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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
 
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



More information about the location
 


   Participants

Humboldt-Universität zu Berlin

 

LvB Chair of Statistics

Wolfgang Härdle

Franziska Schulz

Thijs Benschop

 

Department of Agricultural Economics

Martin Odening

Matthias Ritter

Zhiwei Shen

 


 

 

 

Universität Duisburg-Essen


Chair of Energy Trading and Finance

Rüdiger Kiesel

Christian Kellermann

Andrea von Avenarius

Michael Kustermann

Audun Saethero

Ya Wen

Sascha Kollenberg

 


 

 

"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

Day

Time

Speaker

Title

Download
talk

Wednesday
(07.05.2014)

1st Session

 

13:00-13:45

Matthias Ritter

Designing a Wind Index for Assessing Wind Energy Potential

Ritter

13:45-14:30

Sacha Kollenberg

An equilibrium approach to the assessment of reform options for the EU ETS

 

14:30-15:00

Coffee Break

2nd Session

 

15:00-15:45

Wolfgang Härdle

TEDRIS – Tail Event Driven Risk Structures

 

15:45-16:30

Ya Wen

A Bivariate Pricing Model for Emission Allowances and Option Pricing

 

 

Thursday
(08.05.2014)

08:30-09:30

Breakfast

10:00-12:00

Sportabzeichen

12:00-13:00

Lunch

1st Session

 

13:00-13:45

Franziska Schulz

Predictive densities of electricity spot price indices

 

13:45-14:30

Christian Kellermann

Valuation of energy storages: a numerical approach based on stochastic control

Kellermann

14:30-15:00

Coffee Break

2nd Session

 

15:00-15:45

Thijs Benschop

Does commodity speculation cause hunger? - Influence of speculation on commodity prices

Benschop

15:45-16:30

Michael Kustermann

A structural model for coupled electricity markets

Kustermann

 

Friday
(09.05.2014)

1st Session

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

 

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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::::: Discussion Papers  :::::

2017-012
Ya Qian, Wolfgang Karl Härdle, Cathy Yi-Hsuan Chen
"Industry Interdependency Dynamics in a Network Context"
more
 

 

:::::::::: Seminars  ::::::::::

Short courses IRTG
 

Regular seminars
Economic Risk Seminar
Schumpeter Seminar
WIAS Research Seminar
more
 

 

::::::::::::: CASE  :::::::::::::

Center for Applied Statistics and Economics (CASE)
The CRC 649 is part of the interdisciplinary research center CASE
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