Emails: emmanuel.senyo(at)gmail.com emmanuel.fianu(at)hs-mainz.de
Homepage: https://sites.google.com/site/emmanuelsenyofianu
Address: Lucy-Hillebrand-Straße 2, 55128 Mainz, Germany
LinkedIn : https://www.linkedin.com/in/emmanuel-senyo-fianu-81050919a/
Area of Expertise:
Applied Economics, Econometrics, Mathematical Statistics, Machine & Deep Learning (Data Mining & Knowledge discovery), Risk Contagion, Systemic Risk Analysis, Risk Management, Applied Statistics and Quantitative/Computational Finance, Financial Econometrics, (Nonlinear) Time Series Analysis, Interdisciplinary Research.
Application of data science, network econometrics and domain knowledge to analyze structural patterns in multivariate time series and build models with explainable features useful for practitioners.
Financial Economics, (Applied)Econometrics, Statistical and Quantitative Methods, Risk Management, Risk Measures, Financial Portfolio Management, Energy Finance, Asset Pricing, Insurance Economics, Environmental Economics, Energy Economics and Sustainable Finance etc.
Nov. 2010 – May 2013 Doctor of Philosophy
PhD in Economics and Finance
University of Verona, Italy
Sep. 2007 – Sep. 2009 Joint Master of Science (MSc) Degree
MSc. Applied Mathematics to Economics and Finance
University of Paris 1, Pantheon Sorbonne, France
MSc. Mathematical Economics
Bielefeld University, Germany
Aug. 2002 – Jun. 2006 Bachelor of Science in Mathematics
BSc (Hons) Mathematics: (First Class Division)
Kwame Nkrumah University of Science & Technology (KNUST), Ghana
Skills: Outstanding work ethics, Communication, Teamwork, Interdisciplinary Partnerships, Open-minded, Problem-Solving, Independent \& Creative Thinking, Management Skills, Public Speaking
Research Interests: Applied Economics, Econometrics, Applied & Mathematical Statistics, Financial Econometrics, Network Econometrics, Financial Networks, Systemic Risk Analysis
Programming Language & Applications: R, MATLAB, LaTeX, STATA, SPSS, Gretl, Microsoft Office
Member of the Finance and Insurance Econometric Society e.V.
Member, Euro Working Group for Finance and Commodities modelling (EWGFCM)
Member, European Association of Environmental and Resource Economists
Member, European Group of Risk, and Insurance Economists
Member, European Economic Association
Member, Association for Mathematics Applied to Economics and Social Sciences
· Editorial Board Member: International Journal of Energy and Statistics
· Editorial Board Member: Journal of Business and Economics
· Academic Journal Reviewer for:
Energy, Energy Journal, Forecasting, Mathematics, International Journal of Environmental Research and Public Health. International Journal of Economics and Finance, Advances in Business and Economics, Economia Politica (EPOL), Sustainability, Business Ethics, the Environment and Responsibility, International Journal of Finance and Economics (IJFE), European Business Review, Canadian Journal of Administrative Science:
2020 Research Grant – Deutschen Verein für Versicherungswissenschaften; Germany
2018 Research Grant – Young Investigator Training program funded by ACRI – Associazione di Fondazioni e Casse di Risparmio Spa.
2013 – 2015 Post-Doctoral Research grant awarded by the German Federal Ministry of Education and Research, Germany.
2009 – 2013 PhD scholarship for the internationalization of research awarded by the University of Verona and the Ministry of Education, Italy
May 2012 UseR 2012 student travel scholarship
2007 – 2009 Erasmus Mundus Scholarship for QEM Master
30 Sept. 2022, Invited presenter: "Responsible investments in life insurers' optimal portfolios under solvency constraints", II JOINT BANCA D’ITALIA-IVASS RESEARCH WORKSHOP ON BANKING AND INSURANCE, Rome, Italy (Forthcoming)
July 31 - August 3, 2022, Invited presenter: "Insights into ESG Contributions to the Downside Systematic and Systemic Risk Measurement of the Insurance Sector", ARIA Annual Conference 2022, Hyatt Long Beach, CA, USA (could not attend)
June 10 - June 12, 2022, Invited presenter: "Spillovers and network effects in a downside risk measurement framework of the insurance sector: ESG strategies "11th International Conference of the Financial Engineering and Banking Society, Portsmouth, United Kingdom ( could not attend)
16th - 17th March 2022, Invited presenter: "Responsible investments in life insurers' optimal portfolios under solvency constraints", Deutsche Verein für Versicherungswirtschaft (DVfVW) 2022 Annual Conference, Virtual Meeting.
4th - 6th March 2022, Invited presenter: "Structural Changes in Contagion Channels: The Impact of COVID-19 on the Italian Electricity Market" RCEA Conference on Recent Developments in Economics, Econometrics and Finance, Tax Administration Research Centre (TARC), University of Exeter, United Kingdom ( could not attend due to other engagements).
10th November 2021, in attendance, TransVer Day 2021, “Nachhaltigkeitstag des GDV”; Berlin, Germany.
6th October 2021, in attendance; RCEA – Rimini Centre for Economic Analysis; “Productivity, Profitability and Growth”, RCEA Webinar Series.
2-4th August 2021, in attendance; American Risk and Insurance Association (ARIA) Annual meeting, Virtual.
28th July 2021, in attendance; The 11th RCEA Money, Macro and Finance conference; Panel Keynote Session.
15th June 2021, in attendance; A look beyond ESG Ratings: Quantitative Investment and Climate Risk, Chicago, Illinois; GARP Chapter meetings, online.
August 25th September 2020, Invited Presenter, CEQURA Conference 2020 (virtual conference)
On Advances in Financial and Insurance Risk Management Society for Financial and Insurance Econometrics Finanz- und Versicherungsökonometrische Gesellschaft e.V.
15-16th February 2018: Invited presenter and award winner: 3rd Edition of Energy Finance Italia Conference, Aurum – Largo Gardone Riviera; Pescara, Italy.
1-3rd December 2016: Invited Presenter: The 58th Meeting of the Euro Working Group of Commodities and Financial Modelling (EWGCFM); University of York; United Kingdom; Could not attend.
23-26th June 2016: Invited Presenter: The 2nd International Conference on Computational Statistics (COMPSTAT 2016); Auditorium Congress Palace Principe Felipe, Spain.
22-25th June 2016: Invited Presenter: 22nd European Association of Environmental and Resource Economists Conference; Zurich, Switzerland.
17 February 2016: Participant: ESSEC Webinar Energy and Commodity Finance on “The pricing of skewness in commodity futures markets: Risk or lottery”, France.
12-14 December 2015: Invited Presenter: The 9th International Conference on Computational and Financial Econometrics (CFE-2015), Senate House, University of London, United Kingdom.
12-14 December 2015: Invited Presenter: The 8th International Conference of the ERCIM WG on Computational and Methodological Statistics (CMStatistics-2015), Senate House, University of London, United Kingdom.
12-14 November 2015: Invited Presenter: 56th Meeting of the Euro Working Group of Commodities and Financial Modelling (EWGCFM), Zayed University, Dubai, United Arab Emirates (UAE).
02-06 August 2015: Invited presenter: World Risk and Insurance Economics Congress, Munich, Germany.
June 2017: Invited Presenter: Potsdam Institute of Climate Impact Research (PIK), Potsdam, Germany.
24-27th June 2015: Invited presenter: 21st European Association of Environmental and Resource Economists Conference, Helsinki, Finland.
12-14th May 2015: Invited Poster Presenter: European Climate Change Adaptation Conference, Bella Center, Copenhagen, Denmark; (Declined to attend other research activities).
28 Jun.-02 July 2014: Attendant: 5th World Congress of Environmental and Resource Economists (WCERE), Istanbul, Turkey.
30 Jun-03 July 2014: Invited Speaker, the R User Conference 2014, UCLA, Los Angeles, California, (but declined participation due to WCERE).
04.-07 Aug. 2014: Participant: Summer School Intergenerational Equity and Efficiency under Uncertainty, Camp Reinsehlen, Germany.
14-18 July 2014: Participant: Summer School in Economics and Finance (Quantitative and Economic Analysis of Energy Markets,); Alba di Canazei, Trento-Italy.
July 2013 Presentation on “Risk Management for Energy Markets, Risk and Insurance" at Sustainability Economics Group Retreat, Leuphana University of Lüneburg, Germany.
12-15th June 2012: Invited presenter: The 8th International R Users Meeting; Vanderbilt University Nashville, Tennessee, USA.
June 2012: Portfolio Optimization of Energy Markets using Future Prices, Department of Business and Economics and CREATES; Aarhus University.
23- 25th May, 2011: Statistical Workshop Approximate Likelihood Methods for High Dimensional Dependencies and New Robust Methods for the Analysis of Complex Data, Verona, Italy.
13-14th September 2010: Safe International Workshop on Quantitative Analysis of Energy Market (QAoEM), Verona, Italy.
11-15th January 2010: Winter School IT5 on Inequality in a Dynamic Perspective, University of Verona, CHILD, CRISS, UNICEF, ECINEQ, CEPS-ISTEAD, Alba di Canazei (TN), Italy.
13th August 2007: Edward A. Bouchet/Abdus Salam Regional Workshop on Functional Analysis, Differential Equations and Applications, Legon-Accra, Ghana.