Humboldt-Universität zu Berlin - High Dimensional Nonstationary Time Series

E-mail:	sulzfran@hu-berlin.de
Phone:	+49 30 2093-5748
Fax:	+49 30 2093-5649
Office hours:	upon agreement
	SPA1, 312
Mail address:	Humboldt-Universität zu Berlin School of Business and Economics Ladislaus von Bortkiewicz Chair of Statistics Unter den Linden 6 10099 Berlin Germany

Teaching

• Multivariate Statistical Analysis I (WS 16/17)

• Statistical Programming Languages (SS 16)

• Numerical Introductory Course (WS 15/16)

• Statistik I+II mit SPSS und Excel - Anwendungen für die Praxis (SS 14, WS 14/15)

• Statistik II (Tutorial WS 13/14)

• Statistik I (Tutorial SS 13)

Education

• 2013 -       IRI THESys Graduate Program, Humboldt-Universität zu Berlin
• 2010 - 2012   M.Sc. in Statistics, Humboldt-Universität zu Berlin
• 2007 - 2010   B.Sc. in Econometrics and Operations Research, Maastricht University, The Netherlands

Links

• SFB 649, Subproject C11: Weather Risk Management in Agriculture using Weather Derivates

Publications

• López Cabrera, B. and Schulz, F. (2016). Forecasting Generalized Quantiles of Electricity Demand: A Functional Data Approach. Journal of the American Statistical Association, DOI:10.1080/01621459.2016.1219259.

• López Cabrera, B. and Schulz, F. (2016) Volatility linkages between energy and agricultural commodity prices Energy Economics 54, 190-203, DOI:10.1016/j.eneco.2015.11.018.

• López Cabrera, B. and Schulz, F. (2016) Time-Adaptive Probabilistic Forecasts of Electricity Spot Prices with Application to Risk Management. SFB 649 Discussion Paper 2016-035, Humboldt-Universität zu Berlin.