Dirk
Engel
Research Area: Applied StatisticsResearch Interests:
- Time Series Analysis, in particular Regime-Switching Models
- Econometrics
- Statistical Modelling, in particular of Energy Prices
- Data Analysis and Computational Statistics
Projects:
- Development of a model for the simulation of consistent spot price scenarios for electricity and fuels
Teaching (in German) :
- Praktikum zur Stochastik (WS10/11)
- Seminar zur Statistik (WS10/11) zum Thema "Copulas: Modellierung multivariater Abhängigkeit und finanzmathematische Anwendungen"
- Praktikum zur Stochastik (SS10)
