Theses

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

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

Please feel free to send me a short proposal of your thesis. Use the attached proposition template (based on Faff, 2015): Proposition Template

More information regarding the proposition template and the idea behind it (pitching research) is available from this web page: http://pitchingresearch.com/guide.html#template

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):

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:

Note that theses have to be written in English.