The Dynamics of Hourly Electricity Prices
|Date||11 November 2009|
|Venue||ICMA Centre, Room G03/04|
He has held positions at Queensland University of Technology and University of Karlsruhe in Germany where he received a PhD in Statistics. His research interests focus on risk management and financial econometrics including the fields of credit risk, operational risk, power markets and real estate finance. He has published in various international journals including The Journal of Banking and Finance, European Journal of Finance, Energy Economics, The Journal of Credit Risk, Computational Statistics, Physika A ? Statistical Mechanics and its Applications, Studies on Non-Linear Dynamics & Econometrics and Journal of Property Investment and Finance.