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::: Energy Finance Workshop 2014
Energy Finance Workshop 2014
07.05-09.05 2014, 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 |
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Tel.: |
+49 - 30 - 2093 5807 |
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Fax: |
+49 - 30 - 2093 5649 |
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E-Mail: |
lopezcab@wiwi.hu-berlin.de |
Location
Gasthaus Kupfer, Stolberg, 06547
in Mansfeld-Südharz, Sachsen-Anhalt
Germany
More information about the location
Participants
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Humboldt-Universität zu Berlin
LvB Chair of Statistics
Wolfgang Härdle
Franziska Schulz
Thijs Benschop
Department of Agricultural Economics
Martin Odening
Matthias Ritter
Zhiwei Shen
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Universität Duisburg-Essen
Chair of Energy Trading and Finance
Rüdiger Kiesel
Christian Kellermann
Andrea von Avenarius
Michael Kustermann
Audun Saethero
Ya Wen
Sascha Kollenberg
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"Energy markets are developing rapidly, with new marketplaces emerging globally for electricity, weather and emissions.
The Energy Finance workshop Stolberg 2014 will focuse 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
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Day
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Time
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Speaker
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Title
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Download
talk
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Wednesday
(07.05.2014)
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1st Session
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13:00-13:45
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Matthias Ritter
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Designing a Wind Index for Assessing Wind Energy Potential
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Ritter
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13:45-14:30
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Sacha Kollenberg
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An equilibrium approach to the assessment of reform options for the EU ETS
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14:30-15:00
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Coffee Break
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2nd Session
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15:00-15:45
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Wolfgang Härdle
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TEDRIS – Tail Event Driven Risk Structures
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15:45-16:30
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Ya Wen
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A Bivariate Pricing Model for Emission Allowances and Option Pricing
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Thursday
(08.05.2014)
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08:30-09:30
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Breakfast
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10:00-12:00
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Sportabzeichen
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12:00-13:00 |
Lunch |
1st Session |
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13:00-13:45
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Franziska Schulz
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Predictive densities of electricity spot price indices
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13:45-14:30
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Christian Kellermann
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Valuation of energy storages: a numerical approach based on stochastic control
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Kellermann
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14:30-15:00
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Coffee Break
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2nd Session
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15:00-15:45
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Thijs Benschop
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Does commodity speculation cause hunger? - Influence of speculation on commodity prices
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Benschop
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15:45-16:30
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Michael Kustermann
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A structural model for coupled electricity markets
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Kustermann
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Friday
(09.05.2014) |
1st Session |
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08:30-09:30 |
Breakfast |
09:30-10:15 |
Zhiwei Shen |
Is there a demand for multi-year crop insurance? |
Shen |
10:15-11:00 |
Andrea von Avenarius |
Influencing factors on renewable energy companies’ performance |
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11:00-11:15 |
Coffee Break |
11:15-12:00 |
Martin Odening |
Term structure of land rental prices |
Odening |
12:00 |
Departure |
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