Humboldt-Universität zu Berlin - High Dimensional Nonstationary Time Series

Workshop: Energy Finance 2013

12.10.2013. Thijs Benschop and Franziska Schulz presented their works on “Volatility Modelling of CO2 Spot Prices Using Markov Switching Models” and “Forecasting Conditional Quantiles of Electricity Demand” at the Energy Finance Workshop in Essen, Germany. Franziska also presented her findings at the Applicable Semiparametrics Conference in Berlin, Germany.