Fundamental Challenges in the European Electricity Markets
Intensive course by Professor Ruediger Kiesel, University of Duisburg-Essen
- Intraday power market
- Impact of rising share of renewable energies
- Integrated European energy markets
- Carbon market
Invited speakers
- Rene Aid, EDF R&D, France.
Title of talk: What can we learn from stochastic dynamic investment model for electricity generation?"
- Mark Cummins, Dublin City University, Ireland
Title of talk: Model Risk and Model Validation in Energy Markets
- Andre Damslora, Statkraft, Norway
Title of talk: On the choice of model complexity - navigating the range of opportunities
- Valery Kholodnyi, Verbund Trading, Austria
Title of talk: Extracting forward-looking market-implied risk-neutral probability distributions for energy spots from energy forwards and options in the unified framework of the non-Markovian approach
Contributed talks
- Michael Kustermann, University of Duisburg-Essen, Germany
Title of talk: Structural models for coupled electricity markets
- Salvador Ortiz-Latorre, University of Oslo, Norway
Title of talk: Speeding up and slowing down in the risk neutral world. A new flexible pricing measure for mean reverting models.
There is a limited number of places, and registration is mandatory to attend the lectures and talks. Please use the online registration found on the left-hand menu. There is no participation free.
This two-day workshop is sponsored by the projects "Managing Weather Risk in Electricity Markets" and "Energy Markets: Modelling, Optimization and Simulation", both funded by the Norwegian Research Council (under the Energix program) and "Stochastics for Environmental and Financial Economics", a Center of Advanced Studies (CAS) at the Academy of Sciences and Letters.
