Stephan Schlüter

Prof. Dr. rer. pol.

Mathematik, Natur- und Wirtschaftswissenschaften


Multivariate time series analysis

Statistical analysis of energy commodities

Complex energy products (swing options, gas storages)

Forecasting methods

Schlüter S. A sine-based Model for the Volatility of Daily Photovoltaic Production. Submitted 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.

Schlüter S, Hanfeld M. Pricing Asian Oil Options using Polynomial Quantile Functions. IEEE Conference Proceedings of the EEM 2014, Krakow, 2014.

Alle Publikationen

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

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Hochschule Ulm
© September 2017