Quantitative Consultant Intern
1. Energy Price Analysis: Conducted comprehensive time series analysis of intraday and day-ahead energy market prices to identify trends within different time granularity. Several statistical models were established, such as the ARIMA and GARCH models. Hypothesis tests have been conducted, including the ADF test and the KPSS test. 2. Renewable Energy Data Analysis: Analyzed wind infeed time series data within different time granularity. Different statistical models and tests are again implemented. 3. Causal Inference Studies: Investigated the causal relationships between wind infeed and market price data, employing statistical methods to improve market forecasts and decision-making processes 4. Demand Forecasting: Developed load profile projections to optimize future consumer demand prediction.