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Humboldt-Universität zu Berlin - Statistik

Energy Finance Workshop 2012

12.01-13.01 2012, Stolberg (Harz)


 

Organization and Contact Information

Prof. Dr. Wolfgang Härdle
Prof. Dr. Brenda López Cabrera


Humboldt-Universitat zu Berlin
Ladislaus von Bortkiewicz Lehrstuhl für Statistik
Wirtschaftswissenschaftliche Fakultät
Spandauer Str. 1
10178 Berlin
 
Tel.: +49 - 30 - 2093 5807
Fax: +49 - 30 - 2093 5649
E-Mail: lopezcab@wiwi.hu-berlin.de
  kanngied@cms.hu-berlin.de


Location

 

Stolberg, 06547

in Mansfeld-Südharz, Sachsen-Anhalt

Germany



More information about the location
 




Participants

Humboldt-Universität zu Berlin

 

LvB Chair of Statistics

Wolfgang Härdle

Brenda López Cabrera

Ostap Okhrin

Mengmeng Guo

 

Department of Agricultural Economics

Matthias Ritter

 


 

Universität Duisburg-Essen


Chair of Energy Trading and Finance

Rüdiger Kiesel

Stephan Ebbeler

Richard Biegler-König

Markus Hess

Daniel Geldner

 




 

 

 

Contents

 

Part I: Pricing Weather Derivatives, Electricity and Related Fields 

   - Talk 1: The Influence of Meteorological Forecasts on the Pricing of Weather Derivatives

   - Talk 2: Pricing Temperature Derivatives under Future Weather Information

   - Talk 3: Information premium and weather forecasts

   - Talk 4: Indifference Pricing of WD based on Electricity Futures

   - Talk 5: SPD for Weather Derivatives

Part II: The Incredible Work or Modelling in Weather Markets 

   - Talk 6: Functional Principle Component Analysis for Generalized Quantile Regression

   - Talk 7: 

Systemic Weather Risk and Crop Insurance: The Case of China

  
 

Schedule

 

Day

Time

Speaker

Title

Download
talk

Thursday
(12.01.2012)

1st Session

 

13:00-13:45

Matthias Ritter

Talk 1

    

13:45-14:30

Markus Hess

Talk 2

 

14:30-15:00

Coffee Break

2nd Session

 

15:00-15:45

Richard Biegler-König

Talk 3

    

 

15:45-16:30

Stephan Ebbeler

Talk 4

    

 

Friday (13.01.2012)

1st Session

 

08:30-09:30

Breakfast

09:30-10:15

Brenda López Cabrera

Talk 5

    

10:15-11:00

Mengmeng Guo

Talk 6

    

11:00-11:45

Ostap Okhrin Talk 7

    

12:00

Departure

 

 

Gallery

 

 Picture 1

 Picture 2

 Picture 3

 Picture 4

 Picture 5

 Picture 6