Birs- 19w5229: New Challenges in Energy Markets - Data Analytics, Modelling and Numerics

  1. Title:
    Polynomial maps of polynomial processes for energy prices
    Speaker:
    Tony Ware

    Link:
    http://www.birs.ca/events/2019/5-day-workshops/19w5229/videos/watch/201909240902-Ware.html

  2. Title:
    Robust Estimation of Conditional Risk Measures for Crude Oil and Natural Gas Futures Prices in the Presence of Outliers
    Speaker:
    Joe Byers

    Link:
    http://www.birs.ca/events/2019/5-day-workshops/19w5229/videos/watch/201909250905-Byers.html

  3. Title:
    Asset Prices in Segmented and Integrated Markets
    Speaker:
    Paolo Guasoni

    Link:
    http://www.birs.ca/events/2019/5-day-workshops/19w5229/videos/watch/201909251128-Guasoni.html

  4. Title:
    High-order compact finite difference schemes for option pricing
    Speaker:
    Bertram Düring

    Link:
    http://www.birs.ca/events/2019/5-day-workshops/19w5229/videos/watch/201909261336-During.html

  5. Title:
    Wind Park Valuation and Risk Management in the German Intraday Power Markets
    Speaker:
    Michael Coulon

    Link:
    http://www.birs.ca/events/2019/5-day-workshops/19w5229/videos/watch/201909261626-Coulon.html