Newcastle University Business School

Staff Profile

Professor Robert Sollis

Professor of Financial Economics


I have degrees from the University of Liverpool, University College London, and the University of Nottingham. My Ph.D. focused on detecting and modelling structural change in financial and economic time series and was written under the supervision of Professor Steve Leybourne and the late Professor Paul Newbold. My current research interests lie in the areas of data science, finance, and financial econometrics.  


Ph.D. Economics, University of Nottingham

M.Sc. Environmental and Resource Economics (Distinction), University College London

B.A. (Hons.) Economics, University of Liverpool


Royal Economic Society

Royal Statistical Society

Committee member: Royal Statistical Society, Finance and Economics Special Interest Group

Research affiliate, Centre for Dynamic Macroeconomics, School of Economics and Finance, University of St Andrews

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Current Research interests

Data Science, Finance, Financial Econometrics

Ph.D./D.B.A. supervision since 2014

Ge Yu, Ph.D., Empirical Essays on Stock Market Bubbles, awarded December 2019.

William Berry, Ph.D., An Empirical Analysis of the Impact of Financial Stress and Quantitative Easing on U.K. Financial Markets, awarded 2019, funded by a Peter and Norah Lomas scholarship.

Suwat Chritamara, D.B.A. (joint with Grenoble Ecole de Management), An Application of the Real Option Framework to Large Infrastructure Projects, awarded 2017.

Wai-man Kwong, Ph.D., Essays on Value at Risk and Asset Price Bubbles, awarded 2017.

Peter Christian Metzing, Ph.D., Macro-Prudential Financial Regulation of Banks After the Crisis of 2008, awarded 2016, funded by an ESRC studentship.

Ph.D. external examining

Cass Business School (Finance), University of Nottingham (Economics), University of St Andrews (Finance)


Leverhulme Trust, Macroeconomic effects of liquidity risks, CI, 2013-15



M.Sc. MATLAB for Finance

M.Sc. Risk Modelling

Office hours

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