Department of Economics and Business Economics

Kim Christensen

Professor

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Kim Christensen

Professor

  • Department of Economics and Business Economics
  • Department of Economics and Business Economics - CREATES
Postal address:
Fuglesangs Allé 4
2621, 11
8210
Aarhus V
Denmark

Email: kim@econ.au.dk

Phone: +4587165367

EDUCATION

Ph.D., Economics, Aarhus School of Business (ASB), Aarhus University, Denmark, 2007.
M.Sc., Finance, ASB, 2003 (with distinction).
B.Sc., Business Administration, ASB, 2000.

EMPLOYMENT

July, 2009 – Present Assistant professor, CREATES, Aarhus University, Denmark (currently
visiting Rady School of Management, UCSD, USA).
August, 2007 – July, 2009 Dealer, Inflation trading, Nordea, Denmark.
April, 2007 – August, 2007 Post. Doc., CREATES, Aarhus University, Denmark.
Teaching experience:
Lecturer:
Introductory Statistics (1st year course), 2007, ASB.
Statistics (1st and 2nd year course), 2009-2011, Aarhus University.
Teaching assistant:
Introductory Econometrics (4th year course), 2002, ASB.
Corporate Finance (2nd year course), 2001, ASB.
Management Science (2nd year course), 1999 - 2001, ASB.

TEACHING

Lecturer:
Introductory Statistics (1st year course), 2007, ASB.
Statistics (1st and 2nd year course), 2009-2011, Aarhus University.

Teaching assistant:
Introductory Econometrics (4th year course), 2002, ASB.
Corporate Finance (2nd year course), 2001, ASB.
Management Science (2nd year course), 1999 - 2001, ASB.

MAIN VISITS ABROAD

University of California, San Diego, July 2005 - June 2006,
Department of Economics and Rady School of Management.
University of California, San Diego, July 2011 - Present,
Rady School of Management.

HONORS, SCHOLARSHIPS AND FELLOWSHIPS

2005
“Tuborgfondets Erhvervsøkonomiske Pris’’, granted by TuborgFondet, worth DKK 150,000 (aboutEUR 20,000).

2010
“Young Elite Researcher’s Award’’, granted by the Danish Council for Independent Research, worth KK 200,000 (about EUR 27,000).

Nominated to “The golden pointer’’ (Lecturer of the year prize, awarded by the student body for teaching excellence at School of Economics and Management, Aarhus University), Shared 2nd place.

2011
Winner of “The golden pointer”.
“Young Researcher Award 2011”, granted by the Faculty of Business and Social Sciences, Aarhus University, worth DKK 50,000 (about 6,700 EUR).

PROFESSIONAL SERVICE

Journal refereeing: International Journal of Forecasting, Journal of Applied Econometrics,

Journal of Business and Economic Statistics, Journal of Econometrics, Journal of Financial Econometrics.

Memberships:
American Finance Association, Econometric Society and Western Finance
Association.

Scientific committees: SoFiE-CREATES 2010 conference: “Measuring and Predicting Risk from Financial High-Frequency Data’’.

CONFERENCES

2011
65th European Meeting of the Econometric Society, Oslo, Norway.

2010
4th CSDA International Conference on Computational and Financial Econometrics, London, UK

2006
CIREQ Conference on Realized Volatility, Montréal, Canada
Microstructure of Financial Markets in Europe, Konstanz, Germany
61st European Meeting of the Econometric Society (ESEM) 2006, Vienna, Austria

2005
3rd Nordic Econometric Meeting, Helsinki, Finland
FRU Conference, Copenhagen, Denmark
Microstructure of Financial Markets in Europe, Madrid, Spain

SEMINARS AND WORKSHOPS

2011
SITE workshop, Stanford University, USA
Queen Mary, University of London, UK
High-Frequency Research Training Workshop, Berlin, Germany
4th Nobel Laureate Meetings in Economic Sciences, Lindau, Germany

2006
ESF workshop, Warwick Business School, United Kingdom
Rady School of Management, USA

2005
University of California, San Diego, USA

2004
Uppsala University, Sweden

2003
Louvain-la-Neuve, Belgium

SKILLS

Programming experience: Matlab, Ox, C/C++, S+, Visual Basic (VBA)
Spoken languages: Danish (native), English (fluent), German (basic/intermediate)