Working Papers
"Grant me the serenity to accept the things I cannot change,
Courage to change the things I can,
And wisdom to know the difference."
— Reinhold Niebuhr
Working Papers
Relative Investor Sentiment (with Xiang Gao, Kees Koedijk, and Zhan Wang), submitted. [CEPR Discussion Paper | Working Paper]
FMA European Conference (Turin, 2024); German Finance Association Annual Meeting (DGF, 2023); Chinese Finance Annual Meeting (2022 and 2023)
Asset Classes and Portfolio Diversification: Evidence from Stochastic Spanning Approach (with Nikolas Topaglou and Duc K. Nguyen), submitted. [Working Paper]
Keynote: TSFS International Conference in Finance and Accounting (Monastir, 2019)
Commodity and Energy Markets Association (CEMA) (Madrid, 2021), 10th International Research Meeting in Business and Management (Nice, 2020), Vietnam Symposium in Banking and Finance (Hanoi, 2019)
The Time-varying Relationship between Illiquidity and Stock Returns: Evidence from Germany (with Thomas Paul and Abdullah Aryoubi), submitted. [Working Paper]
Common Drivers of Commodity Futures? (with Tom Dudda, Tony Klein, and Duc K. Nguyen), submitted. [Working Paper]
Best PhD Paper Award, Annual Conference of the British Accounting and Finance Association (Doctoral Masterclass)
Keynote: V International Workshop, Higher School of Economics (Moscow, 2022, online)
German Finance Association Annual Meeting (DGF, 2023); Annual Meeting of the Commodity & Energy Markets Association (Chicago, 2022); International Association for Applied Econometrics Annual Conference (London, 2022); 8th International Symposium of Environment and Energy Finance Issues (Paris, 2022); 5th Commodity Markets Winter Workshop (St. Johan im Pongau, 2022); 6th Vietnam Symposium in Banking and Finance (Hanoi, 2021, online); HvB PhD Seminar (Chemnitz, 2021); Utrecht University (2021); Annual Conference of the British Accounting and Finance Association (Doctoral Masterclass, online, 2021); Econometric Research in Finance (Warsaw, 2021); 10th INREC (Essen, 2021); TU Dresden (2018); TU Chemnitz (2018); Queen's University Belfast (2018)
Reinforcement Learning and Portfolio Allocation: Challenging Traditional Allocation Methods (with Matus Lavko and Tony Klein), submitted. [Working paper]
European Financial Management Association (Cardiff, 2023); European Alternative Finance Research Conference (Utrecht, 2022); Cardiff FinTech Conference (2022); Finance and Innovation Symposium (Hanoi, 2022)
In Preparation
Macroeconomic Determinants of Realized Volatility: A Machine Learning Approach (with Andrii Babii)
Utrecht University (2021); UNC-Chapel Hill (2022); Zeppelin University, Friedrichshafen (2022), University of Hannover (2022)
The Financialization of the European Futures Market for Carbon Emission Allowances (with Tom L. Dudda, Tony Klein, and Florentina Paraschiv)
Zafin Finance and Sustainability Conference (Warsaw, 2022); Conference on INternational Finance; Sustainable and Climate Finance and Growth (Naples, 2022); Workshop on Carbon Finance (Hagen, 2022); ENERDAY (Dresden, 2022)
Permanent Working Paper
Oil Price Changes and U.S. Real GDP Growth: Is this Time Different? (with Lanouar Charfeddine and Tony Klein). [Working Paper]
SoFiE Summer School (Chicago, 2020); International Association for Applied Econometrics Annual Conference (Montreal, 2018), Commodity and Energy Markets Association (CEMA) Annual Meeting (Rome, 2018), Verein für Socialpolitik Annual Meeting (2018), International Ruhr Energy Conference (Essen, 2017), European Stability Mechanism (Luxembourg, 2017), John von Neumann Institute (Ho Chi Minh City, 2017)