Bent Jesper Christensen

Title

Professor

Primary affiliation

Bent Jesper Christensen

Areas of expertise

  • Econometrics
  • Finance
  • Labour Economics
  • Macroeconomics
  • Energy and Climate

Contact information

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Profile

Bent Jesper Christensen is Professor at the Department of Economics and Business Economics, Aarhus University. He is a Research Fellow at the Danish Finance Institute (DFI) and the Center for Research in Energy: Economics and Markets (CoRE), and an External Fellow at the Centre for Financial Econometrics, University of Essex. He is an External Assessor (censor) in Economics and in Business Economics at Danish universities. He holds a Ph.D. in Economics from Cornell University, New York, 1990. 

Research

My research is primarily in econometrics, finance, labor, macro, and insurance, as well as energy, climate, and the environment. My work in econometrics includes fractional cointegration and fractional GARCH, as well as structural models, such as estimation of dynamic programming and search models. In finance, my focus is asset pricing, including the term structure of interest rates. Some of my research is focused on the dynamic relations between emissions, energy, climate, and the economy.  

Teaching activities

My current teaching includes the Masters level courses Applied Time Series Econometrics for Economics students, Fixed Income Analysis for Math-Econ students, and Causal Inference for Math-Econ and Data Science students. I have supervised more than 45 Ph.D. dissertations and more than 170 Masters theses, primarily in Finance and Econometrics. 

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