Fields- Workshop on Electricity, Energy and Commodities Risk Management
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Title: Commodity price modeling in EDF. Calibration and parameter estimation
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Title: Utility indifference valuation for non-smooth payoffs with an application to power derivatives
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Title: SMART-ISO: A Stochastic, Multiscale Model of the PJM Energy Markets
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Title: Modelling electricity futures by ambit fields
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Title: An Approximate Dynamic Programming, Simulations and Regressions Approach to Value and Control a Hydropower System
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Title: Technological transition to electric mobility
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Title: A Structural Model for Interconnected Electricity Markets
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Title: Model Risk for Energy Markets
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Title: The effects of shale gas on risk premium and volatility in the US gas prices
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Title: A model for Solar Renewable Energy Certificates: shining some light on price dynamics and optimal market design
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Title: EU ETS Futures Spread Analysis and Recommendations for Effective Trading and Market Design
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Title: Stocks-to-use Ratios and Prices as Indicators of Vulnerability to Spikes in Global Cereal Markets
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Title: A simple equilibrium model for commodity markets
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Title: Co-integrated Commodities, Proxy-Hedges and Structured Cash-Flows
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Title: Investment Decisions under Uncertainty, Real Options and Commodity Models
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Title: Energy derivatives with volume control
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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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