University of Bremen - Prof. Dr. Theo Berger

60 University of Bremen - Prof. Dr. Theo Berger https://www.uni-bremen.de/en/professorship-in-empirical-economics-and-applied-statistics/staff/team/prof-dr-theo-berger Theo Berger en University of Bremen Mon, 20 Apr 2026 09:19:01 +0200 Mon, 20 Apr 2026 09:19:01 +0200 University of Bremen content-139736 Wed, 04 Mar 2026 23:43:54 +0100 To Person https://www.uni-bremen.de/en/professorship-in-empirical-economics-and-applied-statistics/staff/team/prof-dr-theo-berger#c139736 Prof. Dr. Theo Berger is according to Handelsblatt-/Wirtschaftswoche-Ranking 2019, 2021, and 2023 in Top 100 researchers in Economics under 40 years in Germany. <h5>CV</h5> <table> <tbody> <tr> <td>since 2024</td> <td><a class="external-link" href="https://www.hs-hannover.de/en/service/person-finder/person/1000043812" target="_blank" title="Opens external link in new window">Professor of Statistics and Data Science at the Hochschule of Hannover</a></td> </tr> <tr> <td>2020-2023</td> <td>Professor of Statistics and Data Analytics at Harz University of Applied Sciences</td> </tr> <tr> <td> since 2017 </td> <td>Privat Lecturer at Professorship in Empirical Economics and Applied Statistics</td> </tr> <tr> <td> 2017 </td> <td>Habilitation in Statistics, Econometrics and Economics at University of Bremen</td> </tr> <tr> <td> 2012 </td> <td style="width:469px"> PhD in Statistics at University of Bremen </td> </tr> </tbody> </table> Content content-139737 Wed, 04 Mar 2026 23:43:54 +0100 Publications https://www.uni-bremen.de/en/professorship-in-empirical-economics-and-applied-statistics/staff/team/prof-dr-theo-berger#c139737 Prof. Dr. Theo Berger is according to Handelsblatt-/Wirtschaftswoche-Ranking 2019 in Top 100 researchers in Economics under 40 years in Germany. 2020 <ul> <li>T. Berger und R. Gencay&nbsp;(2020): Volatility Spillover along the Supply Chains: A Network Analysis on Economic Links, Journal of Risk, 22(5), 83-113.&nbsp;</li> <li>T. Berger und R. Gencay&nbsp;(2020): Short-run wavelet-based covariance regimes for applied portfolio management, Journal of Forecasting, 39(4), 642-660.&nbsp;</li> <li>T. Berger und R. Czudaj&nbsp;(2020): Commodity futures and a wavelet-based risk assessment, Physica A: Statistical Mechanics and its Applications, 554, 124339.</li> </ul> 2019 <ul> <li>J. Beckmann, T. Berger und R. Czudaj&nbsp;(2019): Gold Price Dynamics and the Role of Uncertainty, Quantitative Finance, 19 (4), 663-681.</li> </ul> 2018 <ul> <li>T. Berger und R. Gencay&nbsp;(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.</li> </ul> 2017 <ul> <li>M. Al Janabi, J. Arreola Hernandez, T. Berger und D. Nguyen&nbsp;(2017): Multivariate Dependence and Portfolio algorithms under Illiquid Market Scenarios, European Journal of Operational Research, 259, 1121-1131.</li> <li>J. Beckmann, T. Berger, R. Czudaj und T. Hoang&nbsp;(2017): Tail Dependence between Gold and Sectorial Stocks in China: Perspectives for Portfolio Diversification, Empirical Economics, 1, 1-28.</li> <li>J. Beckmann, T. Berger und R. Czudaj&nbsp;(2017): The Macroeconomic Role of Currency Reserve Accumulation in Emerging Markets - The Asian Experience, The World Economy, 41, 77-99.</li> </ul> 2016 <ul> <li>T. Berger&nbsp;(2016): Wavelet Decomposition and Applied Portfolio Management, Journal of Risk, 18, 53-77.</li> <li>T. Berger und G. Salah Uddin&nbsp;(2016): On the Dynamic Dependence between Equity Markets, Commodity Futures and Economic Uncertainty Indexes, Energy Economics, 56,374-383.</li> <li>T. Berger und C. Fieberg&nbsp;(2016): On Portfolio Optimization: Forecasting Covariances based on Multiscale Risk Models, Journal of Risk Finance,17, 295-309.</li> <li>T. Berger&nbsp;(2016): On the Isolated Impact of Copulas on Risk Measurement: A Simulation Study, Economic Modelling, 58, 475-481.</li> <li>T. Berger&nbsp;(2016):&nbsp;Conditional Volatility Forecasts based on Wavelet Decomposition, Operations Research Proceedings 2015, forthcoming</li> </ul> 2015 <ul> <li>T. Berger&nbsp;(2015): Forecasting based on Decomposed Financial Return Series: A Wavelet Analysis, Journal of Forecasting, 35 (5), 419-433.</li> <li>J. Beckmann, T. Berger und R. Czudaj&nbsp;(2015): Oil Price and FX-rates Dependency, Quantitative Finance, 16(3), 477-488.</li> <li>T. Berger&nbsp;(2015): A Wavelet based Approach to Measure and Manage Contagion at Different Time Scales, Physica A, 436, 338-350.</li> <li>J. Beckmann, T. Berger und R. Czudaj&nbsp;(2015): Does Gold act as a Hedge or a Safe Haven for Stocks? A Smooth Transition Approach, Economic Modelling, 48, 16-24.</li> </ul> 2014 <ul> <li>T. Berger und M. Missong&nbsp;(2014): Copulas and Portfolio Strategies: An applied Risk Management Perspective, Journal of Risk, 17(2), 51-92.</li> <li>T. Berger&nbsp;(2014): Misspecified Dependency Modelling: What does it mean for Risk Measurement, Operations Research Proceedings 2013, 15-22.</li> <li>T. Berger und M. Missong&nbsp;(2014): Financial Crisis, Value-at-Risk Forecasts and the Puzzle of Dependency Modeling, International Review of Financial Analysis, 33, 33-38.</li> </ul> 2013 <ul> <li>T. Berger&nbsp;(2013): Forecasting Value-at-Risk Using Time Varying Copulas and EVT Return Distributions, International Economics, 133, 93-106.</li> <li>T. Berger&nbsp;(2013): Financial crisis, VaR forecasts and the performance of time varying EVT-Copulas, Operations Research Proceedings 2012, 35-40.</li> </ul> Content content-142252 Wed, 04 Mar 2026 23:43:54 +0100 Conferences https://www.uni-bremen.de/en/professorship-in-empirical-economics-and-applied-statistics/staff/team/prof-dr-theo-berger#c142252 2020 <ul> <li>IRMC 2020, International Risk Management Conference, Global Virtual Conference, Turin</li> </ul> 2019 <ul> <li>OR 2019 Conference, International Conference on Operations Research,&nbsp;Dresden</li> </ul> <ul> <li>Statistische Woche 2019, Jahrestagung der Deutschen Statistischen Gesellschaft, Trier</li> <li>Invited Speaker, Diginomics Graduiertenkolleg, Bremen</li> <li>ISEEFI 2019, 7th International Symposium on Environment and Energy Finance Issues,&nbsp;Paris</li> </ul> 2018 <ul> <li>Statistische Woche 2018, Jahrestagung der Deutschen Statistischen Gesellschaft,&nbsp;Augsburg</li> </ul> 2017 <ul> <li>Invited Speaker, 4th Annual&nbsp;Society of Economic Measurement&nbsp;Conference,&nbsp;Boston</li> <li>Invited Speaker, Workshop on Innovative Methods in Finance and Economics,&nbsp;Istanbul</li> <li>EEFS, Workshop on Financial Econometrics and Empirical Modeling,&nbsp;Bochum</li> <li>ICMAIF 2017, International Conference on Macroeconomic Analysis and International Finance,&nbsp;Crete</li> <li>EFMA 2017, European Financial Management Association Conference,&nbsp;Athens</li> <li>IFABS 2017, International Finance and Banking Society Conference,&nbsp;Oxford</li> <li>OR 2017 Conference, International Conference on Operations Research,&nbsp;Berlin</li> <li>Statistische Woche 2017, Jahrestagung der Deutschen Statistischen Gesellschaft,&nbsp;Rostock</li> <li>CEQURA Conference 2017, 8th CEQURA Conference on Advances in Financial and Insurance Risk Management,&nbsp;Munich</li> </ul> 2016 <ul> <li>IFABS 2016, International Finance and Banking Society Conference,&nbsp;Barcelona</li> <li>ECOMFIN 2016, Energy and Commodiy Finance Conference,&nbsp;Paris</li> <li>World Finance Conference 2016, New York</li> </ul> 2015 <ul> <li>Invited Speaker, Research Seminar, University of Cologne,&nbsp;Cologne</li> <li>Invited Speaker, Banking and Finance Seminar,&nbsp;Johannes Gutenberg University, Mainz</li> <li>MFA Midwest Finance Association, 64th Annual Meeting,&nbsp;Chicago</li> <li>EEFS 2015, European Economics and Finance Society Annual Conference,&nbsp;Brussels</li> <li>OR 2015 Conference, International Conference on Operations Research,&nbsp;Vienna</li> <li>Statistische Woche 2015, Jahrestagung der Deutschen Statistischen Gesellschaft,&nbsp;Hamburg</li> </ul> 2014 <ul> <li>Invited Speaker, Quantitative Finance Laboratory, Humboldt-University,&nbsp;Berlin</li> <li>MFA Midwest Finance Association, 63rd Annual Meeting, Orlando,&nbsp;Florida</li> <li>IFABS 2014, International Finance and Banking Society Conference,&nbsp;Lisbon</li> <li>EFMA 2014, European Financial Management Association Conference,&nbsp;Rome</li> <li>OR 2014 Conference, International Conference on Operations Research,&nbsp;Aachen</li> <li>Statistische Woche 2014, Jahrestagung der Deutschen Statistischen Gesellschaft,&nbsp;Hanover</li> <li>CFE 2014, 1st Conference on Recent Developments in Financial Econometrics and Applications,&nbsp;Melbourne</li> <li>PFMC 2014, Financial Management Conference 2014,&nbsp;Paris</li> </ul> 2013 <ul> <li>Statistische Woche 2013, Jahrestagung der Deutschen Statistischen Gesellschaft,&nbsp;Berlin</li> <li>OR 2013 Conference, International Conference on Operations Research,&nbsp;Rotterdam</li> <li>Euro-Informs 2013, 26TH European Conference on Operational Research,&nbsp;Rome</li> <li>European Economics and Finance Society, Twelfth Annual Conference,&nbsp;Berlin</li> <li>MFA Midwest Finance Association, 62nd Annual Meeting,&nbsp;Chicago</li> </ul> 2012 <ul> <li>CEQURA Conference 2012, 3rd CEQURA Conference on Advances in Financial and Insurance Risk Management,&nbsp;Munich</li> <li>Statistische Woche 2012, Jahrestagung der Deutschen Statistischen Gesellschaft,&nbsp;Vienna</li> <li>OR 2012 Conference, International Annual Conference on Operations Research,&nbsp;Hanover</li> <li>EFMA 2012, European Financial Management Association Conference,&nbsp;Barcelona</li> <li>FFM 2012, Forecasting Financial Markets 19th International Conference,&nbsp;Marseille</li> <li>15th SGF CONFERENCE 2012, Annual Conference of the Swiss Society for Financial Market Research,&nbsp;Zurich</li> <li>1rst PhD Student Conference in International Macroeconomics and Financial Econometrics,&nbsp;Paris</li> </ul> 2011 <ul> <li>CEQURA Conference 2011, Conference on Advances in Financial and Insurance Risk Management,&nbsp;Munich</li> <li>Macro and Financial Econometrics Conference,&nbsp;Heidelberg</li> </ul> 2010 <ul> <li>Statistische Woche 2010, Jahrestagung der Deutschen Statistischen Gesellschaft,&nbsp;Nuremberg</li> </ul> Content content-142253 Wed, 04 Mar 2026 23:43:54 +0100 Teaching https://www.uni-bremen.de/en/professorship-in-empirical-economics-and-applied-statistics/staff/team/prof-dr-theo-berger#c142253 <ul> <li>WiSe 20/21 Lecture: Applied Data Science (Master)</li> <li>SoSe 20 Lecture: Advanced Econometrics: Time series analytics (Master)</li> <li>WiSe 19/20 Lecture: Applied Data Science (Master)</li> <li>SoSe 19 Lecture: Advanced Econometrics and Data Science (Master)</li> <li>WiSe 18/10 Lecture: Applied Data Science (Master)</li> <li>June 18 - July 18 Visiting researcher:&nbsp;SHU-UTS SILC Business School (Shanghai University)</li> <li>SoSe 18 Lecture: Advanced Econometrics (Master)</li> <li>WiSe 17/18&nbsp;Lecture: Analysis of Economic Data (Bachelor)</li> <li>SoSe&nbsp;17&nbsp;Lecture: Statistics (Bachelor), Advanced Econometrics (Master)</li> <li>WiSe 16/17&nbsp;Lecture: Analysis of Economic Data (Bachelor)</li> <li>SoSe&nbsp;16&nbsp;Lecture: Statistics (Bachelor), Advanced Econometrics (Master)</li> <li>März 16&nbsp;Seminar: Introduction in Matlab, Advanced Matlab (PhD / Universität Oldenburg)</li> <li>WiSe 15/16 Visiting researcher: Simon Fraser University (Vancouver, British Columbia)</li> <li>SoSe 15&nbsp;Lecture: Statistics (Bachelor), Applied Econometrics with Matlab (Master)</li> <li>SoSe 14 Lecture: Applied Econometrics with Matlab (Master)</li> <li>Feb 14-Mai 14 Lecture: Risk Management (Master / Macau University of Technology)</li> <li>WiSe 13/14 Lecture: Advanced Econometrics (Master)</li> <li>Okt 13 Lecture: Applied Economics (Bachelor / Universitat Politecnica de Valencia)</li> <li>SoSe 2013&nbsp;Exercise: Statistics (Bachelor)</li> <li>WiSe 12/13&nbsp;Seminar: Introduction in SPSS (Master), Exercise: Intermediate Econometrics (Master)</li> <li>SoSe 2012 Exercise: Statistics (Bachelor)</li> </ul> Content