Econometric Game 2026

Participating teams:

Casemakers & Jury

Niels Haldrup

Casemaker & Jury

Niels Haldrup is Professor of Econometrics at Aarhus University and, since 2024, Director of the Center for Research in Energy: Economics and Markets (CoRE). He was the founder of the research center CREATES (2007-2017) and Head of Department (2017-2024). His research and teaching interests are in time series econometrics, with a particular focus on non-stationarity, long memory, and periodic features of time series data. He has published in journals such as the Journal of Business and Economic Statistics, Journal of Econometrics, Energy Economics, and Energy Journal, with econometric applications in the modelling and forecasting of electricity prices in network systems.

Bent Jesper Christensen

Casemaker & Jury

Bent Jesper Christensen is Professor of Econometrics at Aarhus University and a member of the Center for Research in Energy: Economics and Markets (CoRE) as well as the Aarhus Center for Econometrics (ACE). He founded the research centers CAF (1996-2006), CAP (2010-2015), and the Dale T. Mortensen Center (2017-2022). His research interests span theoretical and applied econometrics, including fractional cointegration, analysis of panel data, and applications to emissions, energy, macro, finance, and labor. He has published in journals such as the Journal of Econometrics, Journal of Financial Economics, Review of Economics and Statistics, and Energy Economics.

CoRE

CoRE Case Team

Casemakers

The case was developed together with the CoRE case team of postdoctoral researchers at Aarhus University: Anders Norlyk, Thomas Kirkegaard Kloster, Gabriele Mingoli and Peter Korsbakke Christensen.

About the case –

The 2026 case focused on “Forecasting Electricity Prices in the Danish Energy Market”, a pressing issue at the intersection of renewable energy and financial trading. Teams were tasked with developing forecasting models for hourly spot electricity prices in Denmark’s DK1 price zone, both for the short-term horizon of the first week of 2024 and for weekly averages across the full year, blending econometric expertise with real-world energy market dynamics.

This year’s case was developed by CoRE, the Center for Research in Energy Economics and Markets at Aarhus University.

Jury

Peter Schotman

Jury

Peter Schotman is Professor of Empirical Finance at the School of Business and Economics of Maastricht University. He studied econometrics at Erasmus University Rotterdam, where he also started his career at the Econometric Institute. His research covers financial econometrics and pension economics and finance, with publications on persistence in time series data, Bayesian methods, long-term portfolio management, interest rate dynamics, volatility, and preference elicitation. His most recent research interests are applications of machine learning and neural networks in asset pricing and portfolio management.

Eric Hillebrand

Jury

Eric Hillebrand is Professor of Econometrics and PhD program director at Aarhus University. His work sits mostly in time-series econometrics, with applications ranging from financial markets to climate science. Before arriving in Denmark, he spent a decade on the faculty at Louisiana State University. He has published on forecasting, econometric methodology, and climate econometrics. As a juror, he is mainly curious to see how teams translate theory into practical empirical strategies under pressure, and whether they remember to look at the data first. Eric was the game maker in 2019.

Michel van der Wel

Jury

Michel van der Wel is Professor of Econometrics of Macro-Finance at Erasmus University Rotterdam. His research focuses on the interaction between macroeconomics and financial economics, with emphasis on econometric methods such as time series analysis and factor modeling. His work is published in leading journals, including the Journal of Econometrics, Economic Journal, and Journal of Financial Economics. He is also Vice-Dean of Education at Erasmus School of Economics.

Alain Hecq

Jury

Alain Hecq is Professor of Applied Econometrics at the Department of Quantitative Economics of the School of Business and Economics at Maastricht University. His main research interests lie in applied time series analysis, with a particular focus on co-movements in business fluctuations, mixed frequency data, and non-causal and non-fundamental models to detect and forecast bubbles in economic and financial time series. He has published more than 60 peer-reviewed papers and book chapters and is Associate Editor of Econometrics.

Econometric Game Committee 2026:

Joya da Silva Patricio Gomes

Chairwoman

“If you want to go fast, go alone. If you want to go far, go together!”

As chairwoman of the committee, I am ultimately responsible for its activities and overall success. I guide and oversee the committee’s work, lead meetings, and ensure that everyone feels connected and engaged. I have always been an active member of the VSAE and have been a member of several other committees. Now, it’s time for me to take on a bit more responsibility! The EG is the largest event we organize each year, and I’m excited to help make it an unforgettable experience.

Shreya Malviya

Acquisition & Promotion

“Nothing is ever as good, as bad, or as difficult as it seems.”

I am responsible for bringing sponsors, maintaining our industrial network, managing the event’s social presence, and creating release magazines and brochures. Along with this, I will join the rest of the committee, ready to roll up our sleeves and bring the best edition of the Econometric Game to life! The VSAE has been an incredible touchpoint for building friendships and expanding my network, and the Econometric Game gives us the opportunity to create a truly memorable experience.

Nathan Ashburne Lee

Acquisition & Promotion

“It always seems impossible until it’s done.”

I manage sponsor outreach and build strong relationships with our partners, while also contributing to the writing and production of our magazine. I basically help keep things moving on both the communication and creative sides! I’m really passionate about connecting with people, whether they come from completely different backgrounds or the exact same one!

Tigo van Loon

Facilities

“Organized chaos is still organized.”

I coordinate all practical aspects of the event, including the hostel, restaurant, activities, and venue, ensuring everything runs smoothly from start to finish. The Econometric Game is one of the biggest and most meaningful events for students all over the world who share my interests, which makes being involved especially rewarding.

Amina Khamidova

Universities

“It isn’t what we say or think that defines us, but what we do.”

I work as the Universities lead, responsible for reaching out to universities, getting them involved, and staying in contact with all participating students. I help make sure everything runs smoothly, from sharing key information to supporting logistics and facilities.

Sarguni Kaur Khurana

Case

“You miss 100% of the shots you don’t take.”

I am responsible for managing the case aspect of the competition. This involves close collaboration with the Jury and Casemaker to ensure we develop the most engaging and high-quality case possible. I thoroughly enjoyed attending VSAE events and was always curious about the process of organizing such events. Being a part of the Econometric Game is a great opportunity to contribute to an event I find incredibly exciting.