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Humboldt-Universität zu Berlin - Statistik

Awdesch Melzer

Contact

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

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

B.Sc. Economics, Humboldt-Universität zu Berlin

Teaching

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

An expectile factor model for one day-ahead wind power forecasting (in revision)

Pricing Green Financial Products (in revision)

Dynamics of day-ahead electricity prices (in progress)

Trading on production load gaps (in progress)