Humboldt-Universität zu Berlin - High Dimensional Nonstationary Time Series

Chair of Statistics - Maria Osipenko

E-mail:

 maria.osipenko@wiwi.hu-berlin.de

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Phone: +49 30 2093-1470
Skype: maria_osipenko

Office:

Office hours:

SPA 1, room 311

upon agreement

Postal address:
 

Ladislaus von Bortkiewicz Chair of Statistics
C.A.S.E. - Center for Applied Statistics & Economics
School of Business and Economics
Humboldt-Universität zu Berlin
Unter den Linden 6
10099 Berlin, Germany

 

   Teaching


 

   Research field


   Methods
  • Multivariate Analysis, Spatial Analysis
  • Dimension Reduction Methods, Quantiles and Expectiles
   Applications
  • Risk Management, Insurance
  • Weather Derivatives, Weather Extremes, Electricity
  • Real Estate Prices

  Discussion Papers



  Publications


  • Härdle, W. and Osipenko, M. (2012) Spatial Risk Premium on Weather Derivatives and Hedging Weather Exposure in Electricity, The Energy Journal, 33(2), p.149-170. DOI 10.5547/01956574.33.2.7.
  • Akdeniz-Duran, E., Härdle, W. and Osipenko, M. (2012) Difference based Ridge and Liu type Estimators in Semiparametric Regression Models, Journal of Multivariate Analysis, 105(1), p.164-175. DOI 10.1016/j.jmva.2011.08.018.
  • Härdle, W. and Osipenko, M. (2012) Pricing Chinese rain: a multi-site multi-period equilibrium pricing model for rainfall derivatives, submitted.

 

   Projects


  • Principal Components in an Asymmetric Norm,  started 2013 (with Ngoc Mai Tran and Wolfgang K. Härdle)
  • Multi-year Index-based Crop Insurance, started 2012 (with Zhiwei Chen and Martin Odening)
  • Semiparametric Spatial Autoregression for Real Estate Prices, started 2013 (with Rainer Schulz and Wolfgang K. Härdle)

  

   Interests



   Altai, Baikal

   Gesellschaftstanz

   Dachshunde

   Sportabzeichen

   'Master and Margaritta' M. Bulgakow, 'Roadside Picnic', 'Hard to be a God' A. and B. Strugatsky
   'Solaris' S. Lem , 'The Odor of Thought' R. Sheckley.