We recently had the opportunity to speak with Weining about her background in economics and her research interests.

 

Can you tell us about your professional economics career to date?

Before joining the University of Bristol, I served as a Chair Professor in Econometrics at the University of Groningen in the Netherlands. Prior to that, I was a Chair Professor in Financial Econometrics at the University of York in the UK, after starting my academic career as a Junior Professor at Humboldt University of Berlin.

I’m thrilled to be continuing my research and teaching at the University of Bristol. I was drawn to Bristol because of its strong reputation and its commitment to fostering an open academic environment. This term, I’m teaching applied financial econometrics, and I’m really looking forward to it. In addition, I’ll be helping supervise theses and contributing to the design of a potential future new programme for undergraduate students.

 

How did you become interested in economics?

I originally studied statistics at university, but soon realised that it could be a powerful tool for addressing a wide range of problems in economics – like risk management and welfare optimization.

This led me to pursue a PhD in Economics at Humboldt University of Berlin, after completing a master’s degree in Statistics at the same institution.

 

Which areas of economics research are you particularly focused on?

My research background is in the areas of econometrics, finance, and risk management. I am especially interested in questions related to high dimensional time series and machine learning.

Throughout my career, I’ve been fortunate to have my work published in several prestigious economics journals, including the Journal of the American Statistical Association, Annals of Statistics, Journal of Econometrics, Econometric Theory, Journal of Financial Econometrics, and the Journal of Business & Economic Statistics.

My current research looks at machine learning methods for risk management – I am hoping to develop econometric models that can help with decision making related to risk management.

 

What advice would you give to economics students?

Don’t be afraid to explore beyond the textbook. Stay curious about everything and never get frustrated – it's all part of the learning process. Economics is a dynamic field, and real-world applications are often far more complex and nuanced than what’s covered in class. Make time to dive into current research, engage with diverse perspectives, and push yourself to adopt interdisciplinary approaches. The ability to think critically and adapt your understanding to new contexts will set you apart.

And never underestimate the power of collaboration – ideas often emerge through conversation, not just solitary study.