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Humboldt-Universität zu Berlin - High Dimensional Nonstationary Time Series

Workshop: Participation in Energy Finance Workshop

22.04.2016. The IRTG doctoral students Thijs Benschop, Shi Chen and Awdesch Melzer
attended the Energy Finance Workshop 2016 in Stolberg, Germany. Thijs Benschop presented his paper on “Modeling and forecasting of realized volatility of CO2 emission futures contracts”, Awdesch Melzer presented his project “Wind Energy risk Modelling”.