I am a PhD student at the Chair of (Financial) Econometrics at the University of Duisburg-Essen and a member of the Ruhr Graduate School in Economics. My research focuses on regression methods beyond the mean, including quantile regression, expected shortfall regression, and fully distributional regression for time series. I develop and apply these methods primarily in macroeconomic tail-risk analysis and energy forecasting. As a consultant for DKZ.2R, I contribute programming expertise in R and Python as well as knowledge in machine learning and predictive modelling.