Dr. Souhir Ben Amor

Contact

Building 3E - Room 2.22
Souhir.BenAmor(at)b-tu.de
T +49 (0) 355 69-4043

Consultation Hours: with appointment


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


Research Interests

  • Quantitative finance
  • Energy markets
  • Energy token and Blockchain Technology
  • CO2 emission and Climate change

Publications / Working Paper

  • 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, 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.

Current Research Projects