Application for Master's and Bachelor's theses
If you are interested in writing a Master's or Bachelor's thesis in the fields of
- Energy & Commodity Finance
- Risk Management
please feel free to send me a short proposal of your thesis. Use the attached proposition template (based on Faff, 2015): Proposition Template
Currently, I offer the following topics:
- Oil Price & the Stock Markets
- Ancillary Services Provided Through DSOs
- Psychological Price Barriers for Energy Markets
- The European Cross-Border Intra-Day Trading and its Impact on Swiss Power Prices
- The German-Austrian Pricing Zone Decoupling: Concequences for Germany, Austria, and the their Neighbors
You can either apply for a proposed topic or suggest your own topic. If you suggest your own topic, I expect you to send me a written summary of the research project with the relevant academic literature and ideas for an empirical study (1-2 pages). We will then discuss the possibility of writing a Master's thesis on your proposed topic.
For the identification of important research in your area of interest, please take a look at papers published in one of the following journals (focus on the A+, A journals):
- Complete list of Journals: http://vhbonline.org/en/service/jourqual/vhb-jourqual-3/complete-list-of-the-journals/
- In particular, Finance: http://vhbonline.org/service/jourqual/vhb-jourqual-3/teilrating-ba-fi/
If you completed the template, I am looking forward to meeting you for a discussion of your proposal.
I expect you to aim for a high-quality thesis. The objective should be that your thesis has publication standards similar to a peer-reviewed article in an academic finance journal. To obtain a good grade, I expect your thesis to include a well-grounded empirical study that delivers a novel contribution to existing finance research. For all topics you should be familiar with a statistical software package such as Stata, Matlab, or R. Excel is not sufficient. I will help you to retrieve data for your thesis. The thesis can be written in LaTeX (preferred) or in Word.
Please also have a look at the following documents: