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Conference in energy finance (external website )

Location: HS 3/ UZA 2 Thu, 7. Jul (Opening: 9:45) - Sat, 9. Jul 11
Organisation(s)
WPI
Co- Organisation:
VERBUND Trading AG
University of Oslo/ CMA 		Organiser(s)
Peter Laurence (U. Roma)
Fred Benth (U. Oslo)
Valery Kholodny (Verbund, Wien)
Remark:
Click here for the tentative programm
Click here for the abstracts

Talks in the framework of this event


Bogenspenger, Josef UZA 2/ HS 3, Althanstraße / Nordbergstraße Thu, 7. Jul 11, 10:00
"Practical aspects of risk management and the need for energy spot prices"
  • Event: Conference in energy finance (2011)

Cartea, Alvaro UZA 2/ HS 3. Althanstraße/ Nordbergstraße Thu, 7. Jul 11, 11:15
"Determinants of the Forward Premium in Electricity"
  • Event: Conference in energy finance (2011)

Ebbeler, Stephan UZA 2 / HS 3, Althanstraße/ Nordbergstraße Thu, 7. Jul 11, 12:15
"Indifference pricing of weather derivatives based on electricity futures"
  • Event: Conference in energy finance (2011)

Coulon, Michael UZA 2/ HS 3, Althanstraße/ Nordbergstraße Thu, 7. Jul 11, 12:45
"The electricity stack: linking fuel, power and emissions markets"
  • Event: Conference in energy finance (2011)

Bouchouev, Ilia UZA 2/ HS 3, Althanstraße/ Nordbergstraße Thu, 7. Jul 11, 15:00
"The impact of hedgers and speculators on long term oil price"
  • Event: Conference in energy finance (2011)

Kiesel, Rüdiger UZA 2/ HS 3, Althanstraße/ Nordbergstraße Thu, 7. Jul 11, 16:00
"Market risk premium in power markets"
  • Event: Conference in energy finance (2011)

Eriksson, Markus UZA 2/ HS 3, Althanstraße/ Nordbergstraße Thu, 7. Jul 11, 17:15
"Swing options in markets with jumps"
  • Event: Conference in energy finance (2011)

Lange, Nina UZA 2 / HS 3, Althanstraße / Nordbergstraße Thu, 7. Jul 11, 17:45
"Seasonality in energy prices: Direct and hidden seasonality and the effect on option pricing"
  • Event: Conference in energy finance (2011)

Eydeland, Alexander UZA 2 / HS 3, Althanstraße / Nordbergstraße Fri, 8. Jul 11, 10:00
T.B.A.
  • Event: Conference in energy finance (2011)

Roncoroni, Andrea UZA 2 / HS 3, Althanstraße/ Nordbergstraße Fri, 8. Jul 11, 11:15
T.B.A.
  • Event: Conference in energy finance (2011)

Eyjolfsson, Heidar UZA 2 / HS 3, Althanstraße / Nordbergstraße Fri, 8. Jul 11, 12:15
"Lévy semistationary processes as a boundary solutions to hyperbolic SPDES - numerics"
  • Event: Conference in energy finance (2011)

Homescu, Christian UZA 2 / HS 3, Althanstraße / Nordbergstraße Fri, 8. Jul 11, 12:45
"Constructing volatility surfaces for commodities"
  • Event: Conference in energy finance (2011)

Geman, Helyette UZA 2 / HS 3, Althanstraße / Nordbergstraße Fri, 8. Jul 11, 15:00
T.B.A.
  • Event: Conference in energy finance (2011)

Weron, Rafal UZA 2 / HS 3, Althanstraße / Nordbergstraße Fri, 8. Jul 11, 16:00
"Inference for Markov regime switching models of electricity spot prices"
  • Event: Conference in energy finance (2011)

Kulikov, Alexander UZA 2 / HS 3, Althanstraße / Nordbergstraße Fri, 8. Jul 11, 17:15
"Different approaches for de ning risk contribution in energy markets"
  • Event: Conference in energy finance (2011)

Meyer- Brandis, Thilo UZA 2 / HS 3, Althanstraße / Nordbergstraße Fri, 8. Jul 11, 17:45
"Consistent factor models for temperature markets"
  • Event: Conference in energy finance (2011)

Veraart, Almut UZA 2 / HS 3, Althanstraße / Nordbergstraße Sat, 9. Jul 11, 10:00
"Modelling energy spot prices by Lévy semistationary processes"
  • Event: Conference in energy finance (2011)

Hambly, Ben UZA 2 / HS 3, Althanstraße / Nordbergstraße Sat, 9. Jul 11, 11:15
"From bid stacks to swing options in electricity markets"
  • Event: Conference in energy finance (2011)

Lempa, Jukka UZA 2 / HS 3, Althanstraße / Nordbergstraße Sat, 9. Jul 11, 12:15
"A Merton problem of electricity markets"
  • Event: Conference in energy finance (2011)

Zirilli, Francesco UZA 2 / HS 3, Althanstraße / Nordbergstraße Sat, 9. Jul 11, 12:45
"The analysis of electric power prices using two models based on stochastic dynamical systems"
  • Event: Conference in energy finance (2011)

Tabak, Esteban UZA 2 / HS 3, Althanstraße / Nordbergstraße Sat, 9. Jul 11, 15:00
"Physical and risk-free density estimation in the energy market"
  • Event: Conference in energy finance (2011)

DeJong, Cyriel UZA 2 / HS 3, Nordbergstraße/ Althanstraße Sat, 9. Jul 11, 16:00
"Gas portfolio optimization: single asset approach versus a portfolio approach"
  • Event: Conference in energy finance (2011)

Sen, Rituparna UZA 2 / HS 3, Althanstraße / Nordbergstraße Sat, 9. Jul 11, 17:15
"Electricity Spot Prices as Time Series of Functional Data"
  • Event: Conference in energy finance (2011)

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