

You can read more about Bahar’s research and other activities on her webpage:

Key Research Interests

Teaching Interests

Bahar is currently co-teaching Applied Econometrics (PGT) with Dr Georgios Papadopoulos. This is one of the core modules for the master students (Academic and Professional). This module is divided into two parts: 1) Time series methods (including ARIMA modelling, stationarity testing, ARCH/GARCH models, Volatility Spillover, VARs , Cointegration and VECMs) 2) Microeconometrics (including panel data methods, and models for binary response variables). Stata is used extensively. I have recently started producing some screencasts for students. Here is a sample:

Bahar is also teaching Risk Management and Trading (PGT). This is a compulsory module for students studying MSc Quantitative Financial Economics. In the first part of the module, students will learn how to measure and manage risk using Stata, while in the second part of the module we use Excel VBA to explore trading strategies.

For more information regarding our PGT degrees:

If you would like to have more information regarding either of these modules, please email Bahar.

Administrative Posts

Bahar is currently the Senior Advisor in the School of Economics.

She was previously the Gender Equality Director of the School, and she successfully submitted the School’s application for the Athena SWAN Bronze award in April 2017. The School was awarded an Athena SWAN Bronze Award in October 2017. The School of Economics at UEA is very proud to be one of the very few Economics Department in the UK to hold this award.

Expertise related to UN Sustainable Development Goals

In 2015, UN member states agreed to 17 global Sustainable Development Goals (SDGs) to end poverty, protect the planet and ensure prosperity for all. This person’s work contributes towards the following SDG(s):

  • SDG 5 - Gender Equality
  • SDG 10 - Reduced Inequalities