Teaching

• Macroeconometrics 1 - Phd Course:    Syllabus
  Extra lecture 2026:  Introduction to Google Colab for Macroeconometrics 1 - Brief review with R and Python examples.
                                      [Homework: This is just a brief refresh of material you should already know from your past studies]
  Extra lecture 2026: Distance Correlation - Detecting Nonlinear Dependencies in Financial and Macroeconomic Data.
                                      [There is no time to cover this topic, but it is useful for your dissertations] 

• Econometrics Methods for Energy Economics and Finance - Phd Course:    Syllabus

• Machine Learning, Deep Learning and Unsupervised Learning: Theory and Case Studies with R (Master/PhD):    Syllabus
  Extra lecture 2025/2026: SHAP Values in Machine Learning
  Extra lecture 2025/2026: Introduction to Positron and Quarto
  
  

• Econometrics 1-2 (Mexmat):    Syllabus

• Econometrics 3 (Mexmat and MSE Master in Economics and Mathematical Methods):    Syllabus

• Time Series Analysis 2-3 (Mexmat and MSE Master in Economics and Mathematical Methods):    Syllabus

• Energy Risk Management  1 (Inter-faculty course - Moscow State University):   Syllabus 

• Energy Risk Management  2 (Master Course 2nd year - MSE):    Syllabus

• Numerical Methods for Finance using R - Master Course (organized at ICEF / HSE):    Syllabus 

• Summer School on Blockchain and Cryptoeconomics (Perm University):    Syllabus

A great Christmas card made by one of my Master students !