Daumantas Bloznelis is an associate professor of business analytics. He has a PhD degree in economics/finance from the Norwegian University of Life Sciences (with coursework completed at Cornell University) and an MSc degree in statistics/econometrics from Vilnius University.
Daumantas has previously held the following positions (in chronological order): a financial analyst at Terra Markets AS, a research fellow in economics/finance at the Norwegian University of Life Sciences, a postdoctoral researcher in statistics at KU Leuven and an associate professor of business analytics at Inland Norway University of Applied Sciences.
Daumantas’s primary research interests are in forecasting and risk management in financial markets. More broadly, he is also working on time series analysis, machine learning and decision theory. See Cristin for a list of research results and activities. See here for ungated versions of publications and working papers.
You can learn more about Daumantas by visiting his personal website. This is also where you will find his CV.
- Financial econometrics
- Forecasting
- Risk Management
- Commodity markets
- Business Analytics
Liste med publikasjoner fra min forskning. (Cristin)
Publications
Stenšin, A. & Bloznelis, D. (2022). Copulas and portfolios in the electric vehicle sector. Journal of Risk and Financial Management, 15(3), xx-xx.
(Ungated version)Bloznelis, D., Claeskens, G., & Zhou, J. (2019). Composite versus model-averaged quantile regression. Journal of Statistical Planning and Inference, 200, 32-46.
(Ungated version)Bloznelis, D. (2018). Hedging salmon price risk. Aquaculture Economics & Management, 22(2), 168-191.
(Ungated version)Bloznelis, D. (2018). Short-term salmon price forecasting. Journal of Forecasting, 37(2), 151-169.
(Ungated version)
Bloznelis, D. (2016). Salmon price volatility: a weight-class-specific multivariate approach. Aquaculture Economics & Management, 20(1), 24-53.
(Ungated version)Working papers
Bloznelis, D. (2017). Hedging under square loss (ungated)
See my personal website.
CV (pdf).