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::: Energy Finance Workshop 2016
Energy Finance Workshop 2016
20.04-22.04 2016, 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
Cathy Y. Chen
Wolfgang Härdle
Thijs Benschop
Shi Chen
Awdesch Melzer
Franziska Schulz
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
Björn Fischbach
Stephan Prell
Audun Sætherø
Marcel Wollschläger
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Universität Rostock
Carsten Croonenbroeck
Universität Bonn
Dominik Liebl
Wroclaw University of Technology
Jakub Nowotarski
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"Energy markets are developing rapidly, with new marketplaces emerging globally for electricity, weather and emissions.
The Energy Finance workshop Stolberg 2016 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
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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
(20.04.2016)
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1st Session
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14:00-14:30
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Wolfgang Härdle
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Digital Economy and Decision Analytics (DEDA)
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14:30-15:00
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Jakub Nowotarski
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On the importance of the long-term seasonal component in day-ahead electricity price forecasting
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15:00-15:30
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Coffee Break
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2nd Session
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15:30-16:00
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Matthias Ritter
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Design and application of a wind energy index
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16:00-16:30
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Cathy Y. Chen
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Credit risk analysis in a state-dependent factor copula model
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Thursday
(21.04.2016)
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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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13:00-14:00 |
Lunch |
1st Session |
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14:00-14:30
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Thijs Benschop
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Modeling and forecasting of realized volatility of CO2 emission futures contracts
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14:30-15:00
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Carsten Croonenbroeck
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Minimizing Asymmetric Loss in Medium-Term Wind Power Forecasting
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15:00-15:30
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Coffee Break
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2nd Session
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15:30-16:00
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Awdesch Melzer
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Wind Energy Risk Modelling
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16:00-16:30
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Audun Sætherø
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Hourly Price Forward Curve for Electricity Prices
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Friday
(22.04.2016) |
1st Session |
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08:30-09:30 |
Breakfast |
09:30-10:00 |
Dominik Liebl |
Explaining and
Forecasting Electricity Spot Prices using Functional Data Analysis
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10:00-10:30 |
Franziska Schulz |
Probabilistic forecasts of electricity spot prices: A functional data approach |
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10:30-11:00 |
Coffee Break |
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2nd Session
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11:00-11:30 |
Zhiwei Shen |
Local adaptive crop yield modeling |
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11:30-12:00 |
Shi Chen |
Sparsity analysis of energy price forecasting |
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12:00 |
Departure |
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