Skip to main content

Prof. Dr. Theo Berger

Theo Berger

Private lecturer

Contact:

Enrique-Schmidt-Straße 1
28359 Bremen
WiWi 1, Raum A 2390

Telefon: +49 (0)421 218-66902
theobergerprotect me ?!uni-bremenprotect me ?!.de

 

Research:

• Financial Econometrics
• Forecasting
• Wavelet-Analysis

Google Scholar

Research Gate

 

To Person

Prof. Dr. Theo Berger is according to Handelsblatt-/Wirtschaftswoche-Ranking 2019 in Top 100 researchers in Economics under 40 years in Germany.

CV
since 2020Professor of Statistics and Data Analytics at Harz University of Applied Sciences

since 2017

Privat Lecturer at Professorship in Empirical Economics and Applied Statistics

2017

Habilitation in Statistics, Econometrics and Economics at University of Bremen

2012

PhD in Statistics at University of Bremen

 

Publications

Prof. Dr. Theo Berger is according to Handelsblatt-/Wirtschaftswoche-Ranking 2019 in Top 100 researchers in Economics under 40 years in Germany.

2020

  • T. Berger und R. Gencay (2020): Volatility Spillover along the Supply Chains: A Network Analysis on Economic Links, Journal of Risk, 22(5), 83-113. 
  • T. Berger und R. Gencay (2020): Short-run wavelet-based covariance regimes for applied portfolio management, Journal of Forecasting, 39(4), 642-660. 
  • T. Berger und R. Czudaj (2020): Commodity futures and a wavelet-based risk assessment, Physica A: Statistical Mechanics and its Applications, 554, 124339.

2019

  • J. Beckmann, T. Berger und R. Czudaj (2019): Gold Price Dynamics and the Role of Uncertainty, Quantitative Finance, 19 (4), 663-681.

2018

  • T. Berger und R. Gencay (2018): Improving daily Value-at-Risk forecasts: The Relevance of Short-run Volatility for Regulatory Quality Assessment, Journal of Economic Dynamics and Control, 92, 30-46.

2017

  • M. Al Janabi, J. Arreola Hernandez, T. Berger und D. Nguyen (2017): Multivariate Dependence and Portfolio algorithms under Illiquid Market Scenarios, European Journal of Operational Research, 259, 1121-1131.
  • J. Beckmann, T. Berger, R. Czudaj und T. Hoang (2017): Tail Dependence between Gold and Sectorial Stocks in China: Perspectives for Portfolio Diversification, Empirical Economics, 1, 1-28.
  • J. Beckmann, T. Berger und R. Czudaj (2017): The Macroeconomic Role of Currency Reserve Accumulation in Emerging Markets - The Asian Experience, The World Economy, 41, 77-99.

2016

  • T. Berger (2016): Wavelet Decomposition and Applied Portfolio Management, Journal of Risk, 18, 53-77.
  • T. Berger und G. Salah Uddin (2016): On the Dynamic Dependence between Equity Markets, Commodity Futures and Economic Uncertainty Indexes, Energy Economics, 56,374-383.
  • T. Berger und C. Fieberg (2016): On Portfolio Optimization: Forecasting Covariances based on Multiscale Risk Models, Journal of Risk Finance,17, 295-309.
  • T. Berger (2016): On the Isolated Impact of Copulas on Risk Measurement: A Simulation Study, Economic Modelling, 58, 475-481.
  • T. Berger (2016): Conditional Volatility Forecasts based on Wavelet Decomposition, Operations Research Proceedings 2015, forthcoming

2015

  • T. Berger (2015): Forecasting based on Decomposed Financial Return Series: A Wavelet Analysis, Journal of Forecasting, 35 (5), 419-433.
  • J. Beckmann, T. Berger und R. Czudaj (2015): Oil Price and FX-rates Dependency, Quantitative Finance, 16(3), 477-488.
  • T. Berger (2015): A Wavelet based Approach to Measure and Manage Contagion at Different Time Scales, Physica A, 436, 338-350.
  • J. Beckmann, T. Berger und R. Czudaj (2015): Does Gold act as a Hedge or a Safe Haven for Stocks? A Smooth Transition Approach, Economic Modelling, 48, 16-24.

2014

  • T. Berger und M. Missong (2014): Copulas and Portfolio Strategies: An applied Risk Management Perspective, Journal of Risk, 17(2), 51-92.
  • T. Berger (2014): Misspecified Dependency Modelling: What does it mean for Risk Measurement, Operations Research Proceedings 2013, 15-22.
  • T. Berger und M. Missong (2014): Financial Crisis, Value-at-Risk Forecasts and the Puzzle of Dependency Modeling, International Review of Financial Analysis, 33, 33-38.

2013

  • T. Berger (2013): Forecasting Value-at-Risk Using Time Varying Copulas and EVT Return Distributions, International Economics, 133, 93-106.
  • T. Berger (2013): Financial crisis, VaR forecasts and the performance of time varying EVT-Copulas, Operations Research Proceedings 2012, 35-40.

Conferences

2020

  • IRMC 2020, International Risk Management Conference, Global Virtual Conference, Turin

2019

  • OR 2019 Conference, International Conference on Operations Research, Dresden
  • Statistische Woche 2019, Jahrestagung der Deutschen Statistischen Gesellschaft, Trier
  • Invited Speaker, Diginomics Graduiertenkolleg, Bremen
  • ISEEFI 2019, 7th International Symposium on Environment and Energy Finance Issues, Paris

2018

  • Statistische Woche 2018, Jahrestagung der Deutschen Statistischen Gesellschaft, Augsburg

2017

  • Invited Speaker, 4th Annual Society of Economic Measurement Conference, Boston
  • Invited Speaker, Workshop on Innovative Methods in Finance and Economics, Istanbul
  • EEFS, Workshop on Financial Econometrics and Empirical Modeling, Bochum
  • ICMAIF 2017, International Conference on Macroeconomic Analysis and International Finance, Crete
  • EFMA 2017, European Financial Management Association Conference, Athens
  • IFABS 2017, International Finance and Banking Society Conference, Oxford
  • OR 2017 Conference, International Conference on Operations Research, Berlin
  • Statistische Woche 2017, Jahrestagung der Deutschen Statistischen Gesellschaft, Rostock
  • CEQURA Conference 2017, 8th CEQURA Conference on Advances in Financial and Insurance Risk Management, Munich

2016

  • IFABS 2016, International Finance and Banking Society Conference, Barcelona
  • ECOMFIN 2016, Energy and Commodiy Finance Conference, Paris
  • World Finance Conference 2016, New York

2015

  • Invited Speaker, Research Seminar, University of Cologne, Cologne
  • Invited Speaker, Banking and Finance Seminar, Johannes Gutenberg University, Mainz
  • MFA Midwest Finance Association, 64th Annual Meeting, Chicago
  • EEFS 2015, European Economics and Finance Society Annual Conference, Brussels
  • OR 2015 Conference, International Conference on Operations Research, Vienna
  • Statistische Woche 2015, Jahrestagung der Deutschen Statistischen Gesellschaft, Hamburg

2014

  • Invited Speaker, Quantitative Finance Laboratory, Humboldt-University, Berlin
  • MFA Midwest Finance Association, 63rd Annual Meeting, Orlando, Florida
  • IFABS 2014, International Finance and Banking Society Conference, Lisbon
  • EFMA 2014, European Financial Management Association Conference, Rome
  • OR 2014 Conference, International Conference on Operations Research, Aachen
  • Statistische Woche 2014, Jahrestagung der Deutschen Statistischen Gesellschaft, Hanover
  • CFE 2014, 1st Conference on Recent Developments in Financial Econometrics and Applications, Melbourne
  • PFMC 2014, Financial Management Conference 2014, Paris

2013

  • Statistische Woche 2013, Jahrestagung der Deutschen Statistischen Gesellschaft, Berlin
  • OR 2013 Conference, International Conference on Operations Research, Rotterdam
  • Euro-Informs 2013, 26TH European Conference on Operational Research, Rome
  • European Economics and Finance Society, Twelfth Annual Conference, Berlin
  • MFA Midwest Finance Association, 62nd Annual Meeting, Chicago

2012

  • CEQURA Conference 2012, 3rd CEQURA Conference on Advances in Financial and Insurance Risk Management, Munich
  • Statistische Woche 2012, Jahrestagung der Deutschen Statistischen Gesellschaft, Vienna
  • OR 2012 Conference, International Annual Conference on Operations Research, Hanover
  • EFMA 2012, European Financial Management Association Conference, Barcelona
  • FFM 2012, Forecasting Financial Markets 19th International Conference, Marseille
  • 15th SGF CONFERENCE 2012, Annual Conference of the Swiss Society for Financial Market Research, Zurich
  • 1rst PhD Student Conference in International Macroeconomics and Financial Econometrics, Paris

2011

  • CEQURA Conference 2011, Conference on Advances in Financial and Insurance Risk Management, Munich
  • Macro and Financial Econometrics Conference, Heidelberg

2010

  • Statistische Woche 2010, Jahrestagung der Deutschen Statistischen Gesellschaft, Nuremberg

Teaching

  • WiSe 20/21 Lecture: Applied Data Science (Master)
  • SoSe 20 Lecture: Advanced Econometrics: Time series analytics (Master)
  • WiSe 19/20 Lecture: Applied Data Science (Master)
  • SoSe 19 Lecture: Advanced Econometrics and Data Science (Master)
  • WiSe 18/10 Lecture: Applied Data Science (Master)
  • June 18 - July 18 Visiting researcher: SHU-UTS SILC Business School (Shanghai University)
  • SoSe 18 Lecture: Advanced Econometrics (Master)
  • WiSe 17/18 Lecture: Analysis of Economic Data (Bachelor)
  • SoSe 17 Lecture: Statistics (Bachelor), Advanced Econometrics (Master)
  • WiSe 16/17 Lecture: Analysis of Economic Data (Bachelor)
  • SoSe 16 Lecture: Statistics (Bachelor), Advanced Econometrics (Master)
  • März 16 Seminar: Introduction in Matlab, Advanced Matlab (PhD / Universität Oldenburg)
  • WiSe 15/16 Visiting researcher: Simon Fraser University (Vancouver, British Columbia)
  • SoSe 15 Lecture: Statistics (Bachelor), Applied Econometrics with Matlab (Master)
  • SoSe 14 Lecture: Applied Econometrics with Matlab (Master)
  • Feb 14-Mai 14 Lecture: Risk Management (Master / Macau University of Technology)
  • WiSe 13/14 Lecture: Advanced Econometrics (Master)
  • Okt 13 Lecture: Applied Economics (Bachelor / Universitat Politecnica de Valencia)
  • SoSe 2013 Exercise: Statistics (Bachelor)
  • WiSe 12/13 Seminar: Introduction in SPSS (Master), Exercise: Intermediate Econometrics (Master)
  • SoSe 2012 Exercise: Statistics (Bachelor)