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Department of Statistics
Doctoral Student

M.Sc. Sven Pappert

Contact

TU Dortmund University
Department of Statistics
Chair of Econometrics
CDI Building, Room 122
44221 Dortmund
Germany

E-Mail: pappertstatistik.tu-dortmundde
Phone.: +49 231 755 5585

Portrait photo of Sven Pappert © Felix Schmale​/​TU Dortmund
  • since July 2020: Research Associate and Doctoral Student
  • 2018-2020: Research Assistant at the Chair for Physics of Hadrons and Nuclei, Ruhr University Bochum
  • 2014-2020: B.Sc. and M.Sc. in Physics with focus on theoretical Physics, Ruhr University Bochum
    Master Thesis: Perturbative Calculation of the Fluctuation Determinant in Burgers Turbulence
  • Spatio-temporal dependence modeling
    • Forecasting with spatio-temporal copulas
    • Time Varying dependence parameters
    • Volatility modeling
  • Probabilistic Forecast Reconciliation
  • Time Series Analysis (SoSe 2024)
  • Stochastische Prozesse (WiSe 2023/24)
  • Asymptotic Theory (WiSe 2023/24)
  • Case Studies (SoSe 2023)
  • Asymptotic Theory (WiSe 2022/23)
  • Statistical Theory (WiSe 2022/23)
  • Time Series Analysis (SoSe 2022)
  • Schätzen und Testen I (WiSe 2021/22)
  • Wahrscheinlichkeitsrechnung (SoSe 2021)
  • Introductory Case Studies (WiSe 2020/21)

Publications:

  • Berrisch, J., Pappert , S., Ziel, F. and Arsova, A. (2023). Modeling volatility and dependence of European carbon and energy prices. Finance Research Letters Volume 52. Link, Preprint.
  • Pappert , S. and Arsova, A. (2022). Forecasting Natural Gas Prices with Spatio-Temporal Copula-Based Time Series Models. International Conference on Time Series and Forecasting (pp. 221-236). Cham: Springer Nature Switzerland. Link, Preprint.

Preprints und Working Paper:

  • Pappert, S.: Moving Aggregate Modified Autoregressive Copula-Based Time Series Models (MAGMAR-Copulas) Without Markov Restriction. arXiv preprint arXiv:2402.01491. Preprint.