Curriculum Vitae:

Professional experience

• 12/2015–08/2022: Postdoctoral Researcher & PhD Student in Mathematical Finance, University of Duisburg-Essen, Essen, Chair for Energy Trading and Finance, Prof. Dr. R. Kiesel
• 08–10/2014: Quantitative Risk Management Intern, Deutsche Bank AG – DB Risk Center GmbH, Berlin, Risk Analytics & Living Wills, Portfolio Models
• 02–03/2013: Data Science Intern,Vodafone GmbH, Düsseldorf, Enterprise Marketing, Innovation, Industry and Internet

Visiting positions

• 10/2017: Boston University, Boston, USA, Center for Polymer Studies, Prof. Dr. H. E. Stanley
• 08–09/2017: Norwegian University of Science and Technology, Trondheim, Norway, NTNU Business School, Prof. Dr. F. Paraschiv
• 02–05/2015: Boston University, Boston, USA, Center for Polymer Studies, Prof. Dr. H. E. Stanley

Education

• 2021: PhD Mathematical Finance, University of Duisburg-Essen, Essen
• 2015: MSc Physics, University of Duisburg-Essen, Duisburg, with distinction
• 2013: BSc Physics, University of Duisburg-Essen, Duisburg

Honours and Awards:

• Scholarship for an International Exchange, University of Duisburg-Essen, 2019
• Scholarship for an International Exchange, University of Duisburg-Essen, 2017
• Best Master's Degree in Physics Award, University of Duisburg-Essen, 2016

Fields of Research:

• Econometric Modeling of Intraday Electricity Trading
• Volatility and Liquidity on High-Frequency Electricity Futures Markets

Projects:

• AEIT: Analytics and Empirics of Intraday Trading of Electricity
• FlexEuro: Economic Optimization of Flexible Power-intensive Industrial Processes

Publications:

• Kremer, M.: High-frequency electricity trading: Empirics, fundamentals, and stochastics (1). 2021. doi:10.17185/duepublico/74512Full textCitationDetails
• Kremer, M.; Kiesel, R.; Paraschiv, F.: An econometric model for intraday electricity trading. In: Philosophical Transactions of the Royal Society A, Vol 379 (2021) No 2202. doi:10.1098/rsta.2019.0624Full textCitationDetails
• Kremer, M.; Kiesel, R.; Paraschiv, F.: Intraday electricity pricing of night contracts. In: Energies, Vol 13 (2020) No 17, p. 4501. doi:10.3390/en13174501Full textCitationDetails
• Kremer, M.; Benth, F. E.; Felten, B.; Kiesel, R.: Volatility and liquidity on high-frequency electricity futures markets: Empirical analysis and stochastic modeling. In: International Journal of Theoretical and Applied Finance, Vol 23 (2020) No 4. doi:10.1142/S0219024920500272Full textCitationDetails
• Kremer, M.: thrreg: Threshold regression model, R Package, 2020. Full textCitationDetails
• Kremer, M.: kcopula: The bivariate K-copula - R Package. In: CRAN (2020). Full textCitationDetails
• Glas, S.; Kiesel, R.; Kolkmann, S.; Kremer, M.; Graf von Luckner, N.; Ostmeier, L.; Urban, K.; Weber, C.: Intraday renewable electricity trading: Advanced modeling and numerical optimal control. In: Journal of Mathematics in Industry, Vol 10 (2020) No 3, p. 1-17. doi:10.1186/s13362-020-0071-xFull textCitationDetails
• Glas, S.; Kiesel, R.; Kolkmann, S.; Kremer, M.; Graf von Luckner, N.; Ostmeier, L.; Urban, K.; Weber, C.: Intraday renewable electricity trading: Advanced modeling and optimal control. In: Faragó, I.; Izsák, F.; Simon, P. (Ed.): Progress in Industrial Mathematics at ECMI 2018. Mathematics in Industry, vol 30. Springer, Cham, 2019, p. 469-475. doi:10.1007/978-3-030-27550-1_59Full textCitationDetails
• Kremer, M.; Becker, A. P.; Vodenska, I.; Stanley, H. E.; Schäfer, R.: Economic and political effects on currency clustering dynamics. In: Quantitative Finance, Vol 19 (2019) No 5, p. 705-716. doi:10.1080/14697688.2018.1532101Full textCitationDetails
• Wollschläger, M.; Schäfer, R.: Impact of nonstationarity on estimating and modeling empirical copulas of daily stock returns. In: Journal of Risk, Vol 19 (2016) No 1, p. 1-23. doi:10.21314/JOR.2016.342Full textCitationDetails
• Chetalova, D.; Wollschläger, M.; Schäfer, R.: Dependence structure of market states. In: Journal of Statistical Mechanics: Theory and Experiment (2015) No P08012, p. 1-19. doi:10.1088/1742-5468/2015/08/P08012Full textCitationDetails

Courses:

SS 2021: Selected Topics in Risk Management

WS 2020/21: Financial Risk Management

SS 2020: Einführung in Optionen, Futures und derivative Finanzinstrumente

WS 2019/20: Financial Risk Management, Trading Room Seminar, Selected Topics in Risk Management

SS 2019: Einführung in Optionen, Futures und derivative Finanzinstrumente, Selected Topics in Risk Management

WS 2018/19: Financial Risk Management

SS 2018: Einführung in Optionen, Futures und derivative Finanzinstrumente, Selected Topics in Risk Management

WS 2017/18: Financial Risk Management, Trading Room Seminar

SS 2017: Einführung in Optionen, Futures und derivative Finanzinstrumente, Trading Room Seminar, Selected Topics in Risk Management

WS 2016/17: Financial Risk Management

SS 2016: Einführung in Optionen, Futures und derivative Finanzinstrumente

WS 2015/16: Financial Risk Management

Academic Duties:

• Member of the Selection Committee, MSc Business Administration – Energy and Finance
• Academic Advisor, MSc Business Administration – Energy and Finance