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  Friday morning parallell sessions:  
Electricity forward prices (room Plenum 2) chair: Majumdar Chitro
The influence of underlying fuels on electricity futures prices
  presenter: M. Kilic discussant: Michael Coulon
  Forward price approximation for coupled European electricity markets  
  presenter: Michael Coulon no discussant
  The relationship between spot and forward and futures contract prices in the Nordic electricity market  
  presenter: Frode Kjærland discussant: Anders Løland
  Forecasting CfD prices using prior elicitation  
  presenter: Anders Løland no discussant
High frequency data in energy sector (room Leangen gård) chair: Gudbrand Lien
  Covariance estimation using high-frequency data: Microstructure noise and sensitivities of estimation methods  
  presenter: Gudbrand Lien no discussant
  Evaluating the effect of intra-daily sampling frequency on Value-at-Risk predictions: Empirical evidence from high-frequency ICE oil futures  
  presenter: Erik Haugom no dicussant
  Modeling nad Forecasting Volatility of Energy Forwards: Evidence from Nordic Power Exchange  
presenter: Kasper V. Olesen discussant: Erik Haugom
  Measuring volatility spillover between natural gas futures and forward contracts: a European perspective  
  presenter: Giovanni Urga no discussant
Mathematical finance (room Munkholmen) chair: Fred Espen Benth
  Electricity Options and additional Information  
  presenter: Richard Biegler-König discussant: Jukka Lempa
  On the speed towards the mean for CARMA processes with applications to energy markets  
  presenter: Che Mohd Imran Che Taib discussant: Heidar Eyjolfsson
  Optimal portfolios in commodity futures markets  
  presenter: Jukka Lempa discussant: Richard Biegler-König
  A Fourier simulation scheme for Levy semistationary processes with applications to energy markets  
  presenter: Heidar Eyjolfsson no discussant