The conference will feature invited speakers and contributed talks.
- Opening Address: Peter Terium (CEO, RWE AG)
- Conference dinner with dinner speech: Stefan Judisch (CEO, RWE Supply & Trading)
Confirmed invited speakers:
- René Carmona (Princeton University)
Financialization of the Commodity Markets: what does it all mean for energy finance?
- Wolfgang Härdle (Humboldt-Universität zu Berlin)
Pricing Chinese Rain
- Fred Espen Benth (University of Oslo)
A note on cointegration in commodity markets
- Sjur Westgaard (Norwegian University of Science and Technology, Trondheim)
Value at Risk modelling using Exponential Weighted Moving Average Volatility with Quantile Regression
- Luca Taschini (London School of Economics)
Pollution permits, Strategic Trading and Dynamic Technology Adoption
- Sebastian Jaimungal (University of Toronto)
Risk and Ambiguity in Real Option Cash-Flows
- Chitro Majumdar (R-square RiskLab)
Energy Swap in Gulf States - Changing Patterns
For news regarding the conference please click here.
Participants from Industry: 300 €
From Academia: 150 €
PhD Students: Free
This includes lunch and refreshments during breaks.
October 1st, 2013.