Fields- Workshop on Electricity, Energy and Commodities Risk Management

  1. Title:
    Commodity price modeling in EDF. Calibration and parameter estimation

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  2. Title:
    Utility indifference valuation for non-smooth payoffs with an application to power derivatives

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  3. Title:
    SMART-ISO: A Stochastic, Multiscale Model of the PJM Energy Markets

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  4. Title:
    Modelling electricity futures by ambit fields

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  5. Title:
    An Approximate Dynamic Programming, Simulations and Regressions Approach to Value and Control a Hydropower System

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  6. Title:
    Technological transition to electric mobility

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  7. Title:
    A Structural Model for Interconnected Electricity Markets

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  8. Title:
    Model Risk for Energy Markets

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  9. Title:
    The effects of shale gas on risk premium and volatility in the US gas prices

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  10. Title:
    A model for Solar Renewable Energy Certificates: shining some light on price dynamics and optimal market design

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  11. Title:
    EU ETS Futures Spread Analysis and Recommendations for Effective Trading and Market Design

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  12. Title:
    Stocks-to-use Ratios and Prices as Indicators of Vulnerability to Spikes in Global Cereal Markets

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  13. Title:
    A simple equilibrium model for commodity markets

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  14. Title:
    Co-integrated Commodities, Proxy-Hedges and Structured Cash-Flows

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  15. Title:
    Investment Decisions under Uncertainty, Real Options and Commodity Models

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  16. Title:
    Energy derivatives with volume control

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  17. Title:
    Using Real Option Analysis to Quantify Ethanol Policy Impact on the Firm's Entry Into and Optimal Operation of Corn Ethanol Facilities

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