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Humboldt-Universität zu Berlin - Statistik

Energy Finance Workshop 2017

19.04-21.04 2017, Stolberg (Harz)


 

Organization and Contact Information

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


Humboldt-Universität 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


Location

 

Gasthaus Kupfer, Stolberg, 06547

in Mansfeld-Südharz, Sachsen-Anhalt

Germany

stolberg-harz-seigerturm.jpg

More information about the location
 

   Participants

 

 

Humboldt-Universität zu Berlin

 

LvB Chair of Statistics

Wolfgang Härdle

Thijs Benschop

Awdesch Melzer

Franziska Schulz

Johannes Stoiber

 


 

 

 

Universität Duisburg-Essen


Chair of Energy Trading and Finance

Rüdiger Kiesel

Florian Ziel

Andrea von Avenarius

Björn Fischbach

Nikolaus Graf von Luckner

Cord Harms

Kirsten van der Koelen

Stephan Prell

Audun Sætherø

Marcel Wollschläger

 

 


 

 

"Energy markets are developing rapidly, with new marketplaces emerging globally for electricity, weather and emissions. The Energy Finance workshop Stolberg 2017 will focus on recent trends in modeling and management of risk in energy markets. The topics will include, but will not be limited to, Power and Weather Markets. Carbon, electricity, energy spread and emission trading derivatives will be discussed in detail. The workshop in Stolberg will be part of the annual series of conferences on energy finance."

  
 

  
 

Schedule

Day

Time

Speaker

Title

Download
talk

Wednesday
(19.04.2017)

1st Session

 

14:30-15:00

Audun Sætherø

Stochastic model for the PFC

 

15:00-15:30

Coffee Break

2nd Session

 

15:30-16:00

Björn Fischbach

Epstein-Zin preferences and the price of climate

 

16:00-16:30

Florian Ziel

On Proper Forecast Evaluation Based on the Energy Score and the Diebold-Mariano Test

 

 

Thursday
(20.04.2017)

08:30-09:30

Breakfast

10:00-12:00

Sportabzeichen

13:00-14:00

Lunch

1st Session

 

14:00-14:30

Marcel Wollschläger

Modeling volatility of intraday electricity futures prices

 

14:30-15:00

Stephan Prell

A sequential design for gas storage optimization using kriging metamodels

 

15:00-15:30

Coffee Break

2nd Session

 

15:30-16:00

Nikolaus Graf von Luckner

Empirical analysis of order book data from the intraday power market for deliveries in GER run by EPEX SPOT SE

 

16:00-16:30

Cord Harms

Structural Electricity Models and Asymptotically Normal Estimators to Quantify Parameter Risk

 

 

Friday
(21.04.2017)

1st Session

 

08:30-09:30

Breakfast

09:30-10:00

Johannes Stoiber

The Behavior of Electricity Prices at the German Intraday Market

 

10:00-10:30

Awdesch Melzer

Pricing Wind Power Futures

 

10:30-11:00

Coffee Break

2nd Session

 

11:00-11:30

Franziska Schulz

Assessing the Impact of Wind Energy on Electricity Prices in Germany

 

11:30-12:00

Thijs Benschop

Modeling and Forecasting of Realized Volatility of CO2 Emission Futures Contracts

 

12:00

Departure