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Humboldt-Universität zu Berlin - High Dimensional Nonstationary Time Series

Conference: Paper presented at Energy and Commodity Finance Conference

24.06.2016. Thijs Benschop und Awdesch Melzer, two IRTG students, attended the Energy and Commodity Finance Conference in Paris. Thijs presented his paper on “Modeling and forecasting of realized volatility of CO2 emission futures contracts” and Awdesch presented his paper on “Wind Energy Risk Modelling”.