Home Call for Papers Venue For Presenters Tentative Program Keynote Speakers Committee Contact
 
  Thursday morning parallell sessions:  
     
Electricity spot prices I (room Plenum 2) chair: Stefan Trueck
  A Fundamental Electricity Pricing Model with 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
  Pricing of gas swing contracts: a viscosity solution approach  
  presenter: Tiziano Vargiolu discussant: Denis Mazières
     
  Pricing and Hedging Quanto Options in Energy Markets  
  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