Former Staff
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:
- Marcjasz, Grzegorz; Narajewski, Michał; Weron, Rafał; Ziel, Florian: Distributional neural networks for electricity price forecasting. In: Energy Economics (2023). doi:10.1016/j.eneco.2023.106843CitationDetails
- Berrisch, Jonathan; Narajewski, Michał; Ziel, Florian: High-resolution peak demand estimation using generalized additive models and deep neural networks. In: Energy and AI, Vol 13 (2023), p. 100236. doi:10.1016/j.egyai.2023.100236Full textCitationDetails
- Narajewski, Michal: Probabilistic Forecasting of German Electricity Imbalance Prices. In: Energies, Vol 15 (2022) No 14. doi:10.3390/en15144976CitationDetails
- Narajewski, Michal; Ziel, Florian: Optimal bidding in hourly and quarter-hourly electricity price auctions: Trading large volumes of power with market impact and transaction costs. In: Energy Economics, Vol 110 (2022). doi:10.1016/j.eneco.2022.105974CitationDetails
- Narajewski, Michal; Kley-Holsteg, Jens; Ziel, Florian: tsrobprep – an R package for robust preprocessing of time series data.. In: SoftwareX, Vol 16 (2021). doi:10.1016/j.softx.2021.100809CitationDetails
- Narajewski, Michal; Ziel, Florian: Ensemble Forecasting for Intraday Electricity Prices: Simulating Trajectories. In: Applied Energy (2020). doi:10.1016/j.apenergy.2020.115801Full textCitationDetails
- Narajewski, Michal; Ziel, Florian: Changes in Electricity Demand Pattern in Europe Due to COVID-19 Shutdowns. In: IAEE Energy Forum (2020), p. 44-47. PDFFull textCitationDetails
- Narajewski, Michal; Ziel, Florian: Econometric modelling and forecasting of intraday electricity prices. In: Journal of Commodity Markets, Vol 19 (2020) No 4. doi:10.1016/j.jcomm.2019.100107PDFFull textCitationDetails
- Narajewski, Michal; Ziel, Florian: Estimation and Simulation of the Transaction Arrival Process in Intraday Electricity Markets. In: Energies, Vol 12 (2019) No 23. doi:10.3390/en12234518PDFFull textCitationDetails
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)