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I am a Professor at Department of Economics and Business Economics, Aarhus University. In addition, I am a Research Fellow at Aarhus Center for Econometrics (ACE),  CoRE-Center for Research in Energy: Economics and Markets and  Danish Finance Institute. My research interests include financial econometrics, machine learning, microeconometrics and quantitative finance.

I currently serve as an Associate Editor of Econometric Reviews (since February 2026).