Lebenslauf:

03.2023-09.2023 Elternzeit (mit Teilzeitanstellung als Juniorprofessor)

07.2021-10.2021 Elternzeit (mit Teilzeitanstellung als Juniorprofessor)

seit 07.2020 Berufenes Mitglied der Jungen Akademie an der Berlin-Brandenburgischen Akademie der Wissenschaften (BBAW) und der Nationalen Akademie der Wissenschaften Leopoldina

seit 02.2017 Juniorprofessor für Umweltökonomik, insb. Ökonomik erneuerbarer Energien, Universität Duisburg-Essen (positiv zwischenevaluiert am 11.2019)

04.2019-09.2019 Elternzeit (mit Teilzeitanstellung als Juniorprofessor)

01.2019-04.2019 Forschungsaufenthalt im Programm 'The Mathematics for Energy Systems', Isaac Newton Institute, Cambridge,

09.2012-01.2017 Wissenschaftlicher Mitarbeiter, Fakultät für Wirtschaftswissenschaften, Europa-Universität Viadrina, Frankfurt (Oder)

07.2016-12.2016 Academic Visitor am Centre for Industrial and Applied Mathematics (OCIAM), University of Oxford, Oxford, UK

09.2012-06.2016 Promotion in Wirtschaftswissenschaften an der Europa-Universität Viadrina, Frankfurt (Oder)

06.2015-09.2015 DAAD-Forschungsaufenthalt am European Centre for Advanced Research in Economics and Statistics (ECARES) der Université libre de Bruxelles (ULB), Brüssel, Belgien

10.2008-02.2013 Diplom in Mathematik (Diplommathematiker), Technische Universität Dresden, Dresden

09.2011-08.2012 M.Sc. in Statistics, University College Dublin, Dublin, Ireland

10.2008-02.2013 Diplom Mathematik, Technische Universität Dresden, Dresden09.2011-08.2012M.Sc. in Statistics, University College Dublin, Dublin, Irland

Publikationen:

• Sgarlato, Raffaele; Ziel, Florian: The Role of Weather Predictions in Electricity Price Forecasting Beyond the Day-Ahead Horizon. In: IEEE Transactions on Power Systems, Jg. 38 (2023) Nr. 3, S. 2500-2511. doi:10.1109/TPWRS.2022.3180119BIB DownloadDetails
• Hirsch, Simon; Ziel, Florian: Simulation-based Forecasting for Intraday Power Markets: Modelling Fundamental Drivers for Location, Shape and Scale of the Price Distribution. In: The Energy Journal (2023). BIB DownloadDetails
• Berrisch, Jonathan; Narajewski, Michal; Ziel, Florian: High-Resolution Peak Demand Estimation Using Generalized Additive Models and Deep Neural Networks. In: Energy and AI (forthcoming) (2023). doi:10.1016/j.egyai.2023.100236VolltextBIB DownloadDetails
• Berrisch, Jonathan; Pappert, Sven; Ziel, Florian; Arsova, Antonia: Modeling volatility and dependence of European carbon and energy prices. In: Finance Research Letters, Jg. 52 (2023), S. 103503. doi:10.1016/j.frl.2022.103503VolltextBIB DownloadDetails
• Ghelasi, Paul; Ziel, Florian: Hierarchical forecasting for aggregated curves with an application to day-ahead electricity price auctions. In: International Journal of Forecasting (2022). doi:10.1016/j.ijforecast.2022.11.004BIB DownloadDetails
• Finnah, Benedikt; Gönsch, Jochen; Ziel, Florian: Integrated day-ahead and intraday self-schedule bidding for energy storage systems using approximate dynamic programming. In: European Journal of Operations Research, Jg. 301 (2022) Nr. 2, S. 726-746. BIB DownloadDetails
• Narajewski, Michal; Ziel, Florian: Optimal bidding in hourly and quarter-hourly electricity price auctions: Trading large volumes of power with market impact and transaction costs. In: Energy Economics, Jg. 110 (2022). doi:10.1016/j.eneco.2022.105974BIB DownloadDetails
• Berrisch, Jonathan; Ziel, Florian: CRPS Learning. In: Journal of Econometrics (forthcoming) (2021). doi:10.1016/j.jeconom.2021.11.008VolltextBIB DownloadDetails
• Petropoulos, Fotios; Apiletti, Daniele; Assimakopoulos, Vassilios; Babai, Mohamed Zied; Barrow, Devon K.; Taieb, Souhaib Ben; Bergmeir, Christoph; . . .; Winkler, Robert L.; Yusupova, Alisa; Ziel, Florian: Forecasting: theory and practice. In: International Journal of Forecasting (2021). BIB DownloadDetails
• Ziel, Florian: M5 Competition Uncertainty: Overdispersion, distributional forecasting, GAMLSS and beyond.. In: International Journal of Forecasting (2021). doi:10.1016/j.ijforecast.2021.09.008BIB DownloadDetails
• Gonzalez, Paula; Brayshaw, David; Ziel, Florian: A new approach to subseasonal multi-model forecasting: Online prediction with expert advice.. In: Quarterly Journal of the Royal Meteorological Society (2021). doi:10.1002/qj.4177BIB DownloadDetails
• Rostami-Tabar, Bahman; Ziel, Florian: Anticipating special events in Emergency Department forecasting. In: International Journal of Forecasting (2021). doi:10.1016/j.ijforecast.2020.01.001VolltextBIB DownloadDetails
• Narajewski, Michal; Kley-Holsteg, Jens; Ziel, Florian: tsrobprep – an R package for robust preprocessing of time series data.. In: SoftwareX, Jg. 16 (2021). doi:10.1016/j.softx.2021.100809BIB DownloadDetails
• Christopher Kath, Florian Ziel: Conformal Prediction Interval Estimations with an Application to Day-Ahead and Intraday Power Markets. In: International Journal of Forecasting, Jg. 37 (2021) Nr. 2, S. 777-799. doi:10.1016/j.ijforecast.2020.09.006VolltextBIB DownloadDetails
• Furtwängler, Christian; Weber, Christoph; Ziel, Florian: Uncertainties in Energy and Electricity Markets: An Introduction. In: Economics of Energy & Environmental Policy (2021). BIB DownloadDetails
• Kulakov, Sergei; Ziel, Florian: The impact of renewable energy forecasts on intraday electricity prices. In: Economics of Energy & Environmental Policy (2021). doi:10.5547/2160-5890.10.1.skulVolltextBIB DownloadDetails
• Ziel, Florian: The energy distance for ensemble and scenario reduction. In: Philosophical Transactions A, Jg. 379 (2021) Nr. 2202. doi:10.1098/rsta.2019.0431VolltextBIB DownloadDetails
• Narajewski, Michal; Ziel, Florian: Ensemble Forecasting for Intraday Electricity Prices: Simulating Trajectories. In: Applied Energy (2020). doi:10.1016/j.apenergy.2020.115801VolltextBIB DownloadDetails
• Kley-Holsteg, Jens; Ziel, Florian: Probabilistic Multi-Step-Ahead Short-Term Water Demand Forecasting with Lasso. In: Journal of Water Resources Planning and Management, Jg. 146 (2020) Nr. 10. doi:10.1061/(ASCE)WR.1943-5452.0001268VolltextBIB DownloadDetails
• Muniain, Peru; Ziel, Florian: Probabilistic forecasting in day-ahead electricity markets: Simulating peak and off-peak prices. In: International Journal of Forecasting, Jg. 36 (2020) Nr. 4, S. 1193-1210. doi:10.1016/j.ijforecast.2019.11.006VolltextBIB DownloadDetails
• Narajewski, Michal; Ziel, Florian: Changes in Electricity Demand Pattern in Europe Due to COVID-19 Shutdowns. In: IAEE Energy Forum (2020), S. 44-47. PDFVolltextBIB DownloadDetails
• Ziel, Florian: Load Nowcasting: Predicting Actuals with Limited Data. In: Energies, Jg. 13 (2020) Nr. 6. doi:10.3390/en13061443PDFVolltextBIB DownloadDetails
• Narajewski, Michal; Ziel, Florian: Econometric modelling and forecasting of intraday electricity prices. In: Journal of Commodity Markets, Jg. 19 (2020) Nr. 4. doi:10.1016/j.jcomm.2019.100107PDFVolltextBIB DownloadDetails
• Narajewski, Michal; Ziel, Florian: Estimation and Simulation of the Transaction Arrival Process in Intraday Electricity Markets. In: Energies, Jg. 12 (2019) Nr. 23. doi:10.3390/en12234518PDFVolltextBIB DownloadDetails
• Florian Ziel, Kevin Berk: Multivariate Forecasting Evaluation: On Sensitive and Strictly Proper Scoring Rules, 2019. VolltextBIB DownloadDetails
• Sergei Kulakov, Florian Ziel: Determining the Demand Elasticity in a Wholesale Electricity Market. VolltextBIB DownloadDetails
• Christopher Kath, Florian Ziel: The value of forecasts: Quantifying the economic gains of accurate quarter-hourly electricity price forecasts. In: Energy Economics, Jg. 76 (2018), S. 411-423. doi:10.1016/j.eneco.2018.10.005VolltextBIB DownloadDetails
• Florian Ziel, Rick Steinert: Probabilistic mid- and long-term electricity price forecasting. In: Renewable and Sustainable Energy Reviews, Jg. 94 (2018), S. 251-266. doi:10.1016/j.rser.2018.05.038VolltextBIB DownloadDetails
• Ziel, Florian: Quantile Regression for Qualifying Match of GEFCom2017 Probabilistic Load Forecasting. In: International Journal of Forecasting (2018). doi:10.1016/j.ijforecast.2018.07.004BIB DownloadDetails
• Rick Steinert, Florian Ziel: Short-to Mid-term Day-Ahead Electricity Price Forecasting Using Futures. In: The Energy Journal (2018). doi:10.5547/01956574.40.1.rsteBIB DownloadDetails
• Florian Ziel, Rafal Weron: Day-ahead electricity price forecasting with high-dimensional structures: Univariate vs. multivariate modeling frameworks. In: Energy Economics, Jg. 70 (2018), S. 396-420. doi:10.1016/j.eneco.2017.12.016VolltextBIB DownloadDetails
• Uniejewski, Bartosz; Weron, Rafal; Ziel, Florian: Variance Stabilizing Transformations for Electricity Spot Price Forecasting. In: IEEE Transactions on Power Systems, Jg. 99 (2017) Nr. 1. doi:10.1109/TPWRS.2017.2734563VolltextBIB DownloadDetails
• Yunusov, Timur; Haben, Stephen; Lee, Tamsin; Ziel, Florian; Holderbaum, William; Potter, Ben: Evaluating the effectiveness of storage control in reducing peak demand on low voltage feeders. In: 24th International Conference & Exhibition on Electricity Distribution (CIRED). IET, 2017. doi:10.1049/oap-cired.2017.0626BIB DownloadDetails
• Ziel, Florian: Modeling the impact of wind and solar power forecasting errors on intraday electricity prices. In: 14th International Conference on the European Energy Market (EEM 2017). IEEE, 2017. doi:10.1109/EEM.2017.7981900VolltextBIB DownloadDetails
• Ziel, Florian: Forecasting Electricity Spot Prices Using Lasso: On Capturing the Autoregressive Intraday Structure. In: IEEE Transactions on Power Systems, Jg. 31 (2016) Nr. 6, S. 4977-4987. doi:10.1109/TPWRS.2016.2521545VolltextBIB DownloadDetails
• Florian Ziel, Rick Steinert: Electricity price forecasting using sale and purchase curves: The X-Model. In: Energy Economics, Jg. 59 (2016), S. 435-454. doi:10.1016/j.eneco.2016.08.008VolltextBIB DownloadDetails
• Ziel, Florian; Croonenbroeck, Carsten; Ambach, Daniel: Forecasting wind power - Modeling periodic and non-linear effects under conditional heteroscedasticity. In: Applied Energy, Jg. 177 (2016), S. 285-297. doi:10.1016/j.apenergy.2016.05.111VolltextBIB DownloadDetails
• Ziel, Florian: Iteratively reweighted adaptive lasso for conditional heteroscedastic time series with applications to AR-ARCH type processes. In: Computational Statistics & Data Analysis, Jg. 100 (2016), S. 773-793. doi:10.1016/j.csda.2015.11.016VolltextBIB DownloadDetails
• Florian Ziel, Bidong Liu: Lasso estimation for GEFCom2014 probabilistic electric load forecasting. In: International Journal of Forecasting, Jg. 32 (2016) Nr. 3, S. 1029-1037. doi:10.1016/j.ijforecast.2016.01.001VolltextBIB DownloadDetails
• Ziel, Florian: Modelling and forecasting electricity load using lasso methods. In: Modern Electric Power Systems (MEPS), 2015. IEEE, 2016, S. 1-6. doi: 10.1109/MEPS.2015.7477217VolltextBIB DownloadDetails
• Ziel, Florian; Steinert, Rick; Husmann, Sven: Forecasting day ahead electricity spot prices: The impact of the EXAA to other European electricity markets. In: Energy Economics, Jg. 51 (2015), S. 430-444. doi:10.1016/j.eneco.2015.08.005VolltextBIB DownloadDetails
• Ziel, Florian: Quasi-maximum Likelihood Estimation of Periodic Autoregressive, Conditionally Heteroscedastic Time Series. In: Steland, A.; Rafajłowicz, E.; Szajowski, K. (Hrsg.): Stochastic Models, Statistics and Their Applications. Springer Proceedings in Mathematics & Statistics. Springer, 2015, S. 207-214. doi:10.1007/978-3-319-13881-7_23VolltextBIB DownloadDetails
• Ziel, Florian; Steinert, Rick; Husmann, Sven: Efficient modeling and forecasting of electricity spot prices. In: Energy Economics, Jg. 47 (2015), S. 98-111. doi:10.1016/j.eneco.2014.10.012VolltextBIB DownloadDetails