Team:

Alexander Blasberg, M.Sc.

Academic Staff
Alexander Blasberg
Room:
R11 T07 D31
Phone:
+49 201 18-34414
Fax:
+49 201 18-34974
Email:
Consultation Hour:
By arrangement

Curriculum Vitae

Professional experience

  • 12/2019–present: Research Assistant, University of Duisburg-Essen, Essen, Chair for Energy Trading and Finance, Prof. Dr. R. Kiesel
  • 10/2017–12/2019: Research AideUniversity of Duisburg-Essen, Essen, Chair for Energy Trading and Finance, Prof. Dr. R. Kiesel
  • 10/2017–12/2019: Research AideUniversity of Duisburg-Essen, Essen, Chair of Econometrics, Prof. Dr. C. Hanck
  • 04/2017–09/2017: Student AssistantUniversity of Duisburg-Essen, Essen, Chair for Energy Trading and Finance, Prof. Dr. R. Kiesel
  • 04/2016–09/2017: Student AssistantUniversity of Duisburg-Essen, Essen, Chair of Econometrics, Prof. Dr. C. Hanck
  • 10/2014–01/2015: Student AssistantUniversity of Duisburg-Essen, Essen, Chair of Econometrics, Prof. Dr. C. Hanck

Education

  • 2019–present: Ph.D. Student in Mathematical Finance, University of Duisburg-Essen, Essen, Chair for Energy Trading and Finance, Prof. Dr. R. Kiesel
  • 2017–2019: M.Sc. Energy & Finance, University of Duisburg-Essen, Essen, with distinction
  • 2013–2017: B.Sc. Business Administration, University of Duisburg-Essen, Essen, among the top 2.5%

Fields of Research

Quantitative Climate Finance, Carbon Risk

Publications

  • Blasberg, A.; Kiesel, R.; Taschini, L.: Climate Default Swap – Disentangling the Exposure to Transition Risk Through CDS, 2021. Details
  • Blasberg, A.; Graf von Luckner, N.; Kiesel, R.: Modeling the Serial Structure of the Hawkes Process Parameters for Market Order Arrivals on the German Intraday Power Market. In: 16th International Conference on the European Energy Market (EEM) (2019), p. 1-6. doi:10.1109/EEM.2019.8916326Details

Courses

WS 2021/22: Energy Trading

SS 2021: Structuring & Valuation

WS 2020/21: Energy Trading

SS 2020: Structuring & Valuation, Selected Topics in Risk Management

WS 2019/20: Energy Trading

Tutored Theses

  • Financial Modeling and Analysis of Transitional Climate Risk Measures (Master Thesis Business Administration, in progress)
  • Empirical Risk Assessment of the European Carbon Market (Master Thesis Business Administration)
  • Climate Change & COVID-19 - Catastrophic Bonds as a Suitable Hedging Instrument? (Master Thesis Business Administration)
  • The Divergence of ESG Ratings - Do They Really Measure the Same? (Bachelor Thesis Business Administration)

Conferences

  • 10/2021: 27th Annual Meeting of the German Finance Association (DGF), Innsbruck, Austria.
  • 09/2021: 20th International Conference on Credit Risk Evaluation (CREDIT), Venice, Italy.
  • 08/2021: 5th Conference on Econometric Models of Climate Change (EMCC), Victoria, Canada (virtual).
  • 02/2021: 6th Workshop of the Energy Finance Italia (EFI), Brescia, Italy (virtual).
  • 09/2019: 8th International Ruhr Energy Conference (INREC), Essen, Germany.
  • 09/2019: 16th International Conference on the European Energy Market (EEM), Ljubljana, Slovenia.

Academic Duties