Team

Team:

Dr. rer. pol. Alexander Blasberg

Wissenschaftlicher Mitarbeiter
Dr. rer. pol. Alexander Blasberg
Raum:
R11 T07 D31
Telefon:
+49 201 18-34414
E-Mail:
Sprechstunde:
By arrangement

Lebenslauf

Professional experience

  • 01/2024–present: Postdoctoral Researcher, University of Duisburg-Essen, Essen, Chair for Energy Trading and Finance, Prof. Dr. R. Kiesel
  • 12/2019–12/2023: Research Assistant, University of Duisburg-Essen, Essen, Chair for Energy Trading and Finance, Prof. Dr. R. Kiesel
  • 10/2017–12/2019: Research Aide, University of Duisburg-Essen, Essen, Chair for Energy Trading and Finance, Prof. Dr. R. Kiesel
  • 10/2017–12/2019: Research Aide, University of Duisburg-Essen, Essen, Chair of Econometrics, Prof. Dr. C. Hanck
  • 04/2017–09/2017: Student Assistant, University of Duisburg-Essen, Essen, Chair for Energy Trading and Finance, Prof. Dr. R. Kiesel
  • 04/2016–09/2017: Student Assistant, University of Duisburg-Essen, Essen, Chair of Econometrics, Prof. Dr. C. Hanck
  • 10/2014–01/2015: Student Assistant, University of Duisburg-Essen, Essen, Chair of Econometrics, Prof. Dr. C. Hanck

Education

  • 2019–2023: Doctor (Dr. rer. pol.) in Mathematical Finance, University of Duisburg-Essen, Essen, Chair for Energy Trading and Finance, Prof. Dr. R. Kiesel, magna cum laude
  • 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%

Ehrungen und Auszeichnungen

  • Best Paper Award at the 8th Conference of the Energy Finance Italia
  • Best Paper Award (ESG & Sustainable Finance) at the Clermont Financial Innovation Workshop

Forschungsgebiete

Quantitative Climate Finance, Carbon Risk

Publikationen

  • Blasberg, A.: Climate Risk and Credit Risk - Theory and Empirics (1). 2024. doi:10.17185/duepublico/81488Details
  • Blasberg, A.; Kiesel, R.: Climate Risk in Structural Credit Models. In: Benth, F. E.; Veraart, A. E. D. (Hrsg.): Quantitative Energy Finance: Recent Trends and Developments. Springer, 2023, S. 247-267. doi:10.1007/978-3-031-50597-3_7Details
  • Blasberg, A.; Kiesel, R.; Taschini, L.: Carbon Default Swap – Disentangling the Exposure to Carbon 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), S. 1-6. doi:10.1109/EEM.2019.8916326Details

Lehrveranstaltungen

  • SS 2024: Structuring & Valuation
  • WS 2023/2024: Energy Trading
  • SS 2023: Selected Topics in Risk Management
  • WS 2022/2023: Energy Trading, Basic Course Financial Mathematics, Selected Topics in Risk Management
  • SS 2022: Structuring & Valuation, Selected Topics in Risk Management
  • WS 2021/22: Energy Trading, Basic Course Financial Mathematics
  • SS 2021: Structuring & Valuation
  • WS 2020/21: Energy Trading
  • SS 2020: Structuring & Valuation, Selected Topics in Risk Management
  • WS 2019/20: Energy Trading

Begleitete Abschlussarbeiten

  • Climate Risk in CDS (Masterarbeit Betriebswirtschaftslehre, in Bearbeitung)
  • Mergers & Acquisition and Carbon Risk (Masterarbeit Betriebswirtschaftslehre, in Bearbeitung)
  • Empirical Risk Assessment of the European Carbon Market (Masterarbeit Betriebswirtschaftslehre)
  • Climate Change & COVID-19 - Catastrophic Bonds as a Suitable Hedging Instrument? (Masterarbeit Betriebswirtschaftslehre)
  • The Divergence of ESG Ratings - Do They Really Measure the Same? (Bachelorarbeit Betriebswirtschaftslehre)
  • Financial Modeling and Analysis of Transitional Climate Risk Measures (Masterarbeit Betriebswirtschaftslehre)
  • Portfolio Optimization under ESG Constraints (Masterarbeit Betriebswirtschaftslehre)
  • Climate Risk in Credit Models (Masterarbeit Betriebswirtschaftslehre)
  • Climate Risks in Bond Markets (Masterarbeit Betriebswirtschaftslehre)
  • Incorporating Climate Risk in Merton's Credit Risk Model (Masterarbeit Betriebswirtschaftslehre)

Tagungen

  • 02/2024: Stochastic Modelling in Insurance, Asset Management and Banking Workshop, Burghausen, Germany.
  • 11/2023: Quantitative Finance and Actuarial Science (QFAS) Workshop, Tilburg, Netherlands (online).
  • 07/2023: 98th Annual Conference of the Western Economic Association International (WEAI), San Diego (CA), US.
  • 06/2023: 39th Conference of the French Finance Association (AFFI), Bordeaux, France.
  • 05/2023: 9th International Symposium on Environment and Energy Finance Issues (ISEFI), Paris, France (online).
  • 05/2023: 2nd Conference on Climate, Weather and Carbon Risk in Energy and Finance, Oslo, Norway.
  • 04/2023: Clermont Financial Innovation Workshop, Clermont, France (online).
  • 03/2023: 16th Financial Risks International Forum, Paris, France.
  • 02/2023: 11th Annual Conference of the Italian Association of Environmental and Resource Economists (IAERE), Naples, Italy.
  • 02/2023: 8th Conference of the Energy Finance Italia (EFI), Milan, Italy.
  • 02/2023: RCEA-Europe International Conference on Global Threats to the World Economy, Milan, Italy (online).
  • 11/2022: 3rd CEFGroup Climate Finance Symposium, Dunedin, New Zealand (online).
  • 06/2022: Annual Meeting of the Commodity & Energy Markets Association (CEMA), Chicago (IL), US.
  • 06/2022: 4th International Conference on Computational Finance (ICCF), Wuppertal, Germany.
  • 05/2022: 1st Conference on Climate, Weather and Carbon Risk in Energy and Finance, Oslo, Norway.
  • 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 (online).
  • 02/2021: 6th Conference of the Energy Finance Italia (EFI), Brescia, Italy (online).
  • 09/2019: 8th International Ruhr Energy Conference (INREC), Essen, Germany.
  • 09/2019: 16th International Conference on the European Energy Market (EEM), Ljubljana, Slovenia.

Inneruniversitäre Funktionen