معرفی
Dr. Mawuli Kouami Segnon is a researcher at the Chair of Empirical Economics, School of Business and Economics, University of Münster. His work focuses on econometric modeling, financial time series analysis, and volatility forecasting across various domains including cryptocurrencies, energy markets, and macroeconomic indicators.
Research interests include:
- Development of advanced volatility models (GARCH, multifractal, regime-switching)
- Applications to financial markets, energy economics, and macroeconomic policy
- High-frequency data analysis and mixed-frequency forecasting
- Count data modeling with conditional heteroscedasticity
- Portfolio risk management using copula and multifractal approaches
Recent publications demonstrate expertise in:
- Geopolitical risk impacts on stock volatility
- Comparative analysis of realized variance measures
- Inflation uncertainty modeling in G7 countries
- Electricity price volatility in Australian markets
- Bitcoin market forecasting
- Historical economic data analysis
Current projects (since 2020) involve:
- Innovative economic/financial time series forecasting
- Financial market volatility modeling
- Applications of multifractal structures in econometrics
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