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kdrachal

Ph.D. Krzysztof Drachal

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Department of Finance and Accounting
Assistant Professor
https://coin.wne.uw.edu.pl/~kdrachal

Room

B004

Short 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

Keywords

Bayesian Econometrics Commodity Market Energy Economics Finance Forecasting Model Averaging