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Marian Risse

Telefon: +49 (0)40 6541 3378
Fax: +49 (0)40-6541 2173
E-Mail: marian.risse ||at|| hsu-hh.de
Sprechstunde: nach Vereinbarung
Beschreibung: 

 

Research Interests

  •     Financial Markets
  •     Commodity Markets
  •     Forecasting
  •     Bayesian Econometrics
  •     Machine Learning

 

Publications

Articles in Refereed Journals

2016

  •     Risse, M.; Kern, M.: "Forecasting House-Price Growth in the Euro Area with Dynamic Model Averaging", North American Journal of Economics and Finance, Vol. 38 (2016), 70–85. Externer Link:   (http://dx.doi.org/10.1016/j.najef.2016.08.001) Link wird in einem neuen Fenster geöffnet
  •     Gupta, R.; Pierdzioch, C.; Risse, M.: "On International Uncertainty Links: BART-Based Empirical Evidence for Canada", Economics Letters, Vol. 143 (2016), 24–27. Externer Link:   (http://dx.doi.org/10.1016/j.econlet.2016.03.009) Link wird in einem neuen Fenster geöffnet
  •     Pierdzioch, C.; Risse, M.; Rohloff, S.: "Are Precious Metals a Hedge Against Exchange-Rate Movements?", North American Journal of Economics and Finance, Vol. 38 (2016), 27–38. Externer Link:   (http://dx.doi.org/10.1016/j.najef.2016.06.002) Link wird in einem neuen Fenster geöffnet
  •     Pierdzioch, C.; Risse, M.; Rohloff, S.: "Fluctuations of the Real Exchange Rate, Real Interest Rates, and the Dynamics of the Price of Gold in a Small Open Economy", Empirical Economics, forthcoming. Externer Link:   (http://dx.doi.org/10.1007/s00181-015-1053-5) Link wird in einem neuen Fenster geöffnet
  •     Pierdzioch, C.; Risse, M.; Rohloff, S.: "A Boosting Approach to Forecasting the Volatility of Gold-Price Fluctuations Under Flexible Loss", Resources Policy, Vol. 47 (2016), 95–107. Externer Link:   (http://dx.doi.org/10.1016/j.resourpol.2016.01.003) Link wird in einem neuen Fenster geöffnet
  •     Pierdzioch, C.; Risse, M.; Rohloff, S.: "A Quantile-Boosting Approach to Forecasting Gold Returns", North American Journal of Economics and Finance, Vol. 35 (2016), 38–55. Externer Link:   (http://dx.doi.org/10.1016/j.najef.2015.10.015) Link wird in einem neuen Fenster geöffnet
  •     Pierdzioch, C.; Risse, M.; Rohloff, S.: "A Boosting Approach to Forecasting Gold and Silver Returns: Economic and Statistical Forecast Evaluation", Applied Economics Letters , Vol. 23 (2016), 347–352. Externer Link:   (http://dx.doi.org/10.1080/13504851.2015.1073835) Link wird in einem neuen Fenster geöffnet

2015

  •     Pierdzioch, C.; Risse, M.; Rohloff, S.: "Cointegration of the Prices of Gold and Silver: RALS-Based Evidence", Finance Research Letters , Vol. 15 (2015), 133–137. Externer Link:   (http://dx.doi.org/10.1016/j.frl.2015.09.003) Link wird in einem neuen Fenster geöffnet
  •     Pierdzioch, C.; Risse, M.; Rohloff, S.: "A Real-Time Quantile-Regression Approach to Forecasting Gold-Price Fluctuations Under Asymmetric Loss", Resources Policy, Vol. 45 (2015), 299–306. Externer Link:   (http://dx.doi.org/10.1016/j.resourpol.2015.07.002) Link wird in einem neuen Fenster geöffnet
  •     Pierdzioch, C.; Risse, M.; Rohloff, S.: "Forecasting Gold-Price Fluctuations: A Real-Time Boosting Approach", Applied Economics Letters, Vol. 22 (2015), 46–50. Externer Link:   (http://dx.doi.org/10.1080/13504851.2014.925040) Link wird in einem neuen Fenster geöffnet

2014

  •     Pierdzioch, C.; Risse, M.; Rohloff, S.: "The International Business Cycle and Gold-Price Fluctuations", Quarterly Review of Economics and Finance, Vol. 54 (2014), 292–305. Externer Link:   (http://dx.doi.org/10.1016/j.qref.2014.01.002) Link wird in einem neuen Fenster geöffnet
  •     Pierdzioch, C.; Risse, M.; Rohloff, S.: "On the Efficiency of the Gold Market: Results of a Real-Time Forecasting Approach", International Review of Financial Analysis, Vol. 32 (2014), 95–108. Externer Link:   (http://dx.doi.org/10.1016/j.irfa.2014.01.012) Link wird in einem neuen Fenster geöffnet

Working Papers

  •     Pierdzioch, C.; Risse, M.: "Forecasting Precious Metal Returns With Multivariate Random Forests", submitted.
  •     Risse, M.; Ohl, L.: "Using Dynamic Model Averaging in State Space Representation with Dynamic Occam’s Window and Applications to the Stock and Gold Market", submitted. Externer Link:   (https://papers.ssrn.com/sol3/papers.cfm?abstract_id=2877182) Link wird in einem neuen Fenster geöffnet
  •     Pierdzioch, C.; Risse, M.: "A Machine-Learning Analysis of the Rationality of Aggregate Stock-Market Forecasts", submitted. Externer Link:   (https://papers.ssrn.com/sol3/papers.cfm?abstract_id=2756903) Link wird in einem neuen Fenster geöffnet
  •     Pierdzioch, C.; Risse, M, Gupta, R., Nyakabawo, W.: "On REIT Returns and (Un-)Expected Inflation: Empirical Evidence Based on Bayesian Additive Regression Trees", submitted. Externer Link:   (http://www.universityofpretoria.co.za/media/shared/61/WP/wp_2016_77.zp102004.pdf) Link wird in einem neuen Fenster geöffnet

 

Referee Activity

Economic Modelling, Energy Economics, International Economics and Economic Policy, Resources Policy, SMYE Referee Commitee, INFINITI Referee Commitee

 

Accepted Conferences

Annual Conference, Verein für Socialpolitik (VfS, 2014, host); Spring Meeting of Young Economists (SMYE, 2014, 2015, 2017, Vienna, Gent, Halle); Annual Conference, Scottish Economic Society (SES, 2015, 2016, Perth);
Annual Conference, European Economics and Finance Society (EEFS, 2015, 2016 Brussels, Amsterdam); International Conference on Computational and Financial Econometrics (CFE, 2015, London, invite)

 

Education
  •     since 2013 Helmut Schmidt University (PhD Candidate)
  •     2010 - 2012 University of Goettingen (M.A. Int. Economics)
  •     2011 Aarhus University (Study Abroad)
  •     2009 University of California, Davis (Study Abroad)
  •     2006 - 2009 University of Muenster (B.Sc. Economics)

 

Teaching Experience (Tutorials)

  •     Introductory Econometrics (Bachelor)
  •     Introduction to Monetary Policy (Bachelor)
  •     Monetary Policy in Open Economies (Master)
  •     The Political Economy of Government Debt (Master)


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Letzte Aktualisierung (Prof. Dr. Christian Pierdzioch): 16.06.2017 - 11:28:54 | WebBox 1.5.2.20160202 | rzcluster2-8 |