Sprechzeiten im Wintersemester: Donnerstag, 12:30 - 14:30 Uhr.
Inhaber der Professur Finanzwirtschaft und Bankbetriebslehre seit Februar 2024.
Wissenschaftlicher Werdegang
- Seit 02/2024 Inhaber W3-Professur "Finanzwirtschaft und Bankbetriebslehre"
- Seit 07/2024 Editor-in-Chief Finance Research Letters
- Seit 01/2024 Associate Editor Development and Sustainability in Economics and Finance
- Seit 09/2023 Associate Editor Journal of Climate Finance
- 07/2021 - 01/2024 Associate Professor in Finance, Queen's Business School, Queen's University Belfast
- 01/2019 - 06/2024 Senior Editor Finance Research Letters
- 03/2022 - 06/2023 Gastprofessor Universitat de Barcelona, Spanien, Institut für Ökonometrie und Statistik, EU-NextGen Drittmittelförderung
- 09/2018 & 03/2019 Gastprofessor, Deutsch-Mongolische Hochschule für Rohstoffe und Technologie, Ulaanbaatar, Mongolei
- 03/2018 - 06/2021 Assistant Professor in Finance, Queen's Business School, Queen's University Belfast
- 12/2017 Promotion (Dr. rer. pol.), Technische Universität Dresden, Fakultät Wirtschaftswissenschaften, Professur für BWL, insb. Finanzwirtschaft und Finanzdienstleistungen
Titel: “Conditional Variance Modeling of Financial Time Series” (Summa cum laude) - 08/2016 - 11/2016 Gastwissenschaftler, University of Memphis, Fogelman College - Department of Economics, Memphis, USA
- 11/2013 Dipl.-Math. (Wirtschaftsmathematik), Technische Universität Dresden, Fakultät Mathematik
Kurzprofil
I hold the Chair of Finance and Banking at Technische Universität Chemnitz, Faculty of Economics and Business, Germany. Previously, I worked as Associate Professor in Finance at Queen's Management School, Queen's University Belfast, UK. In 2022 and 2023, I was a EUNextGen-funded Visiting Professor at the University of Barcelona School of Economics, Department of Econometrics, Statistics and Applied Economics.
I hold a PhD in Finance (2017) and a Master's (equiv., Dipl.-Math.) degree in Financial Mathematics (2013) from Technische Universität Dresden, Dresden, Germany. I attended San Diego State University in 2010 and The University of Memphis as visiting scholar in 2016. I joined Queen's University Belfast as Assistant Professor in Finance in 2018. In 2019, I was a visiting scholar with the University of Barcelona, School of Economics in the Econometrics and Risk Management Group.
I am ranked in the recent 2022 Wirtschafts Woche/Handelsblatt ranking of the most research-intensive business economists under 40 years ("forschungsstärkste Betriebswirte unter 40") in German-speaking countries (Austria, Germany, Switzerland).
My research interests include econometric modeling and machine learning within the fields of finance and economics, energy & carbon economics, the financialization of commodity markets and connectedness to financial markets such as equity and fixed-income markets and volatility forecasting with application in financial risk management and portfolio optimization.
I am on of the Editors-in-Chief for Finance Research Letters and an Associate Editor for the Journal of Climate Finance.