Ph.D. Krzysztof Drachal
Department of Finance and Accounting
Assistant Professor
Room
B004Short Research Description
As part of the NCN OPUS 23 project, I am engaged in researching and developing Bayesian dynamic mixed models for use in forecasting commodity prices. Fluctuations in commodity prices are crucial for the economy and financial markets. I am working on developing methods that will improve the understanding of economic processes and increase the accuracy of market forecasts.Research Interests
Applied Econometrics
Bayesian Econometrics
Econometrics
Energy Economics
Environmental and Natural Resource Economics
Financial Economics
Financial Markets
Forecasting
Forecasting Methods and Simulations
Quantitative Finance
Statistical Learning Methods
Time Series Models