I am a postdoc at the Department of Economics and Business Economics funded jointly by the Center for Research in Energy: Economics and Markets (CoRE) and Associate Professor Leopoldo Catania.
My research is focused on econometric theory and time series analysis, with the goal of developing econometric and machine learning methods to model and forecast macroeconomic, financial and climate risk. My work has a specific emphasis on time series models in the context of heavy tailed processes and extreme events.
Primary Fields: Econometrics; Time Series Analysis
Secondary Fields: Financial Econometrics
You can download my cv here.
E-mail: g.mingoli@econ.au.dk