Chair of Finance

Research Projects

On-going research

  • Mas Urquijo, I. & Paraschiv, F. (2022). Asymmetric Cross-border Effects Between Spanish and French Electricity Markets in the Light of Market Integration. First round R&R in The Energy Journal.
  • Li, W., Paraschiv, F. & Sermpinis, G. (2022). A Data-driven Explainable Case-based Reasoning Approach for Financial Risk Detection. Under review. Available at: First round R&R in Quantitative Finance.
  • Wahlstrøm, R.R., Paraschiv, F. & Schmid, M. (2022). Bankruptcy Prediction of Privately Held SMEs: A Study of Input Variables Using Feature Selection Methods. Available at SSRN: 
  • Reite, E.J, Paraschiv, F. & Ongena, S. (2022). Determinants of Price Discrimination and Switching Mortgage Provider in Times of Regulation and Digitalization. Under review. Available at SSRN:
  • Böhnke, V., Paraschiv, F., & Reite, E.J. (2022). Back to the Roots of Internal Credit Risk Models : Why Do Banks’ Risk-Weighted Asset Levels Converge over Time? Available at: EFMA 2021_stage-2049_question-FullPaper_id-150.pdf (
  • Escobar, D., Paraschiv, F. & Schürle, M. (2022). Pricing electricity futures with distortion functions under model ambiguity. (Awarded by the Austrian Operations Research Society). Under review.
  • Paraschiv, F., Bunn, D. & Westgaard, S. (2022). Estimation and Application of Fully Parametric Multifactor Quantile Regression with Dynamic Coefficients. Available at SSRN:
  • Patriarca, C., Russo, M. & Paraschiv, F. (2022). Design Thinking Behind Vehicle-to-Grid: Smart Charging Parking for Urban Areas. Under review.
  • Benth, F.E., Paraschiv, F., Russo, M. (2022). A Multifactor Random Field Model for the Term Structure of Interest Rates. Work in progress.
  • Halser, C., Paraschiv, F., Russo, M. (2022). Natural Gas Markets on Three Continents. Work in progress.
  • Paraschiv, F., Russo, M. (2022). Do Corporate Green Bonds Fetch a Greenium? Work in progress.
  • Ayari, R., Paraschiv, F. (2022). Optimal Asset Allocation with Q-Actor-Critic. Work in progress.

Chair holder

Paraschiv, Florentina
Paraschiv, Florentina Prof Dr
Phone:+49 7541 6009 -1231
Room:Semi 1.13L
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