Risk Analysis and Prediction of UK Electricity Price Distributions using Quantile Regression
|Date||26th January 2011|
|Time||1:00pm - 2:00pm|
|Venue||ICMA Centre, Room G03/04|
He has worked as an investment portfolio manager for an insurance company, a project manager for a consultant company and as a credit analyst for an international bank. His is now an associate professor at the Norwegian University of Science and Technology, Department of Industrial Economics and Technology Management. His main research interests include empirical modelling and forecast of energy markets as well as financial econometrics in general. At the time being he is a project manager for two research projects involving four different power companies.