Supervision
Here you can find all the students I have supervised, including PhD, Master, and Bachelor students.
PhD Thesis
| Year | Title | Students | Link |
|---|---|---|---|
| 2026 | Quantifying Climate Change Through Econometrics: Methods, Risks, and Responses | Olivia My Tøffner Kvist | ∅ |
| 2025 | Using Large-Scale Building Characteristics and Remotely Readable Water and Heat Meter: Proofs of Concept for Gaining Insights into Single-Family Houses | Markus Schaffer | 🌐 |
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Master’s Thesis
| Year | Title | Students | Link |
|---|---|---|---|
| 2026 | Modelling Electricity Prices in 15-Minute Intervals: A Panel Data Approach | Andreas Laurids Pedersen, Elissa Kamil Yammin | 🌐 |
| 2026 | Analysis of Imbalance Price Dynamics in the Danish Balancing Market | Frederik Dyrup Revsbech | 🌐 |
| 2026 | The Impact of Variable Renewable Energy Sources Forecast Errors on Electricity Price Spreads and Asymmetric Volatility Dynamics | Marcus Basse | 🌐 |
| 2026 | SimT2D: A Behavioural-Physiological Simulator for Type 2 Diabetes Glucose Traces. A Stochastic Framework for Interpretable Data Generation | Tanja Kortsen Bugajski | 🌐 |
| 2025 | LSTM-Based Forecasting of Danish Electricity Imbalance Price | Christian Taulbjerg Gørup Christiansen | 🌐 |
| 2024 | High Frequency Jump Tests | Asim Hodzic | 🌐 |
| 2024 | Event Study: A High-Frequency Approach | Olivia My Tøffner Kvist | 🌐 |
| 2023 | Financial Modelling with Copulas: Model Selection for Risk Management | Rasmus Rosted Nørrevang, Sebastian Søndergaard Kure | 🌐 |
| 2022 | Copulas and Value-at-Risk: Risk Estimation of Portfolios | Henriette Rønfeldt Pedersen, Charlotte Kargo Lauridsen, Thea Lund Jørgensen | 🌐 |
| 2022 | The Effect of Climate Change on Volatility Indices for the S&P500 Index Modelled by Machine Learning Methods | Mathilde Bach, Signe Denhardt Brandt Nielsen, Lise Lønsmann Nielsen | 🌐 |
| 2022 | Predicting Probability of Default Using Advanced Machine Learning Methods | Jonas Brunholm Jensen | ∅ |
| 2021 | On the Feasibility of Trading Electricity Futures with LSTM Networks | Jonathan Strandberg | ∅ |
| 2021 | Energy Trading: A Neural Network Approach | Magnus Birkernose Nordam | ∅ |
| 2019 | Parameter Testing in Roof Constructions | Tobias Olsson | ∅ |
| 2019 | The Effect of Climate Change on Gross Domestic Product per Capita | Ann-Katrine Kjærsgaard Nielsen | 🌐 |
| 2019 | Cross-Border Energy Trading in Australia | Jeppe Egede Skjoldahl | ∅ |
| 2018 | On Machine Learning Based Cryptocurrency Trading | William Geneser Bach, Kasper Lindblad Nielsen | 🌐 |
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Bachelor’s Thesis
| Year | Title | Students |
|---|---|---|
| 2026 | Utility Theory and the Capital Asset Pricing Model: A Mathematical Derivation | Mikkel Albeck-Madsen |
| 2025 | Financial Bubbles | Simon Tresor Ngabo, Jens Adam Geisler Krogsgaard, Emilie Wilki Birch |
| 2025 | Cointegration Analysis and Forecasting of Electricity Demand | Jens Fjordbak Reuss Iversen |
| 2025 | Financial Bubbles | Niklas Thorgaard Sørensen, Magnus Toft Høj, Nicolai Kjær Johannesen |
| 2025 | Long Memory in Volatility | Mads Joachim Staunstrup, Mia Larsen, Amalie Sloth Vestergaard, Willi Wang |
| 2024 | Predictive Analysis of Gas Dynamics Using VAR Models | Amalie Egholm Bjerrum |
| 2022 | Modelling and Forecasting of Elspot Prices | Mathias Strøm Pedersen, Ageshan Manoharan, Dennis Birkvald Otto, Nicolai Hellebek, Rasmus Kristian Jensen |
| 2021 | Efficiency of Bitcoin | Louise Neema Krog Pedersen, Kirstine Lykke Sørensen, Olivia My Tøffner Kvist |
| 2021 | Efficiency of Bitcoin | Jacob Qazizada, Jacob Høeg Tranum Laursen |
| 2021 | The Efficiency of Bitcoin: Time Series Analysis Modelling of the Efficient Market Hypothesis | Mads Bjørn Madsen, Helge McGough, Kristín Helgadóttir, Lau Roed Aver, Frederick Alexander Bue Nygaard |
| 2021 | Time Series Analysis: Application of ARIMA Models and HMMs to Bitcoin | Nick Kruse |
| 2018 | Forecasting Electricity Prices | Mathias Tokkesdal Henriksen, Thomas Mortensen, Toke Christian Zinn, Morten Andersen |
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