Since 03/2022: Research fellow at the chair of Energy Economics at the BTU cottbus-senftenberg
2020 – 02/2022: Guest Researcher, High Dimensional Nonstationary Time Series, Humboldt-Universität zu Berlin, Germany
2019: PhD in Quantitative Finance, Institute of High Commercial Studies of Sousse (IHEC), Tunisia
2012: Master degree in “Modeling in Economic and Econometrics” Polytechnic Institute of Tunis, Tunisia
2005: Bachelor degree in "Actuarial Science and Finance”, High Institute Commercial Studies of Sousse (IHEC), Tunisia
- Quantitative finance
- Energy markets
- Energy token and Blockchain Technology
- CO2 emission and Climate change
Publications / Working Paper
- Paraschiv, D., Balasoiu N., Ben-Amor S. 2023, Bag RC. “Hybridising Neuro-Fuzzy system and seasonal autoregressive models for electricity price forecasting. Amfiteatru Economic. https://www.amfiteatrueconomic.ro/temp/Article_3208.pdf
- Boubaker, H., & Ben Amor, S. 2020. A New Hybrid Wavelet-Neural Network Approach for Forecasting Electricity. Energy Studies Review, 24(1). doi.org/10.15173/esr.v24i1.4135
- Ben Amor S, Boubaker H, Belkacem L. 2018. Forecasting electricity spot price for Nord Pool market with a hybrid k‐factor GARMA–LLWNN Model. Journal of Forecasting, 1-20. doi.org/10.1002/for.2544
- Ben Amor, S., Boubaker, H., and Belkacem, L. 2018. Price Risk and Hedging Strategies in Nord Pool Electricity Market Evidence with sector Indexes. Energy Economics, V80, 635-655. doi.org/10.1016/j.eneco.2019.02.001.
Ben Amor, S., Boubaker, H., and Belkacem, L. 2017. Forecasting Electricity Spot Price with Generalized Long Memory Modeling: Wavelet and Neural Network. International Journal of World Academy of Science, Engineering and Technology, Vol 11, N°9. doi.org/10.5281/zenodo.1315597.
Ben Amor, S., Althof, M., and Härdle, W. K. (2021) “Financial Risk Meter FRM for Emerging Markets”. Research in International Business and Finance.
2023.07 18th IAEE European Conference The Global Energy Transition Toward Decarbonization:– "a multi-scalar perspective and transformation –
Milan, 24-27 July, 2023" – Bocconi University, Italy
2022.09 "International Ruhr Energy Conference", Duisburg University, Essen, Germany
2022.06 “Bridging Fundamental models with the econometric approach for electricity price forecasting”. 8th International conference on Time Series and Forecasting, Gran Canaria, Spain.
2021.10 “A Hybrid system for Electricity Price Forecasting: Efficiency or complexity?”.The annual COST FinAI Meeting, Bucharest, Romania.
2021.07 “A Hybrid system for Electricity Price Forecasting: Efficiency or complexity?”. The 7th International Conference on Time Series and Forecasting (ITISE 2021), Gran Canaria (Spain)
2021.07 “Financial Risk Meter FRM for Emerging Markets". International Conference Present Issues of Global Economy. University of Constanta.
2021.02 “Financial Risk Meter FRM for Emerging Markets”. Institute for Economic Forecasting, Romanian Academy; Bucharest University of Economics Studies.
2020.08 “Financial Risk Meter FRM for Emerging Markets”. Statistics of Machine Learning Conference, Academy of Sciences and Charles University, Prague, Czech Republic.
2020.07 "Predictive accuracy of a new hybrid generalized long memory wavelet-neural networks model for short term electricity price forecasting”. Science meets Social Science (S3) seminar Professor Rafał Weron, Wrocław University of Science and Technology.
2019.04 “Predictive Accuracy of a New Hybrid Generalized Long Memory Wavelet-Neural Networks Model for Short Term Electricity Price Forecasting”, 8th Applied Financial Modelling Conference, at Istanbul Sehir University, Istanbul, Turkey.
2018.12 “A Novel Hybrid Generalized Long Memory Wavelet Neural Network Model for Forecast Electricity Spot Price”. International Symposium on Economics, Finance and Econometrics, (ISEFE) Bandirma, Balikesir, Turkey.
2018.07 “Price Risk and Hedging Strategies in Nord Pool Electricity Market Evidence with sector Indexes”. 9th International Research Meeting in Business and Management (IRMBAM-2018), Nice, France.
2017.09 “A Dual Generalised Long Memory Modelling for Forecasting Electricity Spot Price: Neural Network and Wavelet Estimate”. International Conference on Econometrics, Operational Research and Statistics, Paris, France, September 2017.
2017.05 “Forecasting electricity spot price for Nord Pool market with a hybrid k-factor GARMA-LLWNN model”. Forecasting Financial Market International Conference; Liverpool, United Kingdom.
2017.05 “Forecasting electricity spot price for Nord Pool market with a hybrid k-factor GARMA-LLWNN model”. International Conference on Statistics and Econometrics, Mehdia, Tunisia.
Current Research Projects:
Optimal selection of raw forecasts in forecast combinations for improved detection of
of the network state as well as the integration of renewable energies.