Chair of Finance

Research

On-going research


  1. 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.
  2. Li, W., Paraschiv, F. & Sermpinis, G. (2022). A Data-driven Explainable Case-based Reasoning Approach for Financial Risk Detection. Under review. Available at: http://arxiv.org/pdf/2107.08808. First round R&R in Quantitative Finance.
  3. 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: https://ssrn.com/abstract=3911490 
  4. 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: https://ssrn.com/abstract=3935746
  5. 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 (efmaefm.org)
  6. 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.
  7. Paraschiv, F., Bunn, D. & Westgaard, S. (2022). Estimation and Application of Fully Parametric Multifactor Quantile Regression with Dynamic Coefficients. Available at SSRN: https://ssrn.com/abstract=2741692
  8. Patriarca, C., Russo, M. & Paraschiv, F. (2022). Design Thinking Behind Vehicle-to-Grid: Smart Charging Parking for Urban Areas. Under review.
  9. Benth, F.E., Paraschiv, F., Russo, M. (2022). A Multifactor Random Field Model for the Term Structure of Interest Rates. Work in progress.
  10. Halser, C., Paraschiv, F., Russo, M. (2022). Natural Gas Markets on Three Continents. Work in progress.
  11. Paraschiv, F., Russo, M. (2022). Do Corporate Green Bonds Fetch a Greenium? Work in progress.
  12. 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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