Humboldt-Universität zu Berlin - High Dimensional Nonstationary Time Series

E-mail:	thijs.benschop@hu-berlin.de
Phone:	+49 30 2093-5728
Fax:	+49 30 2093-5649
Office hours:	upon agreement
Office:	Spandauer Straße 1, Room 306
Mail address:	Humboldt-Universität zu Berlin School of Business and Economics Ladislaus von Bortkiewicz Chair of Statistics Unter den Linden 6 10099 Berlin Germany

Education

• 2010 - 2013   M.Sc. in Statistics, Humboldt-Universität zu Berlin
• 2005 - 2010   B.A. in European Studies, Maastricht University, The Netherlands
• 2004 - 2009   B.Sc. in Econometrics and Operations Research, Maastricht University, The Netherlands

Conferences

Energy and Commodity Finance Conference 2016, Paris, France: Modeling and forecasting of realized volatility of CO2 emission futures contracts

2016 Commodity Markets Conference, Hannover, Germany: Volatility Modelling of CO2 Emission Allowance Spot Prices with Regime-Switching GARCH Models

DAGStat Tagung 2016, Göttingen, Germany: Modeling and forecasting of realized volatility of CO2 emission futures contracts

2015 WISE-CASE Workshop on Econometrics and Statistics, Xiamen, China: Realized Volatility of CO2 Futures – Breakdown by Time Horizon

Energy Finance Workshop 2014, Stolberg (Harz), Germany: Does commodity speculation cause hunger? - Influence of speculation on commodity prices

11th German Probability and Statistics Days 2014, Ulm, Germany: Volatility Modelling of CO2 Spot Prices Using MS GARCH Models

EnergyFinance 2013, Essen, Germany: Volatility Modelling of CO2 Spot Prices Using Markov Switching Models

Links

• International Research Training Group 1792 “High Dimensional Non Stationary Time Series”

Teaching