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Thursday morning parallell sessions:
Electricity spot prices I (room Plenum 2)
chair: Stefan Trueck
Electricity Price Modeling in a Fundamental Framework: The Role of Forward-Looking Information
presenter: Steffen Mahringer
discussant: Eichler Michael
A New Approach for Modelling Electricity Spot Prices Based on Supply and Demand Spreads
presenter: Eichler Michael
discussant: Steffen Mahringer
Residual demand modeling and application to electricity pricing
presenter: Andreas Wagner
no discussant
Spikes, Antispikes and Thresholds in Electricity Logprices
presenter: Carlo Lucheroni
discussant: Andreas Wagner
Real options and investments (room Leangen gård)
chair: Kristin Linnerud
Termination of renewable energy support schemes: How incentives to lock in future subsidies may speed up investment rates
presenter: Kristin Linnerud
no discussant
Optimal Timing for the Repowering of Wind Turbines: The Case of Denmark
presenter: Reinhard Madlener
no discussant
Combining wind energy with new forms of storage: A real options analysis
presenter: Wolf Heinrich Reuter
no discussant
Preliminary Study of Gas to Liquid (GTL) Plant Development in Indonesia
presenter: Fakhrian Abqari
discussant: Reinhard Madlener
Energy option valuation (room Munkholmen)
chair: Derek Bunn
Modelling and Valuing Swing Contracts with Monthly Indexed Strike Price: a Viscosity Approach
presenter: Tiziano Vargiolu
discussant: Denis Mazières
Pricing Energy Market Quanto Options
presenter: Nina Lange
discussant: Tiziano Vargiolu
A Kernel-Based Approach to Gas Storage and Swing Contracts Valuations in Multiple Dimensions
presenter: Denis Mazières
no discussant
Pricing and hedging options in energy markets by Black-76
presenter: Maren Schmeck
discussant: Nina Lange