Team:

M.Sc. Michal Narajewski

Academic Staff
M.Sc. Michal Narajewski
Room:
R11 T07 C15
Phone:
+49 201 18-33979
Email:
Consultation Hour:
By arrangement

Curriculum Vitae

Education

  09.2018 – present   University of Duisburg-Essen
PhD student of Business Economics at the Chair for Environmental Economics, esp. Economics of Renewable Energy
  10.2016 – 06.2018   Wroclaw University of Science and Technology, Poland
Faculty of Pure and Applied Mathematics, Master of Mathematical Statistics
  10.2013 – 07.2016   Wroclaw University of Science and Technology, Poland
Faculty of Pure and Applied Mathematics, Bachelor of Mathematics



Experience

  07.2018 – present   University of Duisburg-Essen
Scientific Assistant at the Chair for Environmental Economics, esp. Economics of Renewable Energy
  08.2017 – 05.2018   Credit Suisse sp. z o. o., Poland
Data Science Intern at Compliance Academy
  08.2016 – 10.2016   TU Europa S.A., Poland
Intern at Actuarial Department

Publications

  • Michał Narajewski, Florian Ziel: Ensemble Forecasting for Intraday Electricity Prices: Simulating Trajectories. In: Applied Energy (2020).
  • Michał Narajewski, Florian Ziel: Changes in Electricity Demand Pattern in Europe Due to COVID-19 Shutdowns. In: IAEE Energy Forum (2020), p. 44-47.
  • Michał Narajewski, Florian Ziel: Estimation and Simulation of the Transaction Arrival Process in Intraday Electricity Markets. In: Energies, Vol 12 (2019) No 23. doi:10.3390/en12234518
  • Michał Narajewski, Florian Ziel: Econometric modelling and forecasting of intraday electricity prices. In: Journal of Commodity Markets (2019). doi:10.1016/j.jcomm.2019.100107

Courses

Advanced Forecasting in Energy Market (Winter semester 2018/19)

Econometrics of Electricity Markets (Winter semester 2019/20) 

Portfolio Management (Summer semester 2020)

Einführung in die Ökonometrie (Wintersemester 2020/21)