Background and activities

Leader Centre for Banking and Finance NTNU https://www.ntnu.edu/hhs/finance#/view/about

Organizer PhD Summer School in Finance: https://www.ntnu.no/hhs/summerschool

Research interests: 

- Banking and Finance (Green Finance, Capital Markets, Credit Migration, Financial Regulation, Interest Rate Modeling); 

- Energy and Commodity Finance (Pricing and Optimization of Electricity, Gas and Oil markets, Market Coupling, Electricity Trading)

- Methods and skills: Econometrics (applied and estimation): regime-switching models, time-varying quantile regression, time series;  Financial mathematics: random field modelling; Stochastic programming: production planning with applications to energy;

Awards:

- 2019 Award by the Austrian Operations Research Society (Best Disertation Award Daniela Escobar) for joint research on "Recovering distortion functions from power futures".

- 2019 Simons Fellowship Isaac Newton Institute, Research Stay University of Cambridge.

- November 2016 – ECOMFIN Best Paper Award, Energy and Commodity Finance Conference, Paris.

- October 2013– DK Gupta Memorial Best Energy Paper Award 2013, Conference Energy Finance, Essen.

Research grants:

-  EU Grant COST ACTIONS 2020—2025, Fintech and Artificial Intelligence in Finance - Towards a transparent financial industry: https://www.cost.eu/actions/CA19130/#tabs|Name:overview Leader WP1 for Norway: Transparency in FinTech

-  EU Grant Horizon 2018—2021, +CityxChange (2018), (1 million NOK) project partner: http://cityxchange.eu/

-  NTNU FINTECH Stud Program (2020) financed by Sparebank 1 SMN (2 million NOK)

-  Isaac Newton Institute (personal) EU grant:  Isaac Newton Institute, Research Stay University of Cambridge, 15 March—03 May 2019.
-  Grant offered by the Norwegian Finance Initiative (NFI) to build a PhD Summer School of Finance (2019) at NTNU Business School (50'000 USD)
-   NTNU Research Grant 6 million NOK (2 PhD positions financed for 3 years) (February 2018): Financial challenges for the integration of short term electricity markets with Stein-Erik Fleten
-  Research grant Adolf Øiens Donasjonsfond (March 2018), 100`000 NOK, Energizing new computational frontiers
-  Swiss Federal Office of Energy SFOE, Research programme Energy-Economy-Society (EWG), 2016. Grant of 120’000 CHF for the research proposal: Econometric analysis of the determinants of electricity wholesale prices
- Joint grant with the University of Vienna of 40’000 EUR (2010-2013) Energy Policies and Risk Management for the 21st Century

PhD students:

  • Ranik Raaen Wahlstrøm (quantitative finance) 

  • Wei Li (energy finance)

  • Christoph Halser (commodity finance)

  • postdoc: Marianna Russo

International Research Collaborations:

  • University of St. Gallen (Lehrauftrag)

  • University of Duisburg-Essen (Research Fellow)

  • University of Zürich

  • Universities of Oslo and Karlsruhe

Scientific, academic and artistic work

Displaying a selection of activities. See all publications in the database

2020

2019

  • Paraschiv, Florentina. (2019) Integration of renewable energies with impact on electricity trading. Faculty Collocvium . Karlsruhe Institute of Technology, Faculty of Economics; Karlsruhe. 2019-11-06 - 2019-11-07.
  • Paraschiv, Florentina. (2019) Reporting on the research track on "Pricing and optimization of intraday/day-ahead electricity and futures contracts" Mathematics for Energy Systems program, Isaac Newton Institute. 2019.
  • Paraschiv, Florentina. (2019) Webinar University of Cambridge, INI, Mathematics for Energy Systems Programme: Econometrics of Intraday Electricity Prices: https://gateway.newton.ac.uk/presentation/2019-05-01/25712. Webinar: https://gateway.newton.ac.uk/presentation/2019-05-01/25712 . Isaac Newton Institute, University of Cambridge; Cambridge UK. 2019-05-01.
  • Wahlstrøm, Ranik Raaen; Paraschiv, Florentina; Schuerle, Michael. (2019) A Comparative Analysis of Parsimonious Yield Curve Models with Focus on the Nelson-Siegel, Svensson and Bliss Models. Internal seminar at Norges Bank . Norges Bank (the central bank of Norway); Oslo. 2019-10-16.
  • Westgaard, Sjur; Paraschiv, Florentina; Ekern, Lina Lasessen; Naustdal, Ingrid; Roald, Malene. (2019) Forecasting Price Distributions in the German Electricity Market. International Financial Markets, Volume 1.

2018

2017

2016

2015

2014

2013

2012

2011

  • Paraschiv, Florentina. (2011) Modeling client rates and volumes of the non-maturing savings accounts. 2011. ISBN 978-3-258-07706-2.