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Humboldt-Universität zu Berlin - High Dimensional Nonstationary Time Series

Workshop: Energy Finance

05.05.2017. For the fifth time the annual Energy Finance Workshop took place in the beautiful village of Stolberg in the Harz from April 19 - 21. Fifteen participants from the Ladislaus von Bortkiewicz Chair of Statistics, Humboldt-Universität zu Berlin and the Chair for Energy Trading and Finance, University of Duisburg-Essen 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 2017 focused on recent trends in modelling and management of risk in energy markets. The topics included, but were not limited to wind energy, emission trading, commodity markets and applied advanced statistical and forecasting methods.