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Konferenzen & Preise

Mathematics Colloquium, BTU Cottbus, Germany, 01.2017:

Florian Ziel "Combined Portfolio Rules under Parameter Uncertainty,

Joint Mathematics and Energy Economics Colloquium, BTU Cottbus, Germany, 01.2017:

Florian Ziel "Probabilistic Mid- and Long-Term Electricity Price Forecasting: A supply and demand curves based approach,

Energy Finance Christmas Workshop 2016, University Duisburg-Essen, Essen, Germany, 12.2016:

Florian Ziel "Probabilistic Mid- and Long-Term Electricity Price Forecasting: A supply and demand curves based approach"

22. Workshop des Student Chapters der GEE e.V., Berlin, 11.2016:

Florian Ziel "Electricity price modelling and forecasting using high-dimensional time series analysis"

Preis des Energieforums Berlin 2016 für seine Dissertation „Electricity Price Modelling and Forecasting Using High-dimensional Time Series Analysis“ von der Gesellschaft für Energiewissenschaft und Energiepolitik e. V., Deutsche Sektion der International Association for Energy Economics (IAEE)

Royal Statistical Society Conference 2016, Manchester, UK, 09.2016:

Florian Ziel "Iteratively reweighted adaptive lasso for conditional heteroscedastic time series with applications to AR-ARCH type processes"

Conference on the Mathematics of Energy Markets, Wien/Vienna, Austria, 07.2016:

Florian Ziel "Electricity Price Forecasting using Sale and Purchase Curves: The X-Model"

36th International Symposium on Forecasting (ISF2016), Santander, Spain, 06.2016:

Florian Ziel "Load Forecasting Using Lasso Based Time Series Methods"

Science meets Social Science (S3-Seminar), Wrocław, Poland, 06.2016:

Florian Ziel "Electricity price forecasting using sale and purchase curves - The X-model"

DAGStat 2016, Göttingen, Germany, 03.2016:

Florian Ziel "Electricity Price Forecasting using Supply and Demand Curves"

Energy Finance Christmas Workshop, Institut Henri Poincaré, Paris, France, 12.2015:

Florian Ziel "Electricity Price Forecasting using Supply and Demand Curves"

Viadrina Days on Empirical Economics 2015, Frankfurt (Oder), Germany, 23.10.2015:

Florian Ziel "Electricity Price Forecasts using Supply and Demand Curves"

German Statistical Week 2015, Hamburg, Germany, 15.-18.09.2015:

Florian Ziel "Estimating ARMA-GARCH processes in High Dimensions"

Energy Finance Conference 2015, London, UK, 09.-11.09.2015:

Florian Ziel "Efficient Modelling and Forecasting of Electricity Spot Prices"

Modern Electric Power Systems 2015 (MEPS'15), Wrocław, Poland, 06.-09.07.2015:

Florian Ziel "Modelling and Forecasting Electricity Load Using Lasso Methods"

12th Workshop on Stochastic Models, Statistics and Their Applications, Wrocław, Poland, 16.-20.02.2015:

Florian Ziel "Modelling Electricity Spot Prices Using Lasso Methods"

(ECARES, ULB), Brussel/Bruxelles/Brüssel, Belgium, 12.02.2015:

Florian Ziel "Modelling Electricity Spot Prices Using Lasso Methods"

Econometric Colloquium (Universität Konstanz), Konstanz, Germany, 11.2014:

Florian Ziel "Lasso and the regularization challenge"

Workshop on high-dimensional, high-frequency and spatial data, Karlsruhe, Germany, 29.-31.10.2014:

Florian Ziel "Modelling electricity prices using an iteratively reweighted lasso approach"

German Statistical Week 2014, Hannover, Germany, 16.-19.09.2014:

Florian Ziel "Estimation of AR-ARCH processes using an iterative lasso approach"

Royal Statistical Society Conference 2014, Sheffield, UK, 01.-04.09.2014:

Florian Ziel "Efficient Modelling and Forecasting of Electricity Spot Prices"

Sirca Philip Brown Prize for Best Published Paper in 2013 für Dr. Neda Todorova und Dr. Michael Soucek für ihr gemeinsames Paper ‘Realised volatility transmission between crude oil and equity futures market: A multivariable HAR approach’, Energy Economics, Vol. 40, Nov. 2013.

International Conference on Commodity Markets in Paris, 16.01. - 17.01.2014:

Michael Soucek "Volatility Transmission in Energy Futures Markets"

Paris Financial Management Conference, Paris, Frankreich, 16.-17.12.2013:

Antonina Waszczuk "Diversity of Empirical Design – Case Studies on the Cross-Section of Stock Returns"

Emerging Markets Queries in Finance and Business, Tigur-Mures, Rumänien, 24.-27.10.2013:

Antonina Waszczuk  "Data Sources Quality – Evidence from the Internationally Focused Studies on the Cross Section of Stock Returns"

BORSA İSTANBUL FINANCE & ECONOMICS CONFERENCE, Istanbul, Türkei, 30.9.-01.10.2013:

Antonina Waszczuk  "Assembling International Equity Data Sets – Evidence from the Studies on the Cross-Section of Returns"

Campus for Finance Research Conference, WHU Otto Beisheim School of Management, Vallendar, 16.1. - 18.1.2013

Michael Soucek  "Volatility Transmission in Energy Futures Markets"

7. South East European Doctoral Student Conference, Thessaloniki – Greece, 24.09. - 25.09.2012:

Michael Soucek "Market activity co-movements: Evidence from the S&P 500 index, crude oil and gold futures market"
On behalf of the Programme Committee, the Best Paper Award, was presented to this paper.

8. International Conference on Applied Financial Economics, Samos, Greece, 30.06. - 02.07.2011:

Neda Todorova "Estimation of the DAX 30 Volatility with Alternative Range-based Estimators"
Michael Soucek "Stock Returns and Oil Price Based Trading"
Antonina Waszczuk "Leverage Adjustment and Cost of Capital"

6. International Conference on Money, Investment and Risk, Nottingham Business School (Nottingham Trent University), Nottingham, UK, 03.04. - 05.04.2011:

Antonina Waszczuk "Multifactor Asset Pricing on the Polish Stock Market"

2. International Finance Conference, Indian Institute of Management, Calcutta, Indien, 10.01. - 12.01.2011:

Neda Todorova "A comparative study of range-based stock volatility estimators for the German market"
Michael Soucek "Industrial Metals and Predictability of U.S. and European Stock Returns"