A researcher and academic, Professor at the Technical University of Denmark (DTU), Department of Electrical Engineering more precisely in its Centre for Electric Power and Energy. There I head the Energy Analytics & Markets group. Besides this main position, I have been a visiting researcher at the University of Oxford (Mathematical Institute) and at the University of Washington (Dept. of Statistics), also spending one year at the European Centre for Medium-range Weather Forecasts (ECMWF), as a consultant mainly focusing on ensemble forecasting of surface winds. I have also been a visiting Professor at Ecole Normale Superieure in Rennes and a Simons fellow at the Isaac Newton Institute for Mathematical Sciences (Cambridge, UK) in connection with Mathematics of Energy Systems thematic semester.
What I have been most interested in over the last few decades is forecasting for the optimal operation of energy systems with large penetration of renewable energy generation sources e.g. wind and solar. Such forecasting problems are very diverse, with time scales from a few minutes to a few days ahead (and maybe further than that…) and geographical focus from a single site to a whole continental area. Forecasting for energy systems is a cross-disciplinary problem, which requires expertise in meteorology, statistics, power systems engineering, and decision sciences. Today, I focus on a broader research portfolio, with the main objective of supporting the integration of renewable energy generation in power systems, by considering electricity markets as a key element.
I also act as Editor-in-Chief for the International Journal of Forecasting, a leading journal in its field.