Humboldt-Universität zu Berlin - High Dimensional Nonstationary Time Series

Awdesch Melzer


Mail address

Humboldt-Universität zu Berlin
School of Business and Economics
Ladislaus von Bortkiewicz Chair of Statistics
Unter den Linden 6
10099 Berlin


M.Sc. Industrial and Network Economics, Technical University Berlin

B.Sc. Economics, Humboldt-Universität zu Berlin


WiSe15/16 Multivariate Statistical Analysis I

WiSe16/17 Finanzierung und Investition (Moodle)

SoSe17 Finanzierungstheorie (Moodle)

SoSe17 Topics in Finance (Moodle)

WiSe17/18 Finanzierung und Investition (Moodle)

SoSe18 Issues in Finance (Moodle)

WiSe18/19 Statistics of Financial Markets I (Moodle)

Research interests

Energy markets, renewables, wind power, extreme weather events, derivative pricing, day-ahead electricity price predictions

Dimension reduction, tail events, functional data analysis, spatial analysis

Research projects

Cluster-based short-term wind power forecasting with functional data analysis

Pricing Green Financial Products

Dynamics of day-ahead electricity prices