Bakgrunn og aktiviteter

Leader Centre for Banking and Finance NTNU

Organizer PhD Summer School in Finance:

Research interests: 

- Banking and Finance (Green Finance, Capital Markets, Credit Migration, Financial Regulation, Interest Rate Modeling); 

- Energy and Commodity Finance (Pricing and Optimization of Electricity, Gas and Oil markets, Market Coupling, Electricity Trading)

- Methods and skills: Econometrics (applied and estimation): regime-switching models, time-varying quantile regression, time series;  Financial mathematics: random field modelling; Stochastic programming: production planning with applications to energy;


- 2019 Award by the Austrian Operations Research Society (Best Disertation Award Daniela Escobar) for joint research on "Recovering distortion functions from power futures".

- 2019 Simons Fellowship Isaac Newton Institute, Research Stay University of Cambridge.

- November 2016 – ECOMFIN Best Paper Award, Energy and Commodity Finance Conference, Paris.

- October 2013– DK Gupta Memorial Best Energy Paper Award 2013, Conference Energy Finance, Essen.

Research grants:

- EU Grant Horizon 2020, +CityxChange (2018), (1`000`000 NOK) project partner:
-  Isaac Newton Institute (personal) EU grant:  Isaac Newton Institute, Research Stay University of Cambridge, 15 March—03 May 2019.
-  Grant offered by the Norwegian Finance Initiative (NFI) to build a PhD Summer School of Finance (2019) at NTNU Business School (50'000 USD)
-   NTNU Research Grant 6 million NOK (2 PhD positions financed for 3 years) (February 2018): Financial challenges for the integration of short term electricity markets with Stein-Erik Fleten
-  Research grant Adolf Øiens donasjonsfond (March 2018), 100`000 NOK, Energizing new computational frontiers
-  Swiss Federal Office of Energy SFOE, Research programme Energy-Economy-Society (EWG), 2016. Grant of 120’000 CHF for the research proposal: Econometric analysis of the determinants of electricity wholesale prices
-  Joint grant with the University of Vienna of 40’000 EUR (2010-2013) Energy Policies and Risk Management for the 21st Century

PhD students:

  • Ranik Raaen Wahlstrøm (quantitative finance) 

  • Wei Li (energy finance)

  • Christoph Halser (commodity finance)

  • postdoc: Marianna Russo

International Research Collaborations:

  • University of St. Gallen (Lehrauftrag)

  • University of Duisburg-Essen (Research Fellow)

  • University of Zürich

  • Universities of Oslo and Karlsruhe

Vitenskapelig, faglig og kunstnerisk arbeid

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  • Paraschiv, Florentina. (2011) Modeling client rates and volumes of the non-maturing savings accounts. 2011. ISBN 978-3-258-07706-2.