Stephan Schlüter

Prof. Dr. rer. pol.

Institut für Energie und Antriebstechnik
Institut für Angewandte Forschung

Mathematics, Natural and Economic Sciences


Multivariate time series analysis

Statistical analysis of energy commodities

Complex energy products (swing options, gas storages, batteries)

Time series forecasting

Schlüter S, Kresoja M. Two Preprocessing Algorithms for Climate Time Series. Working Paper, 2019.

Schlüter S. A sine-based Model for the Volatility of Daily Photovoltaic Production. Working Paper, 2017.

Hanfeld M, Schlüter S. Operating a Swing Option on Today's Gas Markets - How Least Squares Monte Carlo Works and Why it is Beneficial. Zeitschrift für Energiewirtschaft, 2:137-145, 2017.

Herwartz H, Schlüter S. On the Predictive Information of Futures' Price - a Wavelet Based Assessment. Journal of Forecasting, 2016.

Schlüter S, Deuschle C. Wavelet-Based Forecasting of ARIMA Time Series - an Empirical Comparison of Different Methods. Managerial Economics, 15(1):107-131, 2015.

Alle Publikationen

Technische Hochschule Ulm
Prof. Dr. S.  Schlüter
Prittwitzstraße 10
89075 Ulm
Room: B 207
Fon: +49 (0731) 50-28265

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Hochschule Ulm
© May 2019