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Humboldt-Universität zu Berlin - High Dimensional Nonstationary Time Series

Workshop: Energy Finance

 

 

Workshop: Energy Finance

 

For the sixth time the annual Energy Finance Workshop took place in the beautiful village of Stolberg in the Harz from April 11 - 12. 10 participants from the Ladislaus von Bortkiewicz Chair of Statistics, Humboldt-Universität zu Berlin, the Chair for Energy Trading and Finance, University of Duisburg-Essen and University of St. Gallen presented their on-going research in a friendly and inspiring atmosphere.

 

Energy markets are developing rapidly, with new marketplaces emerging globally for electricity, weather and emissions. The Energy Finance workshop Stolberg 2018 focused on recent trends in modelling and management of price risk due to increasing renewable in-feed. The topics included, but were not limited to wind energy, intraday pricing, battery storage, climatology and applied advanced statistical and forecasting methods.