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Schlüter, Stephan, Prof. Dr.

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Stephan Schlüter

Professor Dr.

Institut für Energie und Antriebstechnik
Institut für Angewandte Forschung

Research

  • Multivariate time series analysis
  • Statistical analysis and modelling of energy commodities
  • Time series forecasting
  • Renewable energy

Lehre

  • Höhere Mathematik
  • Operations Research
  • Statistik

Ich habe immer Themen für Studien-, Bachelor- oder Masterarbeiten. Bitte wenden Sie sich diesbezüglich per eMail oder persönlich an mich.

Publications and Paper

Kreuzer D, Peifer S, Schlüter S, Munz M. Short-term Temperature Forecasting using Deep Learning - an Application to Data from Ulm, Germany. Working Paper 2019.

Schlüter S, Kresoja M. Two Preprocessing Algorithms for Climate Time Series. Journal of Applied Statistics, DOI: https://doi.org/10.1080/02664763.2019.1701637, 2019.

Schlüter S. A sine-based Model for the Volatility of Daily Photovoltaic Production. Working Paper, 2017.

Hanfeld M, Schlüter S. Operating a Swing Option on Today's Gas Markets - How Least Squares Monte Carlo Works and Why it is Beneficial. Zeitschrift für Energiewirtschaft, 2:137-145, 2017.

Herwartz H, Schlüter S. On the Predictive Information of Futures' Price - a Wavelet Based Assessment. Journal of Forecasting, 2016.

Schlüter S, Deuschle C. Wavelet-Based Forecasting of ARIMA Time Series - an Empirical Comparison of Different Methods. Managerial Economics, 15(1):107-131, 2015.

Schlüter S, Hanfeld M. Pricing Asian Oil Options using Polynomial Quantile Functions. IEEE Conference Proceedings of the EEM 2014, Krakow, 2014.

Schlüter S, Fischer M. A Tail Quantile Approximation for the Student T Distribution. Communications in Statistics: Theory and Methods, 41(15):2617-2625, 2012.

Schlüter S, Fischer M. The Weak Tail Dependence Coefficient of the Elliptical Generalized Hyperbolic Distribution. Extremes,  04 2011.

Schlüter S. A Long-Term/Short-Term Model for Daily Electricity Prices with Dynamic Volatility. Energy Economics, 32(5):1074-1081, 2010.

Fischer M, Köck C, Schlüter S, Weigert F. An Empirical Analysis of Multivariate Copula Models. Quantitative Finance, 9(7):839-854, 2009.


Kontakt
Prof. Dr. Stephan Schlüter
Raum: B207
Prittwitzstraße 10
89075 Ulm
Fon: +49 (0)731 50-28265
Mail: Stephan.Schlueter@thu.de

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