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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
 
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

Cathy Y. Chen

Wolfgang Härdle

Thijs Benschop

Shi Chen

Awdesch Melzer

Franziska Schulz

 

Department of Agricultural Economics

Martin Odening

Matthias Ritter

Zhiwei Shen

 


 

 

 

Universität Duisburg-Essen


Chair of Energy Trading and Finance

Rüdiger Kiesel

Björn Fischbach

Stephan Prell

Audun Sætherø

Marcel Wollschläger

 


 

Universität Rostock


Carsten Croonenbroeck

 


 

Universität Bonn


Dominik Liebl

 


 

Wroclaw University of Technology


Jakub Nowotarski

 


 

 

"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

Day

Time

Speaker

Title

Download
talk

Wednesday
(20.04.2016)

1st Session

 

14:00-14:30

Wolfgang Härdle

Digital Economy and Decision Analytics (DEDA)

 

14:30-15:00

Jakub Nowotarski

On the importance of the long-term seasonal component in day-ahead electricity price forecasting

 

15:00-15:30

Coffee Break

2nd Session

 

15:30-16:00

Matthias Ritter

Design and application of a wind energy index

 

16:00-16:30

Cathy Y. Chen

Credit risk analysis in a state-dependent factor copula model

 

 

Thursday
(21.04.2016)

08:30-09:30

Breakfast

10:00-12:00

Sportabzeichen

13:00-14:00

Lunch

1st Session

 

14:00-14:30

Thijs Benschop

Modeling and forecasting of realized volatility of CO2 emission futures contracts

 

14:30-15:00

Carsten Croonenbroeck

Minimizing Asymmetric Loss in Medium-Term Wind Power Forecasting

 

15:00-15:30

Coffee Break

2nd Session

 

15:30-16:00

Awdesch Melzer

Wind Energy Risk Modelling

 

16:00-16:30

Audun Sætherø

Hourly Price Forward Curve for Electricity Prices

 

 

Friday
(22.04.2016)

1st Session

08:30-09:30

Breakfast

09:30-10:00

Dominik Liebl

Explaining and Forecasting Electricity Spot Prices using Functional Data Analysis

 

10:00-10:30

Franziska Schulz

Probabilistic forecasts of electricity spot prices: A functional data approach

 

10:30-11:00

Coffee Break

2nd Session

 

11:00-11:30

Zhiwei Shen

Local adaptive crop yield modeling

 

11:30-12:00

Shi Chen

Sparsity analysis of energy price forecasting

 

12:00

Departure

 

 


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::::: Discussion Papers  :::::

2017-008
Lukas Borke, Wolfgang K. Härdle
"GitHub API based QuantNet Mining infrastructure in R"
more
 

 

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