Lebenslauf:

2022 - present PhD Student in Mathematical Finance, University of Duisburg-Essen, Chair for Energy Trading and Finance, Prof. Dr. R. Kiesel

2019 - 2021 M.Sc. Business Mathematics, University of Duisburg-Essen

2016 - 2019 B.Sc. Mathematics, University of Duisburg-Essen

Forschungsgebiete:

Quantitative Climate Finance, Net-Zero Investing

Publikationen:

• Chekriy, Kateryna; Kiesel, Rüdiger: INCORPORATING FORWARD-LOOKING DATA IN PROBABILISTIC ANALYSIS OF NET-ZERO COMMITMENTS. In: International Journal of Theoretical and Applied Finance, Jg.2026 (2026), Nr. 29. doi:10.1142/S0219024926500202Kurzfassung Details BIB Download

  In this paper, we leverage state-of-the-art natural language processing approaches to assess the articulation and implementation of corporate net-zero transition plans. We use the retrieved transition-relevant data to enhance a probabilistic analysis of corporate net-zero commitments. In a Bayesian net, we combine the probability of staying below the net-zero budget with an assessment of the net-zero transition plan to obtain a forward-looking adjusted probability that accounts for both past emissions reduction efforts and future transition plans. We find that in the multisectoral dataset of consideration, the adjusted probabilities are lower than the original ones for most of the companies, which might indicate inferior climate performance as in the assumed climate scenario or also a potential switch to a worse climate scenario.

• Chekriy, Kateryna; Kiesel, Rüdiger; Stahl, Gerhard: Probabilistic Assessment of Corporate Net-Zero Transition. 2025. doi:10.2139/ssrn.5255705 Details VolltextBIB Download
• Kiesel, Rüdiger; Chekriy, Kateryna; Stahl, Gerhard: A Probabilistic Approach of Assessing and Ranking Firm's Transition Efforts. 2024. doi:10.2139/ssrn.5041314 Details VolltextBIB Download

Tagungen:

11/04 - 13/04/2022: Energy Finance Workshop, Stolberg, Germany

30/05 - 01/06/2022: First Workshop on Energy, Climate, and ESG, Oslo, Norway

28/07/2022: PhD Workshop in Finance, Friedrichshafen, Germany

26/01/2023: NLP und Climate Tech Event, Berlin, Germany

21/02 - 22/02/2023: Seminar "Portfolio Management under Stress" with Gerhard Stahl, Mühlheim an der Ruhr, Germany

6/03 – 9/03/2023: DOCTORAL WORKSHOP 2023, Montafon, St. Gallenkirch, Austria

12/05/2023: Wokshop on Climate Risk with dfine, Frankfurt am Main, Germany

03/06 - 05/06/2023: Second Workshop on Energy, Climate, and ESG, Oslo, Norway

20/06 -21/06: CEMA 2023, Budapest, Hungary

31/10/2023: Quantitative Finance and Actuarial Science Workshop, Tilburg, the Netherlands

3/11 - 4/11/2023: Conference on Climate and Energy Finance, Hannover, Germany

4/03 -07/03/2024: DOCTORAL WORKSHOP 2024, Montafon, St. Gellankirch, Austria

06/06/2024: Brown Bag Seminar, Essen, Germany

24/06 -25/06/2024: CEMA 2024, Boston University Questrom School of Business, MA, USA

10/03 -13/03/2025: DOCTORAL WORKSHOP 2025, Montafon, St. Gellankirch, Austria

26/08 - 27/08/2025: International Ruhr Energy Conference (INREC), Essen, Germany

11/12 - 12/12/2025: Energy Finance Christmas (EFC) Workshop, Wrocław, Poland

31/01 - 01/02/2026: RBF Global Finance Forum, Al-Ahsa, Saudi Arabia

24/03 - 26/03/2026:Climate, Energy and ESG Workshop, Essen, Germany

07/05 - 09/05/2026: Machine Learning in Energy and Finance Workshop 2026, Stolberg, Germany

26/08 - 27/08/2026: International Ruhr Energy Conference (INREC), Essen, Germany

Lehrveranstaltungen:

Seminar “Trading Room”

Seminar “Selected Topics in Risk Management”

Structuring & Valuation 

Energy Trading 

Financial Risk Management 

Einführung in die Optionen, Futures und derivative Finanzinstrumente 

Inneruniversitäre Funktionen:

Co-organizer of INREC 2023, 2024, 2025