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):
- 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.
- Valuable information on the Elements of Style.
- The Academic Phrasebank.
- Guidelines to write a literature review.
Note that theses have to be written in English.