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
Currently, I offer the following topics:
Mixed-Data-Sampling and Realized Volatility
Differences and Consequences of Day and Night Returns
The Effects of Sovereign Credit Risks on Stock Markets
Measuring the Impact of Climate Change on Financial Markets
More information regarding the proposition template and the idea behind it (pitching research) is available from this web page: http://pitchingresearch.com/. A large catalogue of examples from various topics can be found here.
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: https://vhbonline.org/vhb4you/vhb-jourqual/vhb-jourqual-3/gesamtliste
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 energy/finance research. For all topics you should be familiar with a statistical software package such as Stata, Matlab, EViews, Python, or R. Excel is not sufficient. The thesis can be written in LaTeX (preferred) or in Word. For LaTeX, have a look at the online TeX IDE Overleaf. I highly recommend using a reference manager, such as Mendeley, to manage your literature.
Please also have a look at the following documents and web pages:
Valuable writing tips for your Master's thesis (Cochrane, 2005).
Valuable information on the Elements of Style.
Evaluating research (Edmans, 2021).
Note that theses have to be written in English.