João Pedro Pereira is an Associate Professor of Finance at Nova SBE, Universidade Nova de Lisboa. He works in the areas of energy finance, asset pricing, and credit risk. His research has been published in the Journal of Financial and Quantitative Analysis, the Journal of Money, Credit and Banking, and the Journal of Banking and Finance, among others. He currently teaches Energy Finance, Fixed Income, Credit Risk, and Investments.

João has a Ph.D. in Finance from the University of North Carolina at Chapel Hill. In2012, he gained experience in energy through a Master in Sustainable Energy Systems at MIT Portugal and by becoming a GARP certified Energy Risk Professional. Prior to joining Nova SBE, he was an Assistant Professor at ISCTE-IUL. He taught graduate and undergraduate classes at ISCTE-IUL, the University of Delaware, and the University of North Carolina at Chapel.

2004 - PhD in Finance - University of NorthCarolina at Chapel Hill (USA)

1998 - M.Sc. in Financial and MonetaryEconomics - ISEG (Portugal)

1995 - B.Sc. (5-year degree) in BusinessAdministration - ISCTE-IUL (Portugal)

Finance. Electricity markets; Energy risk management; credit risk; asset pricing 

• Frade, Pedro M.S., Pereira, João Pedro, Santana, J. J. E., Catalão, J. P. S. (2019). Wind balancing costs in a power system with high wind penetration – Evidence from Portugal. Energy Policy, 132, 702-713.
• Pereira, João Pedro, Pesquita, Vasco, Rodrigues, Paulo M.M., Rua, António (2019). Market integration and the persistence of electricity prices. Empirical Economics, 57 (5), 1495-1514.
• Pereira, João Pedro, Rua, António (2018). Asset pricing with a bank risk factor. Journal of Money, Credit and Banking, 50 (5), 993-1032.
• Ferreira, Miguel A., Matos, Pedro, Pereira, João Pedro, Pires, Pedro (2017). Do locals know better? A comparison of the performance of local and foreign institutional investors. Journal Of Banking & Finance, 82, 151-164.
• Pires, Pedro, Pereira, João Pedro, Martins, Luís Filipe (2015). The empirical determinants of credit default swap spreads: A quantile regression approach. European Financial Management, 21 (3), 556-589.
• Pereira, João Pedro, Cutelo, Teresa (2013). Tiny prices in a tiny market: Evidence from Portugal on optimal share prices. European Financial Management, 19 (3), 579-598.
• Pereira, João Pedro, Zhang, Harold H. (2010). Stock returns and the volatility of liquidity. Journal of Financial and Quantitative Analysis, 45 (4), 1077-1110.
• Ghysels, Eric, Pereira, João Pedro (2008). Liquidity and conditional portfolio choice: a nonparametric investigation. Journal Of Empirical Finance, 15 (4), 679-699.