Dr. Florian Ziel
Wirtschaftswissenschaftliche Fakultät (Wiwi)
Akademischer Mitarbeiter Alumni
Publikationen
Ziel, F., & Weron, R. (2016). Day-ahead electricity price forecasting with high-dimensional structures: Univariate vs. multivariate models (No. HSC/16/08). Hugo Steinhaus Center, Wroclaw University of Technology.
Ziel, F., & Steinert, R. (2016). Electricity Price Forecasting using Sale and Purchase Curves: The X-Model. Energy Economics, 59, 435-454.
Ziel, F. (2016). Forecasting Electricity Spot Prices using Lasso: On Capturing the Autoregressive Intraday Structure. IEEE Transactions on Power Systems, 31.6, 4977-4987.
Ziel, F., Croonenbroeck, C., & Ambach, D. (2016). Forecasting wind power - Modeling periodic and non-linear effects under conditional heteroscedasticity. Applied Energy, 177, 285-297.
Ziel, F., & Liu, B. (2016). Lasso estimation for GEFCom2014 probabilistic electric load forecasting. International Journal of Forecasting, 23, 1029-1037.
Ziel, F. (2016). Iteratively reweighted adaptive lasso for conditional heteroscedastic time series with applications to AR-ARCH type processes. Computational Statistics and Data Analysis, 100, 773-793.
Ziel, F. (2015). Modelling and forecasting electricity load using lasso methods. In 2015 Modern Electric Power Systems (MEPS) (pp. 1-6). IEEE.
Ziel, F., Steinert, R., & Husmann, S. (2015). Forecasting day ahead electricity spot prices: The impact of the EXAA to other European electricity markets. Energy Economics, 51, 430-444.
Ziel, F. (2015). Quasi-maximum likelihood estimation of periodic autoregressive, conditionally heteroscedastic time series. In Stochastic Models, Statistics and Their Applications (pp. 207-214). Springer International Publishing.
Ziel, F., Steinert, R., & Husmann, S. (2015). Efficient modeling and forecasting of electricity spot prices. Energy Economics, 47, 98-111.
Software
CombinePortfolio R-package maintainer
Lebenslauf / Vita
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Ausbildung/Forschung |
07.2016-12.2016 Academic Visitor am Centre for Industrial and Applied Mathematics (OCIAM), University of Oxford, Oxford, UK 09.2012-06.2016 Promotion in Wirtschaftswissenschaften an der Europa-Universität Viadrina, Frankfurt (Oder). 06.2015-09.2016 Forschungsaufenthalt am European Centre for Advanced Research in Economics and Statistics (ECARES) der Université libre de Bruxelles (ULB), Brüssel, Belgien 10.2008-02.2013 Diplom Mathematik, Technische Universität Dresden, Dresden. 09.2011-08.2012 M.Sc. in Statistics, University College Dublin, Dublin, Irland. |
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Konferenzen und Vorträge |
01.2017 Combined Portfolio Rules under Parameter Uncertainty, Mathematics Colloquium, BTU Cottbus, Germany 01.2017 Probabilistic Mid- and Long-Term Electricity 12.2016 Probabilistic Mid- and Long-Term Electricity 09.2016 Iteratively reweighted adaptive lasso for conditional heteroscedastic time series with applications to AR-ARCH type processes, Royal Statistical Society Conference 2016, Manchester, UK 07.2016 Electricity Price Forecasting using Sale and Purchase Curves: The X-Model, Conference on the Mathematics of Energy Markets, Wien/Vienna, Austria 06.2016 Load Forecasting Using Lasso Based Time Series Methods, 36th International Symposium on Forecasting (ISF2016), Santander, Spain 06.2016 Electricity price forecasting using sale and purchase curves - The X-model, Science meets Social Science (S3-Seminar), Wrocław, Poland 03.2016 Electricity Price Forecasting using Supply and Demand Curves, DAGStat 2016, Göttingen, Germany 12.2015 Electricity Price Forecasting using Supply and Demand Curves, Energy Finance Christmas Workshop 2015, Institut Henri Poincaré, Paris, France 10.2015 Electricity Price Forecasting using Supply and Demand Curves, Viadrina Days on Empirical Economics 2015, Frankfurt (Oder), Germany 09.2015 Estimating ARMA-GARCH processes in High Dimensions, German Statistical Week 2015, Hamburg, Germany 09.2015 Efficient Modelling and Forecasting of Electricity Spot Prices, Energy Finance Conference 2015, London, UK 07.2015 Modelling and Forecasting Electricity Load Using Lasso Methods, Modern Electric Power Systems 2015 (MEPS'15), Wrocław, Poland 03.2015 Einführung in das Verständnis von Zeitreihen, Carl-Friedrich-Gauß Gymnasium, Frankfurt (Oder), Germany 02.2015 Modelling Electricity Spot Prices Using Lasso Methods, 12th Workshop on Stochastic Models, Statistics and Their Applications, Wrocław, Poland 02.2015 Modelling Electricity Spot Prices Using Lasso Methods, (ECARES, ULB), Brussel/Bruxelles/Brüssel, Belgium 11.2014 Lasso and the regularization challenge, Econometric Colloquium (Universität Konstanz), Konstanz, Germany 10.2014 Modelling electricity prices using an iteratively reweighted lasso approach, Workshop on high-dimensional, high-frequency and spatial data, Karlsruhe, Germany 09.2014 Estimation of AR-ARCH processes using an iterative lasso approach, German Statistical Week 2014, Hannover, Germany 09.2014 Efficient Modelling and Forecasting of Electricity Spot Prices, Royal Statistical Society Conference 2014, Sheffield, UK 09.2013 Quasi-Maximum Likelihood Estimation for Periodic Autoregressive, Conditionally Heteroscedastic Processes, German Statistical Week 2013, Berlin, Germany 09.2013 QML Estimation for Periodic Autoregressive, Conditionally Heteroscedastic Processes, Royal Statistical Society Conference 2013, Newcastle, UK 02.2013 Estimation of Periodic Autoregressive, Conditionally Heteroscedastic Processes, 11. Workshop: Stochastic Models and their Applications, Hamburg, Germany |
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Mitgliedschaften |
Royal Statistical Society |
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Auszeichnungen und Stipendien |
11.2016 Preis des GEE Energie-Forums für die Beste Dissertation 2016 (GEE: Gesellschaft für Energiewissenschaft und Energiepolitik e. V., Deutsche Sektion der International Association for Energy Economics, IAEE) 04.2015 DAAD Stipendium für Doktorandinnen und Doktoranden Studienjahr 2015/16 12.2013 Ehrenfried Walther von Tschirnhaus der Technische Universität Dresden 11.2012 Royal Statistical Society Prize 10.2008-08.2012 Stipendiat des Stipendienwerkes Evangelisches Studienwerk Villigst e.V. |