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Risk Analysis and Prediction of UK Electricity Price Distributions using Quantile Regression

Event information
Date 26 January 2011
Time 13:00-14:00 BST
Venue ICMA Centre, Room G03/04
Event types:
Research Seminars

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.