Stefan joined Macquarie University in July 2007. He has held positions at Queensland University of Technology and University of Karlsruhe in Germany where he received a PhD in Statistics. His current research interests focus on risk management and financial econometrics including the fields of credit risk, operational risk, power markets, emissions trading and real estate finance. He further has several years of consulting experience for financial institutions in Europe. Stefan also has a strong research portfolio and has published or has forthcoming papers in international high impact journals including The Journal of Banking and Finance, European Journal of Finance, Energy Economics,The Journal of International Financial Markets, Institutions and Money,The Economic Record, Global Environmental Change, Pacific-Basin Finance Journal, The Journal of Credit Risk, Computational Statistics, Physica A – Statistical Mechanics and its Applications, Studies on Non-Linear Dynamics & Econometrics and Journal of Property Investment and Finance. He also holds various grants, including two ARC Discovery Grants on “Managing the risk of price spikes, dependencies and contagion effects in Australian electricity markets” and “Risk management with real-time financial and business conditions indicators”. More details
Areas of expertise: Risk Management / Asset Pricing / Energy Markets / Real estate / Econometrics