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Team:

Prof. Dr. Florian Ziel

Chairholder
Prof. Dr. Florian Ziel
Address:
Universität Duisburg-Essen
Fakultät für Wirtschaftswissenschaften
Juniorprofessur für Umweltökonomik, insb. Ökonomik erneuerbarer Energien
Berliner Platz 6-8
45127 Essen
Room:
WST-C.11.18
Telephone:
+49 201 18-37608
Email:
Consultation Hour:
nach Vereinbarung

Curriculum Vitae

seit 02.2017 Juniorprofessor für Umweltökonomik, insb. Ökonomik erneuerbarer Energien, Universität Duisburg-Essen
09.2012-01.2017 Wissenschaftlicher Mitarbeiter, Fakultät für Wirtschaftswissenschaften, Europa-Universität Viadrina, Frankfurt (Oder)
07.2016-12.2016 Academic Visitor am Centre for Industrial and Applied Mathematics (OCIAM), University of Oxford, Oxford, UK
09.2012-06.2016 Promotion in Wirtschaftswissenschaften an der Europa-Universität Viadrina, Frankfurt (Oder)
06.2015-09.2016 DAAD-Forschungsaufenthalt am European Centre for Advanced Research in Economics and Statistics (ECARES) der Université libre de Bruxelles (ULB), Brüssel, Belgien
10.2008-02.2013 Diplom Mathematik, Technische Universität Dresden, Dresden
09.2011-08.2012 M.Sc. in Statistics, University College Dublin, Dublin, Irland

Publications

  • Sergei Kulakov, Florian Ziel: The impact of renewable energy forecasts on intraday electricity prices.
  • Sergei Kulakov, Florian Ziel: Determining the Demand Elasticity in a Wholesale Electricity Market.
  • Michał Narajewski, Florian Ziel: Intensity estimation of transaction arrivals on the intraday electricity market.
  • Michał Narajewski, Florian Ziel: Econometric modelling and forecasting of intraday electricity prices.
  • Florian Ziel, Rick Steinert: Probabilistic mid- and long-term electricity price forecasting. In: Renewable and Sustainable Energy Reviews, Vol 94 (2018), p. 251-266. doi:10.1016/j.rser.2018.05.038
  • Florian Ziel: Quantile Regression for Qualifying Match of GEFCom2017 Probabilistic Load Forecasting. In: International Journal of Forecasting (2018). doi:10.1016/j.ijforecast.2018.07.004
  • Rick Steinert, Florian Ziel: Short-to Mid-term Day-Ahead Electricity Price Forecasting Using Futures. In: The Energy Journal (2018). doi:10.5547/01956574.40.1.rste
  • Florian Ziel, Rafal Weron: Day-ahead electricity price forecasting with high-dimensional structures: Univariate vs. multivariate modeling frameworks. In: Energy Economics, Vol 70 (2018), p. 396-420. doi:10.1016/j.eneco.2017.12.016
  • Bartosz Uniejewski, Rafal Weron, Florian Ziel: Variance Stabilizing Transformations for Electricity Spot Price Forecasting. In: IEEE Transactions on Power Systems, Vol 99 (2017) No 1. doi:10.1109/TPWRS.2017.2734563
  • Timur Yunusov, Stephen Haben, Tamsin Lee, Florian Ziel, William Holderbaum, Ben Potter: Evaluating the effectiveness of storage control in reducing peak demand on low voltage feeders. In: 24th International Conference & Exhibition on Electricity Distribution (CIRED). IET, 2017. doi:10.1049/oap-cired.2017.0626
  • Florian Ziel: Modeling the impact of wind and solar power forecasting errors on intraday electricity prices. In: 14th International Conference on the European Energy Market (EEM 2017). IEEE, 2017. doi:10.1109/EEM.2017.7981900
  • Florian Ziel: Forecasting Electricity Spot Prices Using Lasso: On Capturing the Autoregressive Intraday Structure. In: IEEE Transactions on Power Systems, Vol 31 (2016) No 6, p. 4977-4987. doi:10.1109/TPWRS.2016.2521545
  • Florian Ziel, Rick Steinert: Electricity price forecasting using sale and purchase curves: The X-Model. In: Energy Economics, Vol 59 (2016), p. 435-454. doi:10.1016/j.eneco.2016.08.008
  • Florian Ziel, Carsten Croonenbroeck, Daniel Ambach: Forecasting wind power - Modeling periodic and non-linear effects under conditional heteroscedasticity. In: Applied Energy, Vol 177 (2016), p. 285-297. doi:10.1016/j.apenergy.2016.05.111
  • Florian Ziel: Iteratively reweighted adaptive lasso for conditional heteroscedastic time series with applications to AR-ARCH type processes. In: Computational Statistics & Data Analysis, Vol 100 (2016), p. 773-793. doi:10.1016/j.csda.2015.11.016
  • Florian Ziel, Bidong Liu: Lasso estimation for GEFCom2014 probabilistic electric load forecasting. In: International Journal of Forecasting, Vol 32 (2016) No 3, p. 1029-1037. doi:10.1016/j.ijforecast.2016.01.001
  • Florian Ziel: Modelling and forecasting electricity load using lasso methods. In: Modern Electric Power Systems (MEPS), 2015. IEEE, 2016, p. 1-6. doi: 10.1109/MEPS.2015.7477217
  • Florian Ziel, Rick Steinert, Sven Husmann: Forecasting day ahead electricity spot prices: The impact of the EXAA to other European electricity markets. In: Energy Economics, Vol 51 (2015), p. 430-444. doi:10.1016/j.eneco.2015.08.005
  • Florian Ziel: Quasi-maximum Likelihood Estimation of Periodic Autoregressive, Conditionally Heteroscedastic Time Series. In: Steland A., Rafajłowicz E., Szajowski K. (Ed.): Stochastic Models, Statistics and Their Applications. Springer Proceedings in Mathematics & Statistics. Springer, 2015, p. 207-214. doi:10.1007/978-3-319-13881-7_23
  • Florian Ziel, Rick Steinert, Sven Husmann: Efficient modeling and forecasting of electricity spot prices. In: Energy Economics, Vol 47 (2015), p. 98-111. doi:10.1016/j.eneco.2014.10.012

Talks