Team

Prof. Dr. Yannick Hoga

Professor

Prof. Dr. Yannick Hoga

Room:
R12 R06 A32
Phone:
+49 201 18-34365
Email:
Consultation Hour:
by agreement
Address:
Universität Duisburg-Essen, Campus Essen
Fakultät für Wirtschaftswissenschaften
Lehrstuhl für Ökonometrie
D-45117 Essen

Honours and Awards:

  • 2018: Wolfgang Wetzel Award of the German Statistical Society (DStatG) (1.000 €)
  • 2017: Award of Sparkasse Essen for an outstanding Dissertation in Economics at the Universität Duisburg-Essen (5.000 €)
  • 2017: Dissertation Prize of the Universität Duisburg-Essen (700 €)

Research Rankings:

Fields of Research:

  • Change Point Analysis
  • Extreme Value Theory
  • Financial Econometrics

Projects:

Third-Party Funding:

  • DFG Research Grant: "Predictive Regressions for Measures of Systemic Risk"; 2024­–2026
  • DFG Heisenberg-Programme: "Forecasting and Evaluating Measures of Systemic Risk"; 2023­–2028.
  • DFG Module Temporary Positions for Principal Investigators: "Extending Backtests of Value-at-Risk and Expected Shortfall Forecasts"; 2019­–2022.

Publications:

Filter:

Editorships:

Reviewing and consulting activities:

Reviewer for Journals:

  • ASTIN Bulletin
  • Bernoulli
  • Computational Statistics
  • Econometric Theory
  • Econometrics
  • Econometrics & Statistics
  • Econometrics Journal
  • Economics Letters
  • Extremes
  • International Journal of Forecasting
  • Journal of Business & Economic Statistics
  • Journal of Computational and Graphical Statistics
  • Journal of Econometrics
  • Journal of Futures Markets
  • Journal of Machine Learning Research
  • Journal of Risk and Financial Management
  • Journal of Statistical Planning and Inference
  • Journal of the American Statistical Association
  • Journal of Time Series Analysis
  • Management Science
  • Metrika
  • Quantitative Finance
  • Risks
  • Statistica Sinica
  • Statistics
  • Statistics & Risk Modeling
  • The American Statistician
  • The Review of Economics and Statistics

Reviewer for Research Grants:

  • German Science Foundation (DFG)

Conferences:

  • 09/2023: Seminar at the ECB
  • 09/2023: Research Seminar at Universiteit van Amsterdam
  • 09/2023: Statistische Woche at TU Dortmund
  • 01/2023: Research Serminar at the University of Cologne
  • 06/2022: QFFE in Marseille, France
  • 04/2021: Seminar in Econometrics at Erasmus University Rotterdam
  • 03/2021: Séminaire Finance-Assurance at CREST in Palaiseau, France
  • 01/2021: Statistics Seminar at Universität Bonn
  • 02/2020: 13th Ruhr Graduate School Doctoral Conference (session chair)
  • 02/2020: Econometrics Colloquium at Universität Konstanz
  • 11/2019: Kolloquium über Mathematische Statistik und Stochastische Prozesse at Universität
    Hamburg
  • 06/2019: QFFE in Marseille, France
  • 09/2018: Statistische Woche at Johannes Kepler Universität Linz, Austria
  • 06/2018: 2nd Conference on New Trends and Developments in Econometrics in Ílhavo, Portugal
  • 02/2018: 11th Ruhr Graduate School Doctoral Conference (session chair)
  • 09/2017: Statistische Woche at Universität Rostock
  • 06/2017: Seminar on Statistics and Econometrics at Christian-Albrechts-Universität zu Kiel
  • 03/2017: 10th Ruhr Graduate School Doctoral Conference (session chair)
  • 06/2015: EVA Conferenceat University of Michigan, Ann Arbor, USA
  • 11/2013: SFB 823 Seminar at TU Dortmund
  • 10/2013: 4th Amsterdam-Bonn Workshop in Econometrics, Netherlands
  • 09/2013: Junior Workshop of DStatG in Berlin
  • 03/2013: DAGStat Freiburg

Courses:

  • Introduction to Econometrics
  • Econometric Methods
  • Time Series Analysis
  • Multivariate Time Series Analysis
  • Recent Developments in Econometrics
  • Advanced Econometrics
  • Statistical Learning

Academic Duties:

  • 11/2023- : Member of the hiring committee for an assistant professorship in Didactics of Economic and Business Education at the University of Duisburg-Essen
  • 04/2022-06/2022: Member of the evaluation committee for the assistant professorship in Labour and Health Economics at University of Duisburg-Essen
  • 03/2018-03/2019: Member of the hiring committee for an assistant professorship in Labour and Health Economics at University of Duisburg-Essen
  • 01/2023- : Member of the Senior Faculty of the Ruhr Graduate School in Economics
  • 11/2016-01/2023: Member of the Young Faculty of the Ruhr Graduate School in Economics

Other Duties:

    How you can find us:

    UNIVERSITY OF DUISBURG-ESSEN
    Faculty of Business Administration and Economics
    Chair of Econometrics
    Prof. Dr. Christoph Hanck
    Universitätsstraße 12
    DE - 45117 Essen